FASGX vs. ASFYX
Compare and contrast key facts about Fidelity Asset Manager 70% Fund (FASGX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FASGX is managed by BlackRock. It was launched on Dec 30, 1991. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FASGX vs. ASFYX - Performance Comparison
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FASGX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FASGX Fidelity Asset Manager 70% Fund | -2.99% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
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, FASGX achieves a -2.99% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FASGX has outperformed ASFYX with an annualized return of 8.70%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FASGX
- 1D
- -0.24%
- 1M
- -7.42%
- YTD
- -2.99%
- 6M
- -0.12%
- 1Y
- 15.54%
- 3Y*
- 11.72%
- 5Y*
- 6.38%
- 10Y*
- 8.70%
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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FASGX vs. ASFYX - Expense Ratio Comparison
FASGX has a 0.67% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FASGX vs. ASFYX — Risk / Return Rank
FASGX
ASFYX
FASGX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 70% Fund (FASGX) 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.
| FASGX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.18 | +1.03 |
Sortino ratioReturn per unit of downside risk | 1.73 | 0.30 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.04 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 0.10 | +1.45 |
Martin ratioReturn relative to average drawdown | 6.89 | 0.16 | +6.73 |
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
| FASGX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.18 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.17 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.15 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.31 | +0.29 |
Correlation
The correlation between FASGX 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
FASGX vs. ASFYX - Dividend Comparison
FASGX's dividend yield for the trailing twelve months is around 7.56%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FASGX Fidelity Asset Manager 70% Fund | 7.56% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
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
FASGX vs. ASFYX - Drawdown Comparison
The maximum FASGX drawdown since its inception was -47.35%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FASGX and ASFYX.
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Drawdown Indicators
| FASGX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.35% | -36.43% | -10.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.07% | -13.51% | +4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.54% | -36.43% | +12.89% |
Max Drawdown (10Y)Largest decline over 10 years | -27.20% | -36.43% | +9.23% |
Current DrawdownCurrent decline from peak | -7.95% | -24.37% | +16.42% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -13.09% | +6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 8.72% | -6.68% |
Volatility
FASGX vs. ASFYX - Volatility Comparison
Fidelity Asset Manager 70% Fund (FASGX) has a higher volatility of 4.57% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that FASGX'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
| FASGX | 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 | 7.78% | 10.01% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 13.02% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.14% | 13.68% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.56% | 12.68% | -0.12% |