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CZMSX vs. FASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CZMSX vs. FASGX - Performance Comparison

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

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CZMSX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CZMSX
Multi-Manager Small Cap Equity Strategies Fund
0.46%1.55%8.55%15.65%-20.05%19.40%20.47%27.16%-10.77%14.84%
FASGX
Fidelity Asset Manager 70% Fund
-0.70%18.23%10.81%16.45%-16.83%13.98%17.19%22.81%-7.65%14.30%

Returns By Period

In the year-to-date period, CZMSX achieves a 0.46% return, which is significantly higher than FASGX's -0.70% return.


CZMSX

1D
3.01%
1M
-5.52%
YTD
0.46%
6M
1.83%
1Y
13.34%
3Y*
7.51%
5Y*
1.44%
10Y*

FASGX

1D
2.36%
1M
-4.75%
YTD
-0.70%
6M
1.92%
1Y
17.75%
3Y*
12.59%
5Y*
6.64%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CZMSX vs. FASGX - Expense Ratio Comparison

CZMSX has a 0.99% expense ratio, which is higher than FASGX's 0.67% expense ratio.


Return for Risk

CZMSX vs. FASGX — Risk / Return Rank

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

CZMSX
CZMSX Risk / Return Rank: 2323
Overall Rank
CZMSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CZMSX Sortino Ratio Rank: 2222
Sortino Ratio Rank
CZMSX Omega Ratio Rank: 1818
Omega Ratio Rank
CZMSX Calmar Ratio Rank: 2828
Calmar Ratio Rank
CZMSX Martin Ratio Rank: 2828
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7979
Overall Rank
FASGX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FASGX Omega Ratio Rank: 7676
Omega Ratio Rank
FASGX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FASGX Martin Ratio Rank: 8484
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.

CZMSX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Small Cap Equity Strategies Fund (CZMSX) 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.


CZMSXFASGXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.41

-0.80

Sortino ratio

Return per unit of downside risk

1.03

2.01

-0.98

Omega ratio

Gain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratio

Return relative to maximum drawdown

0.95

2.00

-1.05

Martin ratio

Return relative to average drawdown

3.55

8.74

-5.19

CZMSX vs. FASGX - Sharpe Ratio Comparison

The current CZMSX Sharpe Ratio is 0.61, which is lower than the FASGX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of CZMSX 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


CZMSXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.41

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.55

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.60

-0.30

Correlation

The correlation between CZMSX and FASGX is 0.84, 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

CZMSX vs. FASGX - Dividend Comparison

CZMSX's dividend yield for the trailing twelve months is around 8.81%, more than FASGX's 7.39% yield.


TTM20252024202320222021202020192018201720162015
CZMSX
Multi-Manager Small Cap Equity Strategies Fund
8.81%8.85%3.05%2.04%10.31%17.14%0.31%5.75%7.94%7.88%0.00%0.00%
FASGX
Fidelity Asset Manager 70% Fund
7.39%7.33%4.60%1.72%6.69%2.73%2.20%5.19%6.31%2.75%0.20%5.58%

Drawdowns

CZMSX vs. FASGX - Drawdown Comparison

The maximum CZMSX drawdown since its inception was -40.96%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for CZMSX and FASGX.


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Drawdown Indicators


CZMSXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-40.96%

-47.35%

+6.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.87%

-9.07%

-4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-37.16%

-23.54%

-13.62%

Max Drawdown (10Y)

Largest decline over 10 years

-27.20%

Current Drawdown

Current decline from peak

-13.22%

-5.77%

-7.45%

Average Drawdown

Average peak-to-trough decline

-13.81%

-6.74%

-7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

2.07%

+1.62%

Volatility

CZMSX vs. FASGX - Volatility Comparison

Multi-Manager Small Cap Equity Strategies Fund (CZMSX) has a higher volatility of 6.72% compared to Fidelity Asset Manager 70% Fund (FASGX) at 5.30%. This indicates that CZMSX'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


CZMSXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

5.30%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

8.12%

+4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

13.00%

+9.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.93%

12.18%

+11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.27%

12.58%

+11.69%