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BRASX vs. FASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRASX vs. FASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Allocation Target Shares Series S Portfolio (BRASX) and Fidelity Asset Manager 70% Fund (FASGX). The values are adjusted to include any dividend payments, if applicable.

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BRASX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRASX
BlackRock Allocation Target Shares Series S Portfolio
-0.24%6.08%4.32%4.89%-4.73%-0.12%3.74%6.22%1.00%1.75%
FASGX
Fidelity Asset Manager 70% Fund
-2.99%18.23%10.81%16.45%-16.83%13.98%17.19%22.81%-7.65%17.34%

Returns By Period

In the year-to-date period, BRASX achieves a -0.24% return, which is significantly higher than FASGX's -2.99% return. Over the past 10 years, BRASX has underperformed FASGX with an annualized return of 2.22%, while FASGX has yielded a comparatively higher 8.70% annualized return.


BRASX

1D
0.11%
1M
-1.07%
YTD
-0.24%
6M
1.02%
1Y
4.18%
3Y*
4.39%
5Y*
1.95%
10Y*
2.22%

FASGX

1D
-0.24%
1M
-7.42%
YTD
-2.99%
6M
-0.12%
1Y
15.54%
3Y*
11.72%
5Y*
6.38%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRASX vs. FASGX - Expense Ratio Comparison

BRASX has a 0.00% expense ratio, which is lower than FASGX's 0.67% expense ratio.


Return for Risk

BRASX vs. FASGX — Risk / Return Rank

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

BRASX
BRASX Risk / Return Rank: 9595
Overall Rank
BRASX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BRASX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BRASX Omega Ratio Rank: 9595
Omega Ratio Rank
BRASX Calmar Ratio Rank: 9595
Calmar Ratio Rank
BRASX Martin Ratio Rank: 9696
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7070
Overall Rank
FASGX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FASGX Omega Ratio Rank: 6969
Omega Ratio Rank
FASGX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FASGX Martin Ratio Rank: 7272
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.

BRASX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series S Portfolio (BRASX) 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.


BRASXFASGXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.21

+0.73

Sortino ratio

Return per unit of downside risk

3.71

1.73

+1.98

Omega ratio

Gain probability vs. loss probability

1.54

1.26

+0.28

Calmar ratio

Return relative to maximum drawdown

3.37

1.55

+1.82

Martin ratio

Return relative to average drawdown

14.08

6.89

+7.19

BRASX vs. FASGX - Sharpe Ratio Comparison

The current BRASX Sharpe Ratio is 1.94, which is higher than the FASGX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of BRASX and FASGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRASXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.21

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.53

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.70

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.60

-0.09

Correlation

The correlation between BRASX and FASGX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BRASX vs. FASGX - Dividend Comparison

BRASX's dividend yield for the trailing twelve months is around 4.22%, less than FASGX's 7.56% yield.


TTM20252024202320222021202020192018201720162015
BRASX
BlackRock Allocation Target Shares Series S Portfolio
4.22%4.57%3.44%2.96%2.18%1.34%2.49%3.06%2.26%2.16%0.00%0.00%
FASGX
Fidelity Asset Manager 70% Fund
7.56%7.33%4.60%1.72%6.69%2.73%2.20%5.19%6.31%2.75%0.20%5.58%

Drawdowns

BRASX vs. FASGX - Drawdown Comparison

The maximum BRASX drawdown since its inception was -10.61%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for BRASX and FASGX.


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Drawdown Indicators


BRASXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-10.61%

-47.35%

+36.74%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-9.07%

+7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-7.47%

-23.54%

+16.07%

Max Drawdown (10Y)

Largest decline over 10 years

-10.61%

-27.20%

+16.59%

Current Drawdown

Current decline from peak

-1.07%

-7.95%

+6.88%

Average Drawdown

Average peak-to-trough decline

-2.01%

-6.74%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

2.04%

-1.71%

Volatility

BRASX vs. FASGX - Volatility Comparison

The current volatility for BlackRock Allocation Target Shares Series S Portfolio (BRASX) is 0.64%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that BRASX experiences smaller price fluctuations and is considered to be less risky 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


BRASXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

4.57%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

7.78%

-6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

12.82%

-10.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.27%

12.14%

-9.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.39%

12.56%

-10.17%