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

Correlation

The correlation between FASGX and VLXVX is 0.98, 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.


-0.50.00.51.01.0

Performance

FASGX vs. VLXVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 70% Fund (FASGX) and Vanguard Target Retirement 2065 Fund (VLXVX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.53%
6.06%
FASGX
VLXVX

Key characteristics

Sharpe Ratio

FASGX:

1.37

VLXVX:

1.52

Sortino Ratio

FASGX:

1.90

VLXVX:

2.10

Omega Ratio

FASGX:

1.25

VLXVX:

1.28

Calmar Ratio

FASGX:

2.15

VLXVX:

2.35

Martin Ratio

FASGX:

8.36

VLXVX:

9.39

Ulcer Index

FASGX:

1.51%

VLXVX:

1.77%

Daily Std Dev

FASGX:

9.23%

VLXVX:

10.75%

Max Drawdown

FASGX:

-47.29%

VLXVX:

-31.42%

Current Drawdown

FASGX:

-3.03%

VLXVX:

-2.78%

Returns By Period

In the year-to-date period, FASGX achieves a 11.84% return, which is significantly lower than VLXVX's 15.46% return.


FASGX

YTD

11.84%

1M

-0.89%

6M

4.53%

1Y

12.53%

5Y*

7.75%

10Y*

7.09%

VLXVX

YTD

15.46%

1M

-0.72%

6M

6.06%

1Y

14.13%

5Y*

9.29%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FASGX vs. VLXVX - Expense Ratio Comparison

FASGX has a 0.67% expense ratio, which is higher than VLXVX's 0.08% expense ratio.


FASGX
Fidelity Asset Manager 70% Fund
Expense ratio chart for FASGX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for VLXVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FASGX vs. VLXVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 70% Fund (FASGX) and Vanguard Target Retirement 2065 Fund (VLXVX). 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.


Sharpe ratio
The chart of Sharpe ratio for FASGX, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.001.371.52
The chart of Sortino ratio for FASGX, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.902.10
The chart of Omega ratio for FASGX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.28
The chart of Calmar ratio for FASGX, currently valued at 2.15, compared to the broader market0.002.004.006.008.0010.0012.0014.002.152.35
The chart of Martin ratio for FASGX, currently valued at 8.36, compared to the broader market0.0020.0040.0060.008.369.39
FASGX
VLXVX

The current FASGX Sharpe Ratio is 1.37, which is comparable to the VLXVX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FASGX and VLXVX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.37
1.52
FASGX
VLXVX

Dividends

FASGX vs. VLXVX - Dividend Comparison

FASGX's dividend yield for the trailing twelve months is around 1.54%, less than VLXVX's 1.78% yield.


TTM20232022202120202019201820172016201520142013
FASGX
Fidelity Asset Manager 70% Fund
1.54%1.72%2.15%1.35%0.98%1.53%1.61%1.16%1.31%1.68%10.98%2.55%
VLXVX
Vanguard Target Retirement 2065 Fund
1.78%2.06%2.00%1.70%1.45%1.90%1.85%0.78%0.00%0.00%0.00%0.00%

Drawdowns

FASGX vs. VLXVX - Drawdown Comparison

The maximum FASGX drawdown since its inception was -47.29%, which is greater than VLXVX's maximum drawdown of -31.42%. Use the drawdown chart below to compare losses from any high point for FASGX and VLXVX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.03%
-2.78%
FASGX
VLXVX

Volatility

FASGX vs. VLXVX - Volatility Comparison

The current volatility for Fidelity Asset Manager 70% Fund (FASGX) is 2.83%, while Vanguard Target Retirement 2065 Fund (VLXVX) has a volatility of 3.15%. This indicates that FASGX experiences smaller price fluctuations and is considered to be less risky than VLXVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.83%
3.15%
FASGX
VLXVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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