FASIX vs. DGTSX
Compare and contrast key facts about Fidelity Asset Manager 20% Fund (FASIX) and DFA Global Allocation 25/75 Portfolio (DGTSX).
FASIX is managed by Blackrock. It was launched on Oct 1, 1992. DGTSX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FASIX or DGTSX.
Key characteristics
| FASIX | DGTSX | |
|---|---|---|
| YTD Return | 5.78% | 7.78% |
| 1Y Return | 10.55% | 11.02% |
| 3Y Return (Ann) | 0.05% | 2.58% |
| 5Y Return (Ann) | 2.46% | 4.36% |
| 10Y Return (Ann) | 2.47% | 3.93% |
| Sharpe Ratio | 2.42 | 3.57 |
| Sortino Ratio | 3.58 | 5.66 |
| Omega Ratio | 1.46 | 1.78 |
| Calmar Ratio | 1.06 | 3.92 |
| Martin Ratio | 14.33 | 29.07 |
| Ulcer Index | 0.74% | 0.41% |
| Daily Std Dev | 4.47% | 3.36% |
| Max Drawdown | -17.48% | -16.71% |
| Current Drawdown | -1.25% | -0.34% |
Correlation
The correlation between FASIX and DGTSX is 0.84, 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. DGTSX - Performance Comparison
In the year-to-date period, FASIX achieves a 5.78% return, which is significantly lower than DGTSX's 7.78% return. Over the past 10 years, FASIX has underperformed DGTSX with an annualized return of 2.47%, while DGTSX has yielded a comparatively higher 3.93% 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. DGTSX - Expense Ratio Comparison
FASIX has a 0.51% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Risk-Adjusted Performance
FASIX vs. DGTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 20% Fund (FASIX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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. DGTSX - Dividend Comparison
FASIX's dividend yield for the trailing twelve months is around 3.27%, which matches DGTSX's 3.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FASIX Fidelity Asset Manager 20% Fund | 3.27% | 3.17% | 2.52% | 1.40% | 1.35% | 2.09% | 2.19% | 1.56% | 1.68% | 1.83% | 4.98% | 3.87% |
DGTSX DFA Global Allocation 25/75 Portfolio | 3.30% | 2.78% | 2.06% | 1.32% | 0.86% | 2.07% | 2.55% | 1.72% | 1.50% | 1.49% | 1.82% | 1.24% |
Drawdowns
FASIX vs. DGTSX - Drawdown Comparison
The maximum FASIX drawdown since its inception was -17.48%, roughly equal to the maximum DGTSX drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for FASIX and DGTSX. For additional features, visit the drawdowns tool.
Volatility
FASIX vs. DGTSX - Volatility Comparison
Fidelity Asset Manager 20% Fund (FASIX) has a higher volatility of 1.26% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 0.97%. This indicates that FASIX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.