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FASMX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FASMX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 50% Fund (FASMX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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FASMX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FASMX
Fidelity Asset Manager 50% Fund
-2.02%14.94%8.46%13.09%-14.93%9.86%14.72%18.25%-5.51%11.73%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, FASMX achieves a -2.02% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, FASMX has underperformed SCHD with an annualized return of 6.84%, while SCHD has yielded a comparatively higher 12.31% annualized return.


FASMX

1D
-0.09%
1M
-5.86%
YTD
-2.02%
6M
0.38%
1Y
12.51%
3Y*
9.57%
5Y*
4.94%
10Y*
6.84%

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FASMX vs. SCHD - Expense Ratio Comparison

FASMX has a 0.62% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

FASMX vs. SCHD — Risk / Return Rank

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

FASMX
FASMX Risk / Return Rank: 7575
Overall Rank
FASMX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FASMX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FASMX Omega Ratio Rank: 7474
Omega Ratio Rank
FASMX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FASMX Martin Ratio Rank: 7676
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
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.

FASMX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 50% Fund (FASMX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.


FASMXSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.89

+0.43

Sortino ratio

Return per unit of downside risk

1.87

1.35

+0.53

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

1.71

1.19

+0.52

Martin ratio

Return relative to average drawdown

7.35

3.99

+3.36

FASMX vs. SCHD - Sharpe Ratio Comparison

The current FASMX Sharpe Ratio is 1.32, which is higher than the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FASMX and SCHD, 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


FASMXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.89

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.59

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.74

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.84

-0.02

Correlation

The correlation between FASMX and SCHD is 0.76, 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

FASMX vs. SCHD - Dividend Comparison

FASMX's dividend yield for the trailing twelve months is around 7.74%, more than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
FASMX
Fidelity Asset Manager 50% Fund
7.74%7.58%3.88%2.18%6.78%2.91%2.40%4.21%5.11%2.24%1.69%5.77%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

FASMX vs. SCHD - Drawdown Comparison

The maximum FASMX drawdown since its inception was -37.75%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FASMX and SCHD.


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Drawdown Indicators


FASMXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-37.75%

-33.37%

-4.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-12.74%

+5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-16.85%

-3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-21.27%

-33.37%

+12.10%

Current Drawdown

Current decline from peak

-6.19%

-2.89%

-3.30%

Average Drawdown

Average peak-to-trough decline

-4.13%

-3.34%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

3.89%

-2.30%

Volatility

FASMX vs. SCHD - Volatility Comparison

Fidelity Asset Manager 50% Fund (FASMX) has a higher volatility of 3.59% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that FASMX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FASMXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

2.40%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

5.90%

7.96%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

9.51%

15.74%

-6.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.21%

14.40%

-5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

16.70%

-7.46%