BRZIX vs. FASGX
Compare and contrast key facts about BlackRock Sustainable Advantage International Equity Fund (BRZIX) and Fidelity Asset Manager 70% Fund (FASGX).
BRZIX is managed by BlackRock. It was launched on Aug 18, 2020. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
BRZIX vs. FASGX - Performance Comparison
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BRZIX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BRZIX BlackRock Sustainable Advantage International Equity Fund | -1.92% | 32.15% | 5.67% | 19.37% | -14.02% | 12.87% | 13.28% |
FASGX Fidelity Asset Manager 70% Fund | -2.99% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 11.27% |
Returns By Period
In the year-to-date period, BRZIX achieves a -1.92% return, which is significantly higher than FASGX's -2.99% return.
BRZIX
- 1D
- 0.25%
- 1M
- -10.77%
- YTD
- -1.92%
- 6M
- 2.54%
- 1Y
- 19.62%
- 3Y*
- 14.65%
- 5Y*
- 8.83%
- 10Y*
- —
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%
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BRZIX vs. FASGX - Expense Ratio Comparison
BRZIX has a 0.50% expense ratio, which is lower than FASGX's 0.67% expense ratio.
Return for Risk
BRZIX vs. FASGX — Risk / Return Rank
BRZIX
FASGX
BRZIX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage International Equity Fund (BRZIX) 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.
| BRZIX | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.21 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.73 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.55 | -0.03 |
Martin ratioReturn relative to average drawdown | 5.80 | 6.89 | -1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRZIX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.21 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.53 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.60 | +0.06 |
Correlation
The correlation between BRZIX and FASGX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BRZIX vs. FASGX - Dividend Comparison
BRZIX's dividend yield for the trailing twelve months is around 16.18%, more than FASGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRZIX BlackRock Sustainable Advantage International Equity Fund | 16.18% | 15.87% | 3.83% | 2.59% | 3.29% | 13.55% | 0.59% | 0.00% | 0.00% | 0.00% | 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
BRZIX vs. FASGX - Drawdown Comparison
The maximum BRZIX drawdown since its inception was -32.64%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for BRZIX and FASGX.
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Drawdown Indicators
| BRZIX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -47.35% | +14.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -9.07% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -32.64% | -23.54% | -9.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.20% | — |
Current DrawdownCurrent decline from peak | -10.77% | -7.95% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -6.74% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.04% | +0.97% |
Volatility
BRZIX vs. FASGX - Volatility Comparison
BlackRock Sustainable Advantage International Equity Fund (BRZIX) has a higher volatility of 7.19% compared to Fidelity Asset Manager 70% Fund (FASGX) at 4.57%. This indicates that BRZIX'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
| BRZIX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 4.57% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 7.78% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 12.82% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 12.14% | +4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 12.56% | +4.21% |