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FASGX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FASGX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 70% Fund (FASGX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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FASGX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WFSPX
iShares S&P 500 Index Fund
-7.06%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%

Returns By Period

In the year-to-date period, FASGX achieves a -2.99% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, FASGX has underperformed WFSPX with an annualized return of 8.70%, while WFSPX has yielded a comparatively higher 13.63% 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%

WFSPX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.63%
1Y
14.40%
3Y*
17.13%
5Y*
11.37%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FASGX vs. WFSPX - Expense Ratio Comparison

FASGX has a 0.67% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Return for Risk

FASGX vs. WFSPX — Risk / Return Rank

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

FASGX
FASGX Risk / Return Rank: 7070
Overall Rank
FASGX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FASGX Omega Ratio Rank: 6969
Omega Ratio Rank
FASGX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FASGX Martin Ratio Rank: 7272
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 4646
Overall Rank
WFSPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5050
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FASGX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 70% Fund (FASGX) and iShares S&P 500 Index Fund (WFSPX). 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.


FASGXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.84

+0.37

Sortino ratio

Return per unit of downside risk

1.73

1.30

+0.43

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

1.55

1.06

+0.50

Martin ratio

Return relative to average drawdown

6.89

5.13

+1.76

FASGX vs. WFSPX - Sharpe Ratio Comparison

The current FASGX Sharpe Ratio is 1.21, which is higher than the WFSPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FASGX and WFSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FASGXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.84

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.68

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.76

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.13

+0.47

Correlation

The correlation between FASGX and WFSPX is 0.94, 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.


Dividends

FASGX vs. WFSPX - Dividend Comparison

FASGX's dividend yield for the trailing twelve months is around 7.56%, more than WFSPX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
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%
WFSPX
iShares S&P 500 Index Fund
1.58%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Drawdowns

FASGX vs. WFSPX - Drawdown Comparison

The maximum FASGX drawdown since its inception was -47.35%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for FASGX and WFSPX.


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Drawdown Indicators


FASGXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-47.35%

-58.21%

+10.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-12.11%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.54%

-24.51%

+0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-27.20%

-33.74%

+6.54%

Current Drawdown

Current decline from peak

-7.95%

-8.90%

+0.95%

Average Drawdown

Average peak-to-trough decline

-6.74%

-12.84%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.49%

-0.45%

Volatility

FASGX vs. WFSPX - Volatility Comparison

Fidelity Asset Manager 70% Fund (FASGX) has a higher volatility of 4.57% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that FASGX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FASGXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.24%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

9.08%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

18.06%

-5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.14%

16.84%

-4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.56%

17.98%

-5.42%