FASIX vs. AOR
Compare and contrast key facts about Fidelity Asset Manager 20% Fund (FASIX) and iShares Core Growth Allocation ETF (AOR).
FASIX is managed by Blackrock. It was launched on Oct 1, 1992. AOR is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Growth Index. It was launched on Nov 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FASIX or AOR.
Key characteristics
| FASIX | AOR | |
|---|---|---|
| YTD Return | 6.32% | 12.84% |
| 1Y Return | 12.16% | 21.96% |
| 3Y Return (Ann) | 0.13% | 3.12% |
| 5Y Return (Ann) | 2.65% | 7.02% |
| 10Y Return (Ann) | 2.53% | 6.50% |
| Sharpe Ratio | 2.71 | 2.77 |
| Sortino Ratio | 4.11 | 4.00 |
| Omega Ratio | 1.53 | 1.52 |
| Calmar Ratio | 1.10 | 2.08 |
| Martin Ratio | 16.74 | 18.42 |
| Ulcer Index | 0.73% | 1.20% |
| Daily Std Dev | 4.47% | 7.98% |
| Max Drawdown | -17.48% | -24.44% |
| Current Drawdown | -0.75% | 0.00% |
Correlation
The correlation between FASIX and AOR is 0.80, 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.
Performance
FASIX vs. AOR - Performance Comparison
In the year-to-date period, FASIX achieves a 6.32% return, which is significantly lower than AOR's 12.84% return. Over the past 10 years, FASIX has underperformed AOR with an annualized return of 2.53%, while AOR has yielded a comparatively higher 6.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FASIX vs. AOR - Expense Ratio Comparison
FASIX has a 0.51% expense ratio, which is higher than AOR's 0.25% expense ratio.
Risk-Adjusted Performance
FASIX vs. AOR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 20% Fund (FASIX) and iShares Core Growth Allocation ETF (AOR). 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.
Dividends
FASIX vs. AOR - Dividend Comparison
FASIX's dividend yield for the trailing twelve months is around 3.26%, more than AOR's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FASIX Fidelity Asset Manager 20% Fund | 3.26% | 3.17% | 2.52% | 1.40% | 1.35% | 2.09% | 2.19% | 1.56% | 1.68% | 1.83% | 4.98% | 3.87% |
AOR iShares Core Growth Allocation ETF | 2.44% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% | 2.11% | 1.92% |
Drawdowns
FASIX vs. AOR - Drawdown Comparison
The maximum FASIX drawdown since its inception was -17.48%, smaller than the maximum AOR drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for FASIX and AOR. For additional features, visit the drawdowns tool.
Volatility
FASIX vs. AOR - Volatility Comparison
The current volatility for Fidelity Asset Manager 20% Fund (FASIX) is 1.17%, while iShares Core Growth Allocation ETF (AOR) has a volatility of 2.22%. This indicates that FASIX experiences smaller price fluctuations and is considered to be less risky than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.