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BSMIX vs. FASGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMIX vs. FASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Small/Mid-Cap Index Fund (BSMIX) 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, BSMIX achieves a 19.06% return, which is significantly higher than FASGX's 11.93% return. Over the past 10 years, BSMIX has outperformed FASGX with an annualized return of 11.77%, while FASGX has yielded a comparatively lower 10.01% annualized return.


BSMIX

1D
0.93%
1M
5.13%
YTD
19.06%
6M
18.96%
1Y
36.89%
3Y*
18.79%
5Y*
7.82%
10Y*
11.77%

FASGX

1D
0.51%
1M
4.40%
YTD
11.93%
6M
12.90%
1Y
26.54%
3Y*
16.47%
5Y*
8.47%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMIX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSMIX
iShares Russell Small/Mid-Cap Index Fund
19.06%11.92%12.04%17.15%-18.39%18.00%20.28%27.62%-10.22%16.75%
FASGX
Fidelity Asset Manager 70% Fund
11.93%18.23%10.81%16.45%-16.83%13.98%17.19%22.81%-7.65%17.34%

Correlation

The correlation between BSMIX and FASGX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.84

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

0.87

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

0.87

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

0.87

The correlation between BSMIX and FASGX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

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Return for Risk

BSMIX vs. FASGX — Risk / Return Rank

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

BSMIX
BSMIX Risk / Return Rank: 6767
Overall Rank
BSMIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSMIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BSMIX Omega Ratio Rank: 4949
Omega Ratio Rank
BSMIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BSMIX Martin Ratio Rank: 8383
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7777
Overall Rank
FASGX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FASGX Omega Ratio Rank: 7474
Omega Ratio Rank
FASGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FASGX Martin Ratio Rank: 8080
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.

BSMIX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) 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.


BSMIXFASGXDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.38

1.49

-0.11

Calmar ratioReturn relative to maximum drawdown

4.15

3.39

+0.76

Martin ratioReturn relative to average drawdown

15.76

14.98

+0.79

BSMIX vs. FASGX - Sharpe Ratio Comparison

The current BSMIX Sharpe Ratio is 2.26, which is comparable to the FASGX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of BSMIX 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


BSMIXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.61

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.69

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.79

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.63

-0.07

Drawdowns

BSMIX vs. FASGX - Drawdown Comparison

The maximum BSMIX drawdown since its inception was -41.32%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for BSMIX and FASGX.


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Drawdown Indicators


BSMIXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-41.32%

-47.35%

+6.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-7.95%

-1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-25.49%

-12.80%

-12.69%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-23.54%

-4.79%

Max Drawdown (10Y)

Largest decline over 10 years

-41.32%

-27.20%

-14.12%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.41%

-6.71%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.79%

+0.68%

Volatility

BSMIX vs. FASGX - Volatility Comparison

iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a higher volatility of 5.13% compared to Fidelity Asset Manager 70% Fund (FASGX) at 3.30%. This indicates that BSMIX'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


BSMIXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

3.30%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

8.39%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

10.34%

+6.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

12.27%

+8.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

12.65%

+9.06%

BSMIX vs. FASGX - Expense Ratio Comparison

BSMIX has a 0.12% expense ratio, which is lower than FASGX's 0.67% expense ratio.


Dividends

BSMIX vs. FASGX - Dividend Comparison

BSMIX's dividend yield for the trailing twelve months is around 2.43%, less than FASGX's 6.55% yield.


PositionTTM20252024202320222021202020192018201720162015
BSMIX
iShares Russell Small/Mid-Cap Index Fund
2.43%2.90%2.04%1.37%4.94%4.77%4.42%2.83%4.33%2.83%1.45%0.00%
FASGX
Fidelity Asset Manager 70% Fund
6.55%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


BSMIX and FASGX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSMIX has higher volatility (5.13%) compared to FASGX (3.30%). In terms of maximum drawdown, BSMIX dropped -41.32% vs FASGX's -47.35%.

FASGX currently has the higher Sharpe Ratio (2.61 vs 2.26), 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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