PortfoliosLab logoPortfoliosLab logo
CZMVX vs. FASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CZMVX vs. FASGX - Performance Comparison

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

Loading graphics...

CZMVX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CZMVX
Multi-Manager Value Strategies Fund
2.83%12.82%12.90%11.85%-7.94%25.55%5.88%28.61%-9.10%17.86%
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, CZMVX achieves a 2.83% return, which is significantly higher than FASGX's -0.70% return.


CZMVX

1D
1.83%
1M
-4.34%
YTD
2.83%
6M
5.95%
1Y
13.95%
3Y*
13.56%
5Y*
8.58%
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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CZMVX vs. FASGX - Expense Ratio Comparison

CZMVX has a 0.69% expense ratio, which is higher than FASGX's 0.67% expense ratio.


Return for Risk

CZMVX vs. FASGX — Risk / Return Rank

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

CZMVX
CZMVX Risk / Return Rank: 4141
Overall Rank
CZMVX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CZMVX Sortino Ratio Rank: 3737
Sortino Ratio Rank
CZMVX Omega Ratio Rank: 3939
Omega Ratio Rank
CZMVX Calmar Ratio Rank: 4141
Calmar Ratio Rank
CZMVX Martin Ratio Rank: 5151
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.

CZMVX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Value Strategies Fund (CZMVX) 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.


CZMVXFASGXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.41

-0.51

Sortino ratio

Return per unit of downside risk

1.33

2.01

-0.68

Omega ratio

Gain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratio

Return relative to maximum drawdown

1.29

2.00

-0.71

Martin ratio

Return relative to average drawdown

5.82

8.74

-2.92

CZMVX vs. FASGX - Sharpe Ratio Comparison

The current CZMVX Sharpe Ratio is 0.90, which is lower than the FASGX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of CZMVX 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.


Loading graphics...

Sharpe Ratios by Period


CZMVXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.41

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.55

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.60

-0.02

Correlation

The correlation between CZMVX 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

CZMVX vs. FASGX - Dividend Comparison

CZMVX's dividend yield for the trailing twelve months is around 15.01%, more than FASGX's 7.39% yield.


TTM20252024202320222021202020192018201720162015
CZMVX
Multi-Manager Value Strategies Fund
15.01%15.46%9.03%6.53%11.79%8.01%2.45%3.62%8.47%4.76%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

CZMVX vs. FASGX - Drawdown Comparison

The maximum CZMVX drawdown since its inception was -37.43%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for CZMVX and FASGX.


Loading graphics...

Drawdown Indicators


CZMVXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-37.43%

-47.35%

+9.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-9.07%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-19.85%

-23.54%

+3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-27.20%

Current Drawdown

Current decline from peak

-4.52%

-5.77%

+1.25%

Average Drawdown

Average peak-to-trough decline

-4.62%

-6.74%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.07%

+0.51%

Volatility

CZMVX vs. FASGX - Volatility Comparison

The current volatility for Multi-Manager Value Strategies Fund (CZMVX) is 3.74%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 5.30%. This indicates that CZMVX 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.


Loading graphics...

Volatility by Period


CZMVXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

5.30%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

8.12%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

13.00%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

12.18%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.80%

12.58%

+5.22%