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BRHYX vs. FAMRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRHYX vs. FAMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield K (BRHYX) and Fidelity Asset Manager 85% Fund (FAMRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRHYX achieves a 1.52% return, which is significantly lower than FAMRX's 14.17% return. Over the past 10 years, BRHYX has underperformed FAMRX with an annualized return of 6.05%, while FAMRX has yielded a comparatively higher 12.13% annualized return.


BRHYX

1D
-0.14%
1M
0.57%
YTD
1.52%
6M
2.25%
1Y
7.25%
3Y*
9.42%
5Y*
4.38%
10Y*
6.05%

FAMRX

1D
-0.06%
1M
2.43%
YTD
14.17%
6M
13.73%
1Y
29.75%
3Y*
18.98%
5Y*
9.75%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRHYX vs. FAMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRHYX
BlackRock High Yield K
1.52%9.44%8.65%13.26%-11.18%5.47%5.98%15.65%-2.67%8.34%
FAMRX
Fidelity Asset Manager 85% Fund
14.17%20.87%12.60%18.98%-18.55%17.10%19.37%26.26%-9.21%21.08%

Correlation

The correlation between BRHYX and FAMRX is 0.65, 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

0.65

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

0.59

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

0.61

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

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 24, 1999

0.41

Over the past year, BRHYX and FAMRX have become more correlated (0.65) than their long-term average of 0.41, meaning their price movements have been converging.

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Return for Risk

BRHYX vs. FAMRX — Risk / Return Rank

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

BRHYX
BRHYX Risk / Return Rank: 7777
Overall Rank
BRHYX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BRHYX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BRHYX Omega Ratio Rank: 8181
Omega Ratio Rank
BRHYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
BRHYX Martin Ratio Rank: 8888
Martin Ratio Rank

FAMRX
FAMRX Risk / Return Rank: 7777
Overall Rank
FAMRX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FAMRX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FAMRX Omega Ratio Rank: 7474
Omega Ratio Rank
FAMRX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FAMRX Martin Ratio Rank: 8383
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.

BRHYX vs. FAMRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) and Fidelity Asset Manager 85% Fund (FAMRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRHYXFAMRXDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.49

1.44

+0.05

Calmar ratioReturn relative to maximum drawdown

3.09

3.31

-0.22

Martin ratioReturn relative to average drawdown

15.57

14.35

+1.21

BRHYX vs. FAMRX - Sharpe Ratio Comparison

The current BRHYX Sharpe Ratio is 2.14, which is comparable to the FAMRX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of BRHYX and FAMRX, 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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Drawdowns

BRHYX vs. FAMRX - Drawdown Comparison

The maximum BRHYX drawdown since its inception was -34.77%, smaller than the maximum FAMRX drawdown of -58.65%. Use the drawdown chart below to compare losses from any high point for BRHYX and FAMRX.


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Drawdown Indicators


BRHYXFAMRXDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-58.65%

+23.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-9.33%

+6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-4.07%

-15.35%

+11.28%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-26.00%

+10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-30.96%

+7.76%

Current Drawdown

Current decline from peak

-0.42%

-0.06%

-0.36%

Average Drawdown

Average peak-to-trough decline

-2.73%

-12.30%

+9.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

2.15%

-1.67%

Volatility

BRHYX vs. FAMRX - Volatility Comparison

The current volatility for BlackRock High Yield K (BRHYX) is 0.86%, while Fidelity Asset Manager 85% Fund (FAMRX) has a volatility of 5.36%. This indicates that BRHYX experiences smaller price fluctuations and is considered to be less risky than FAMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRHYXFAMRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

5.36%

-4.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

10.97%

-8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

13.13%

-9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

14.78%

-9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

15.33%

-9.41%

BRHYX vs. FAMRX - Expense Ratio Comparison

BRHYX has a 0.48% expense ratio, which is lower than FAMRX's 0.70% expense ratio.


Dividends

BRHYX vs. FAMRX - Dividend Comparison

BRHYX's dividend yield for the trailing twelve months is around 7.18%, more than FAMRX's 4.87% yield.


PositionTTM20252024202320222021202020192018201720162015
BRHYX
BlackRock High Yield K
7.18%7.14%7.56%6.20%4.98%4.80%5.22%5.82%6.48%5.92%6.03%6.42%
FAMRX
Fidelity Asset Manager 85% Fund
4.87%5.56%3.44%1.33%5.07%3.15%1.99%5.52%5.62%2.31%0.28%4.83%

Frequently Asked Questions


BRHYX and FAMRX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAMRX has higher volatility (5.36%) compared to BRHYX (0.86%). In terms of maximum drawdown, BRHYX dropped -34.77% vs FAMRX's -58.65%.

FAMRX currently has the higher Sharpe Ratio (2.36 vs 2.14), 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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