FAASX vs. ASFYX
Compare and contrast key facts about Fidelity Advisor Asset Manager 70% Fund Class A (FAASX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FAASX is managed by BlackRock. It was launched on Sep 23, 2008. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FAASX vs. ASFYX - Performance Comparison
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FAASX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAASX Fidelity Advisor Asset Manager 70% Fund Class A | -3.06% | 17.92% | 10.45% | 16.11% | -17.06% | 13.62% | 16.84% | 22.43% | -7.96% | 17.36% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, FAASX achieves a -3.06% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FAASX has outperformed ASFYX with an annualized return of 8.45%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FAASX
- 1D
- -0.24%
- 1M
- -7.44%
- YTD
- -3.06%
- 6M
- -0.26%
- 1Y
- 15.19%
- 3Y*
- 11.40%
- 5Y*
- 6.07%
- 10Y*
- 8.45%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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FAASX vs. ASFYX - Expense Ratio Comparison
FAASX has a 0.97% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FAASX vs. ASFYX — Risk / Return Rank
FAASX
ASFYX
FAASX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 70% Fund Class A (FAASX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| FAASX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.18 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.69 | 0.30 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.04 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.10 | +1.42 |
Martin ratioReturn relative to average drawdown | 6.71 | 0.16 | +6.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FAASX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.18 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.17 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.15 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.31 | +0.27 |
Correlation
The correlation between FAASX and ASFYX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FAASX vs. ASFYX - Dividend Comparison
FAASX's dividend yield for the trailing twelve months is around 7.29%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAASX Fidelity Advisor Asset Manager 70% Fund Class A | 7.29% | 7.07% | 4.29% | 1.45% | 6.39% | 2.48% | 1.92% | 4.90% | 5.96% | 2.75% | 0.20% | 5.25% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
FAASX vs. ASFYX - Drawdown Comparison
The maximum FAASX drawdown since its inception was -31.19%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FAASX and ASFYX.
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Drawdown Indicators
| FAASX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -36.43% | +5.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -13.51% | +4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -36.43% | +12.67% |
Max Drawdown (10Y)Largest decline over 10 years | -27.22% | -36.43% | +9.21% |
Current DrawdownCurrent decline from peak | -7.97% | -24.37% | +16.40% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -13.09% | +8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 8.72% | -6.67% |
Volatility
FAASX vs. ASFYX - Volatility Comparison
Fidelity Advisor Asset Manager 70% Fund Class A (FAASX) has a higher volatility of 4.57% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that FAASX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAASX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 3.86% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 10.01% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 13.02% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.15% | 13.68% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.56% | 12.68% | -0.12% |