FAFDX vs. ASFYX
Compare and contrast key facts about Fidelity Advisor Financial Services Fund Class A (FAFDX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FAFDX is managed by BlackRock. It was launched on Sep 3, 1996. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FAFDX vs. ASFYX - Performance Comparison
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FAFDX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAFDX Fidelity Advisor Financial Services Fund Class A | -9.46% | 14.91% | 39.01% | 14.03% | -8.93% | 32.90% | -0.25% | 33.77% | -16.09% | 20.17% |
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, FAFDX achieves a -9.46% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FAFDX has outperformed ASFYX with an annualized return of 12.71%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FAFDX
- 1D
- 0.98%
- 1M
- -5.39%
- YTD
- -9.46%
- 6M
- -5.99%
- 1Y
- 4.37%
- 3Y*
- 20.58%
- 5Y*
- 11.02%
- 10Y*
- 12.71%
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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FAFDX vs. ASFYX - Expense Ratio Comparison
FAFDX has a 1.03% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FAFDX vs. ASFYX — Risk / Return Rank
FAFDX
ASFYX
FAFDX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Financial Services Fund Class A (FAFDX) 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.
| FAFDX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.25 | 0.18 | +0.08 |
Sortino ratioReturn per unit of downside risk | 0.47 | 0.30 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.04 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 0.10 | +0.12 |
Martin ratioReturn relative to average drawdown | 0.68 | 0.16 | +0.51 |
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
| FAFDX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 0.18 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.17 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.15 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.31 | -0.02 |
Correlation
The correlation between FAFDX and ASFYX is 0.13, 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
FAFDX vs. ASFYX - Dividend Comparison
FAFDX's dividend yield for the trailing twelve months is around 7.66%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAFDX Fidelity Advisor Financial Services Fund Class A | 7.66% | 6.93% | 9.59% | 2.29% | 5.93% | 4.21% | 2.47% | 1.21% | 4.00% | 0.06% | 0.21% | 0.53% |
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
FAFDX vs. ASFYX - Drawdown Comparison
The maximum FAFDX drawdown since its inception was -75.69%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FAFDX and ASFYX.
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Drawdown Indicators
| FAFDX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.69% | -36.43% | -39.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -13.51% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -36.43% | +11.29% |
Max Drawdown (10Y)Largest decline over 10 years | -45.99% | -36.43% | -9.56% |
Current DrawdownCurrent decline from peak | -12.19% | -24.37% | +12.18% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -13.09% | -4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 8.72% | -4.08% |
Volatility
FAFDX vs. ASFYX - Volatility Comparison
Fidelity Advisor Financial Services Fund Class A (FAFDX) has a higher volatility of 4.51% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that FAFDX'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
| FAFDX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 3.86% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 10.01% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.13% | 13.02% | +8.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.12% | 13.68% | +7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 12.68% | +11.15% |