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BRHYX vs. FASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRHYX vs. FASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield K (BRHYX) and Fidelity Asset Manager 70% Fund (FASGX). The values are adjusted to include any dividend payments, if applicable.

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BRHYX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRHYX
BlackRock High Yield K
-1.15%9.44%8.65%13.26%-11.18%5.47%5.98%15.65%-2.67%8.34%
FASGX
Fidelity Asset Manager 70% Fund
-0.70%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, BRHYX achieves a -1.15% return, which is significantly lower than FASGX's -0.70% return. Over the past 10 years, BRHYX has underperformed FASGX with an annualized return of 6.08%, while FASGX has yielded a comparatively higher 8.96% annualized return.


BRHYX

1D
0.57%
1M
-1.53%
YTD
-1.15%
6M
0.50%
1Y
7.13%
3Y*
8.60%
5Y*
4.26%
10Y*
6.08%

FASGX

1D
2.36%
1M
-4.75%
YTD
-0.70%
6M
1.92%
1Y
17.75%
3Y*
12.59%
5Y*
6.64%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRHYX vs. FASGX - Expense Ratio Comparison

BRHYX has a 0.48% expense ratio, which is lower than FASGX's 0.67% expense ratio.


Return for Risk

BRHYX vs. FASGX — Risk / Return Rank

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

BRHYX
BRHYX Risk / Return Rank: 9090
Overall Rank
BRHYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BRHYX Sortino Ratio Rank: 9090
Sortino Ratio Rank
BRHYX Omega Ratio Rank: 9090
Omega Ratio Rank
BRHYX Calmar Ratio Rank: 8888
Calmar Ratio Rank
BRHYX Martin Ratio Rank: 9292
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7979
Overall Rank
FASGX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FASGX Omega Ratio Rank: 7676
Omega Ratio Rank
FASGX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FASGX Martin Ratio Rank: 8484
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. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) 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.


BRHYXFASGXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.41

+0.42

Sortino ratio

Return per unit of downside risk

2.61

2.01

+0.59

Omega ratio

Gain probability vs. loss probability

1.41

1.30

+0.12

Calmar ratio

Return relative to maximum drawdown

2.38

2.00

+0.38

Martin ratio

Return relative to average drawdown

10.96

8.74

+2.21

BRHYX vs. FASGX - Sharpe Ratio Comparison

The current BRHYX Sharpe Ratio is 1.83, which is comparable to the FASGX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BRHYX 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


BRHYXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.41

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.55

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

0.71

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.60

+0.61

Correlation

The correlation between BRHYX and FASGX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BRHYX vs. FASGX - Dividend Comparison

BRHYX's dividend yield for the trailing twelve months is around 6.71%, less than FASGX's 7.39% yield.


TTM20252024202320222021202020192018201720162015
BRHYX
BlackRock High Yield K
6.71%7.14%7.56%6.20%4.98%4.80%5.22%5.82%6.48%5.92%6.03%6.42%
FASGX
Fidelity Asset Manager 70% Fund
7.39%7.33%4.60%1.72%6.69%2.73%2.20%5.19%6.31%2.75%0.20%5.58%

Drawdowns

BRHYX vs. FASGX - Drawdown Comparison

The maximum BRHYX drawdown since its inception was -34.77%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for BRHYX and FASGX.


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Drawdown Indicators


BRHYXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-47.35%

+12.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-9.07%

+5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-23.54%

+8.25%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-27.20%

+4.00%

Current Drawdown

Current decline from peak

-1.71%

-5.77%

+4.06%

Average Drawdown

Average peak-to-trough decline

-2.75%

-6.74%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

2.07%

-1.36%

Volatility

BRHYX vs. FASGX - Volatility Comparison

The current volatility for BlackRock High Yield K (BRHYX) is 1.45%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 5.30%. This indicates that BRHYX 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


BRHYXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

5.30%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

8.12%

-5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

13.00%

-8.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.22%

12.18%

-6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

12.58%

-6.65%