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BIRDX vs. FASGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIRDX vs. FASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Developed Real Estate Index Fund (BIRDX) and Fidelity Asset Manager 70% Fund (FASGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIRDX achieves a 6.90% return, which is significantly lower than FASGX's 11.27% return. Over the past 10 years, BIRDX has underperformed FASGX with an annualized return of 3.55%, while FASGX has yielded a comparatively higher 9.95% annualized return.


BIRDX

1D
-0.35%
1M
-2.37%
YTD
6.90%
6M
7.13%
1Y
11.60%
3Y*
9.40%
5Y*
1.46%
10Y*
3.55%

FASGX

1D
-0.59%
1M
2.98%
YTD
11.27%
6M
12.13%
1Y
25.26%
3Y*
16.24%
5Y*
8.17%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIRDX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIRDX
iShares Developed Real Estate Index Fund
6.90%10.27%1.49%10.38%-24.68%26.90%-8.24%22.33%-4.80%7.56%
FASGX
Fidelity Asset Manager 70% Fund
11.27%18.23%10.81%16.45%-16.83%13.98%17.19%22.81%-7.65%17.34%

Correlation

The correlation between BIRDX and FASGX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.67

The correlation between BIRDX and FASGX shifts across timeframes, from 0.52 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BIRDX vs. FASGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIRDX
BIRDX Risk / Return Rank: 1414
Overall Rank
BIRDX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BIRDX Sortino Ratio Rank: 1313
Sortino Ratio Rank
BIRDX Omega Ratio Rank: 1313
Omega Ratio Rank
BIRDX Calmar Ratio Rank: 1313
Calmar Ratio Rank
BIRDX Martin Ratio Rank: 1616
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7272
Overall Rank
FASGX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FASGX Omega Ratio Rank: 7070
Omega Ratio Rank
FASGX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FASGX Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIRDX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Real Estate Index Fund (BIRDX) and Fidelity Asset Manager 70% Fund (FASGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BIRDXFASGXDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-2.08

Omega ratioGain probability vs. loss probability

1.18

1.47

-0.29

Calmar ratioReturn relative to maximum drawdown

1.17

3.26

-2.09

Martin ratioReturn relative to average drawdown

4.38

14.40

-10.02

BIRDX vs. FASGX - Sharpe Ratio Comparison

The current BIRDX Sharpe Ratio is 0.99, which is lower than the FASGX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of BIRDX and FASGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BIRDXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.50

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.67

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.79

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.63

-0.41

Drawdowns

BIRDX vs. FASGX - Drawdown Comparison

The maximum BIRDX drawdown since its inception was -43.03%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for BIRDX and FASGX.


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Drawdown Indicators


BIRDXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.03%

-47.35%

+4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-7.95%

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-27.40%

-12.80%

-14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.54%

-23.54%

-9.00%

Max Drawdown (10Y)

Largest decline over 10 years

-43.03%

-27.20%

-15.83%

Current Drawdown

Current decline from peak

-6.64%

-0.59%

-6.05%

Average Drawdown

Average peak-to-trough decline

-10.85%

-6.71%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.79%

+0.89%

Volatility

BIRDX vs. FASGX - Volatility Comparison

iShares Developed Real Estate Index Fund (BIRDX) has a higher volatility of 3.62% compared to Fidelity Asset Manager 70% Fund (FASGX) at 3.37%. This indicates that BIRDX's price experiences larger fluctuations and is considered to be riskier than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIRDXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

3.37%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

8.40%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

10.35%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.27%

12.27%

+7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

12.65%

+6.44%

BIRDX vs. FASGX - Expense Ratio Comparison

BIRDX has a 0.19% expense ratio, which is lower than FASGX's 0.67% expense ratio.


Dividends

BIRDX vs. FASGX - Dividend Comparison

BIRDX's dividend yield for the trailing twelve months is around 6.65%, which matches FASGX's 6.59% yield.


PositionTTM20252024202320222021202020192018201720162015
BIRDX
iShares Developed Real Estate Index Fund
6.65%6.84%23.69%2.99%1.24%4.18%1.91%6.67%4.18%1.70%2.24%0.00%
FASGX
Fidelity Asset Manager 70% Fund
6.59%7.33%4.60%1.72%6.69%2.73%2.20%5.19%6.31%2.75%0.20%5.58%

Frequently Asked Questions


BIRDX and FASGX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIRDX has higher volatility (3.62%) compared to FASGX (3.37%). In terms of maximum drawdown, BIRDX dropped -43.03% vs FASGX's -47.35%.

FASGX currently has the higher Sharpe Ratio (2.50 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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