BSPIX vs. FASGX
BSPIX (iShares S&P 500 Index Fund Institutional Class) and FASGX (Fidelity Asset Manager 70% Fund) are both mutual funds - BSPIX is a S&P 500 fund tracking the S&P 500 Index, while FASGX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, BSPIX returned 15.38%/yr vs 10.31%/yr for FASGX. Their correlation of 0.94 suggests significant overlap in exposure. BSPIX charges 0.10%/yr vs 0.67%/yr for FASGX.
Performance
BSPIX vs. FASGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BSPIX achieves a 10.13% return, which is significantly lower than FASGX's 11.90% return. Over the past 10 years, BSPIX has outperformed FASGX with an annualized return of 15.38%, while FASGX has yielded a comparatively lower 10.31% annualized return.
BSPIX
- 1D
- 1.08%
- 1M
- 0.46%
- YTD
- 10.13%
- 6M
- 9.63%
- 1Y
- 27.03%
- 3Y*
- 20.85%
- 5Y*
- 13.99%
- 10Y*
- 15.38%
FASGX
- 1D
- -0.12%
- 1M
- 2.06%
- YTD
- 11.90%
- 6M
- 11.55%
- 1Y
- 25.19%
- 3Y*
- 16.34%
- 5Y*
- 8.28%
- 10Y*
- 10.31%
BSPIX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSPIX iShares S&P 500 Index Fund Institutional Class | 10.13% | 17.75% | 24.85% | 26.17% | -18.20% | 28.55% | 18.35% | 31.35% | -4.87% | 21.20% |
FASGX Fidelity Asset Manager 70% Fund | 11.90% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Correlation
The correlation between BSPIX and FASGX is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.94 |
The correlation between BSPIX and FASGX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BSPIX vs. FASGX — Risk / Return Rank
BSPIX
FASGX
BSPIX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Institutional Class (BSPIX) 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.
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.
| BSPIX | FASGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.44 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.29 | -0.27 |
| Martin ratioReturn relative to average drawdown | 13.64 | 14.19 | -0.56 |
Loading charts...
Drawdowns
BSPIX vs. FASGX - Drawdown Comparison
The maximum BSPIX drawdown since its inception was -33.75%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for BSPIX and FASGX.
Loading charts...
Drawdown Indicators
| BSPIX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -47.35% | +13.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -7.95% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -12.80% | -5.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.55% | -23.54% | -1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -27.20% | -6.55% |
Current DrawdownCurrent decline from peak | -1.36% | -0.12% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -6.70% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.84% | +0.13% |
Volatility
BSPIX vs. FASGX - Volatility Comparison
iShares S&P 500 Index Fund Institutional Class (BSPIX) and Fidelity Asset Manager 70% Fund (FASGX) have volatilities of 4.77% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BSPIX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.58% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 9.28% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 11.10% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 12.40% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 12.71% | +5.36% |
BSPIX vs. FASGX - Expense Ratio Comparison
BSPIX has a 0.10% expense ratio, which is lower than FASGX's 0.67% expense ratio.
Dividends
BSPIX vs. FASGX - Dividend Comparison
BSPIX's dividend yield for the trailing twelve months is around 1.52%, less than FASGX's 6.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSPIX iShares S&P 500 Index Fund Institutional Class | 1.52% | 1.66% | 1.35% | 1.44% | 1.94% | 1.76% | 1.60% | 1.92% | 1.94% | 1.57% | 2.30% | 2.42% |
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
With a correlation of 0.94, BSPIX and FASGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BSPIX has higher volatility (4.77%) compared to FASGX (4.58%). In terms of maximum drawdown, BSPIX dropped -33.75% vs FASGX's -47.35%.
FASGX currently has the higher Sharpe Ratio (2.36 vs 2.16), 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.
Find the right allocation for BSPIX and FASGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer