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FAYZX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAYZX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Multi-Asset Income Fund Class I (FAYZX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FAYZX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAYZX
Fidelity Advisor Multi-Asset Income Fund Class I
0.32%14.13%9.59%11.73%-13.69%17.17%16.39%23.15%-3.01%6.21%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FAYZX achieves a 0.32% return, which is significantly higher than FSPSX's -1.94% return. Both investments have delivered pretty close results over the past 10 years, with FAYZX having a 8.62% annualized return and FSPSX not far ahead at 8.65%.


FAYZX

1D
-0.39%
1M
-6.13%
YTD
0.32%
6M
0.27%
1Y
16.77%
3Y*
9.65%
5Y*
5.88%
10Y*
8.62%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAYZX vs. FSPSX - Expense Ratio Comparison

FAYZX has a 0.80% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FAYZX vs. FSPSX — Risk / Return Rank

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

FAYZX
FAYZX Risk / Return Rank: 7979
Overall Rank
FAYZX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FAYZX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FAYZX Omega Ratio Rank: 7474
Omega Ratio Rank
FAYZX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FAYZX Martin Ratio Rank: 7979
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

FAYZX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Multi-Asset Income Fund Class I (FAYZX) and Fidelity International Index Fund (FSPSX). 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.


FAYZXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.11

+0.34

Sortino ratio

Return per unit of downside risk

1.99

1.56

+0.44

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.06

Calmar ratio

Return relative to maximum drawdown

2.05

1.54

+0.51

Martin ratio

Return relative to average drawdown

7.74

5.93

+1.81

FAYZX vs. FSPSX - Sharpe Ratio Comparison

The current FAYZX Sharpe Ratio is 1.46, which is higher than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FAYZX and FSPSX, 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


FAYZXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.11

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.51

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.53

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.46

+0.43

Correlation

The correlation between FAYZX and FSPSX is 0.72, 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

FAYZX vs. FSPSX - Dividend Comparison

FAYZX's dividend yield for the trailing twelve months is around 3.49%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FAYZX
Fidelity Advisor Multi-Asset Income Fund Class I
3.49%3.77%3.51%4.21%3.73%2.79%3.27%2.82%2.96%3.34%8.29%0.00%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FAYZX vs. FSPSX - Drawdown Comparison

The maximum FAYZX drawdown since its inception was -21.64%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FAYZX and FSPSX.


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Drawdown Indicators


FAYZXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-33.69%

+12.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.94%

-11.39%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-29.41%

+11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-21.64%

-33.69%

+12.05%

Current Drawdown

Current decline from peak

-6.47%

-10.86%

+4.39%

Average Drawdown

Average peak-to-trough decline

-3.45%

-6.59%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.96%

-0.86%

Volatility

FAYZX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Advisor Multi-Asset Income Fund Class I (FAYZX) is 3.97%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FAYZX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAYZXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

7.04%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

10.63%

-2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

16.79%

-4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.77%

15.77%

-6.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.76%

16.47%

-6.71%