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BSPIX vs. FASGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSPIX vs. FASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund Institutional Class (BSPIX) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSPIX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

BSPIX vs. FASGX — Risk / Return Rank

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

BSPIX
BSPIX Risk / Return Rank: 6565
Overall Rank
BSPIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BSPIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
BSPIX Omega Ratio Rank: 6060
Omega Ratio Rank
BSPIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
BSPIX Martin Ratio Rank: 7878
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7777
Overall Rank
FASGX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FASGX Omega Ratio Rank: 7575
Omega Ratio Rank
FASGX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FASGX Martin Ratio Rank: 8282
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.

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.


BSPIXFASGXDifference
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

BSPIX vs. FASGX - Sharpe Ratio Comparison

The current BSPIX Sharpe Ratio is 2.16, which is comparable to the FASGX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of BSPIX 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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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.


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Drawdown Indicators


BSPIXFASGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.36%

-0.12%

-1.24%

Average Drawdown

Average peak-to-trough decline

-3.93%

-6.70%

+2.77%

Ulcer Index

Depth 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.


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Volatility by Period


BSPIXFASGXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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