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CREDX vs. FASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CREDX vs. FASGX - Performance Comparison

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

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CREDX vs. FASGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CREDX
BlackRock Credit Strategies Fund
-0.52%5.55%8.41%12.18%-12.08%1.03%
FASGX
Fidelity Asset Manager 70% Fund
-2.99%18.23%10.81%16.45%-16.83%14.64%

Returns By Period

In the year-to-date period, CREDX achieves a -0.52% return, which is significantly higher than FASGX's -2.99% return.


CREDX

1D
0.12%
1M
-0.62%
YTD
-0.52%
6M
-0.84%
1Y
4.12%
3Y*
7.26%
5Y*
2.26%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CREDX vs. FASGX - Expense Ratio Comparison

CREDX has a 2.19% expense ratio, which is higher than FASGX's 0.67% expense ratio.


Return for Risk

CREDX vs. FASGX — Risk / Return Rank

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

CREDX
CREDX Risk / Return Rank: 8282
Overall Rank
CREDX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CREDX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CREDX Omega Ratio Rank: 8585
Omega Ratio Rank
CREDX Calmar Ratio Rank: 8484
Calmar Ratio Rank
CREDX Martin Ratio Rank: 7676
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7070
Overall Rank
FASGX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FASGX Omega Ratio Rank: 6969
Omega Ratio Rank
FASGX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FASGX Martin Ratio Rank: 7272
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.

CREDX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Credit Strategies Fund (CREDX) 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.


CREDXFASGXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.21

+0.14

Sortino ratio

Return per unit of downside risk

2.38

1.73

+0.65

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

2.10

1.55

+0.55

Martin ratio

Return relative to average drawdown

7.28

6.89

+0.39

CREDX vs. FASGX - Sharpe Ratio Comparison

The current CREDX Sharpe Ratio is 1.35, which is comparable to the FASGX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of CREDX 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


CREDXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.21

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.53

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.60

+0.13

Correlation

The correlation between CREDX and FASGX is 0.45, 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

CREDX vs. FASGX - Dividend Comparison

CREDX's dividend yield for the trailing twelve months is around 8.43%, more than FASGX's 7.56% yield.


TTM20252024202320222021202020192018201720162015
CREDX
BlackRock Credit Strategies Fund
8.43%9.16%9.78%9.98%3.41%5.69%0.00%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

CREDX vs. FASGX - Drawdown Comparison

The maximum CREDX drawdown since its inception was -15.13%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for CREDX and FASGX.


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Drawdown Indicators


CREDXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-47.35%

+32.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-9.07%

+7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-23.54%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-27.20%

Current Drawdown

Current decline from peak

-1.21%

-7.95%

+6.74%

Average Drawdown

Average peak-to-trough decline

-3.91%

-6.74%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

2.04%

-1.42%

Volatility

CREDX vs. FASGX - Volatility Comparison

The current volatility for BlackRock Credit Strategies Fund (CREDX) is 0.57%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that CREDX 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


CREDXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

4.57%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

7.78%

-5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

12.82%

-9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.38%

12.14%

-8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.34%

12.56%

-9.22%