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FASGX vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FASGX and BAC is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FASGX vs. BAC - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
960.10%
690.87%
FASGX
BAC

Key characteristics

Sharpe Ratio

FASGX:

0.30

BAC:

0.22

Sortino Ratio

FASGX:

0.51

BAC:

0.50

Omega Ratio

FASGX:

1.07

BAC:

1.07

Calmar Ratio

FASGX:

0.28

BAC:

0.23

Martin Ratio

FASGX:

1.04

BAC:

0.73

Ulcer Index

FASGX:

3.99%

BAC:

8.74%

Daily Std Dev

FASGX:

13.64%

BAC:

28.68%

Max Drawdown

FASGX:

-47.29%

BAC:

-93.45%

Current Drawdown

FASGX:

-7.05%

BAC:

-16.15%

Returns By Period

In the year-to-date period, FASGX achieves a -0.66% return, which is significantly higher than BAC's -8.92% return. Over the past 10 years, FASGX has underperformed BAC with an annualized return of 4.32%, while BAC has yielded a comparatively higher 11.84% annualized return.


FASGX

YTD

-0.66%

1M

-0.04%

6M

-4.11%

1Y

3.86%

5Y*

6.97%

10Y*

4.32%

BAC

YTD

-8.92%

1M

-3.56%

6M

-5.55%

1Y

7.75%

5Y*

12.75%

10Y*

11.84%

*Annualized

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Risk-Adjusted Performance

FASGX vs. BAC — Risk-Adjusted Performance Rank

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

FASGX
The Risk-Adjusted Performance Rank of FASGX is 4343
Overall Rank
The Sharpe Ratio Rank of FASGX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FASGX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FASGX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FASGX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FASGX is 4242
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 5858
Overall Rank
The Sharpe Ratio Rank of BAC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 6262
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.

FASGX vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 70% Fund (FASGX) and Bank of America Corporation (BAC). 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 FASGX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.00
FASGX: 0.30
BAC: 0.22
The chart of Sortino ratio for FASGX, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.00
FASGX: 0.51
BAC: 0.50
The chart of Omega ratio for FASGX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
FASGX: 1.07
BAC: 1.07
The chart of Calmar ratio for FASGX, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.00
FASGX: 0.28
BAC: 0.23
The chart of Martin ratio for FASGX, currently valued at 1.04, compared to the broader market0.0010.0020.0030.0040.0050.00
FASGX: 1.04
BAC: 0.73

The current FASGX Sharpe Ratio is 0.30, which is higher than the BAC Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of FASGX and BAC, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.30
0.22
FASGX
BAC

Dividends

FASGX vs. BAC - Dividend Comparison

FASGX's dividend yield for the trailing twelve months is around 1.91%, less than BAC's 2.56% yield.


TTM20242023202220212020201920182017201620152014
FASGX
Fidelity Asset Manager 70% Fund
1.91%1.89%1.72%2.15%1.35%0.98%1.53%1.61%1.16%1.31%1.68%10.98%
BAC
Bank of America Corporation
2.56%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%

Drawdowns

FASGX vs. BAC - Drawdown Comparison

The maximum FASGX drawdown since its inception was -47.29%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for FASGX and BAC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.05%
-16.15%
FASGX
BAC

Volatility

FASGX vs. BAC - Volatility Comparison

The current volatility for Fidelity Asset Manager 70% Fund (FASGX) is 9.10%, while Bank of America Corporation (BAC) has a volatility of 18.11%. This indicates that FASGX experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.10%
18.11%
FASGX
BAC