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FAMRX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAMRX and FXAIX is 0.95, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

FAMRX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 85% Fund (FAMRX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
152.14%
420.04%
FAMRX
FXAIX

Key characteristics

Sharpe Ratio

FAMRX:

0.25

FXAIX:

0.56

Sortino Ratio

FAMRX:

0.46

FXAIX:

0.90

Omega Ratio

FAMRX:

1.06

FXAIX:

1.13

Calmar Ratio

FAMRX:

0.24

FXAIX:

0.58

Martin Ratio

FAMRX:

0.97

FXAIX:

2.42

Ulcer Index

FAMRX:

4.12%

FXAIX:

4.51%

Daily Std Dev

FAMRX:

15.96%

FXAIX:

19.54%

Max Drawdown

FAMRX:

-60.05%

FXAIX:

-33.79%

Current Drawdown

FAMRX:

-9.40%

FXAIX:

-10.55%

Returns By Period

In the year-to-date period, FAMRX achieves a -3.37% return, which is significantly higher than FXAIX's -6.41% return. Over the past 10 years, FAMRX has underperformed FXAIX with an annualized return of 5.19%, while FXAIX has yielded a comparatively higher 11.85% annualized return.


FAMRX

YTD

-3.37%

1M

-4.99%

6M

-6.08%

1Y

2.71%

5Y*

9.26%

10Y*

5.19%

FXAIX

YTD

-6.41%

1M

-5.00%

6M

-5.00%

1Y

9.57%

5Y*

15.90%

10Y*

11.85%

*Annualized

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FAMRX vs. FXAIX - Expense Ratio Comparison

FAMRX has a 0.70% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Expense ratio chart for FAMRX: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAMRX: 0.70%
Expense ratio chart for FXAIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXAIX: 0.02%

Risk-Adjusted Performance

FAMRX vs. FXAIX — Risk-Adjusted Performance Rank

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

FAMRX
The Risk-Adjusted Performance Rank of FAMRX is 4242
Overall Rank
The Sharpe Ratio Rank of FAMRX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FAMRX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FAMRX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FAMRX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FAMRX is 4343
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6565
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FAMRX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 85% Fund (FAMRX) and Fidelity 500 Index Fund (FXAIX). 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.


The chart of Sharpe ratio for FAMRX, currently valued at 0.25, compared to the broader market-1.000.001.002.003.00
FAMRX: 0.25
FXAIX: 0.56
The chart of Sortino ratio for FAMRX, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.00
FAMRX: 0.46
FXAIX: 0.90
The chart of Omega ratio for FAMRX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
FAMRX: 1.06
FXAIX: 1.13
The chart of Calmar ratio for FAMRX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.00
FAMRX: 0.24
FXAIX: 0.58
The chart of Martin ratio for FAMRX, currently valued at 0.97, compared to the broader market0.0010.0020.0030.0040.0050.00
FAMRX: 0.97
FXAIX: 2.42

The current FAMRX Sharpe Ratio is 0.25, which is lower than the FXAIX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FAMRX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.25
0.56
FAMRX
FXAIX

Dividends

FAMRX vs. FXAIX - Dividend Comparison

FAMRX's dividend yield for the trailing twelve months is around 3.56%, more than FXAIX's 1.36% yield.


TTM20242023202220212020201920182017201620152014
FAMRX
Fidelity Asset Manager 85% Fund
3.56%3.44%1.33%5.07%3.15%1.99%5.52%5.62%3.29%1.33%1.41%11.42%
FXAIX
Fidelity 500 Index Fund
1.36%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FAMRX vs. FXAIX - Drawdown Comparison

The maximum FAMRX drawdown since its inception was -60.05%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FAMRX and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.40%
-10.55%
FAMRX
FXAIX

Volatility

FAMRX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Asset Manager 85% Fund (FAMRX) is 10.94%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 14.39%. This indicates that FAMRX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.94%
14.39%
FAMRX
FXAIX