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FBAL.NEO vs. AMBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBAL.NEO vs. AMBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity All-in-One Balanced ETF (FBAL.NEO) and American Funds American Balanced Fund® Class F-2 (AMBFX). The values are adjusted to include any dividend payments, if applicable.

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FBAL.NEO vs. AMBFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FBAL.NEO
Fidelity All-in-One Balanced ETF
0.90%12.92%19.42%13.96%-7.02%11.50%
AMBFX
American Funds American Balanced Fund® Class F-2
-1.40%13.23%25.15%11.30%-5.66%13.94%
Different Trading Currencies

FBAL.NEO is traded in CAD, while AMBFX is traded in USD. To make them comparable, the AMBFX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FBAL.NEO achieves a 0.90% return, which is significantly higher than AMBFX's -1.40% return.


FBAL.NEO

1D
1.68%
1M
-3.46%
YTD
0.90%
6M
2.59%
1Y
11.78%
3Y*
13.84%
5Y*
9.90%
10Y*

AMBFX

1D
0.09%
1M
-4.86%
YTD
-1.40%
6M
0.95%
1Y
11.81%
3Y*
14.85%
5Y*
10.53%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBAL.NEO vs. AMBFX - Expense Ratio Comparison

FBAL.NEO has a 0.40% expense ratio, which is higher than AMBFX's 0.35% expense ratio.


Return for Risk

FBAL.NEO vs. AMBFX — Risk / Return Rank

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

FBAL.NEO
FBAL.NEO Risk / Return Rank: 7171
Overall Rank
FBAL.NEO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FBAL.NEO Sortino Ratio Rank: 7373
Sortino Ratio Rank
FBAL.NEO Omega Ratio Rank: 7272
Omega Ratio Rank
FBAL.NEO Calmar Ratio Rank: 6868
Calmar Ratio Rank
FBAL.NEO Martin Ratio Rank: 6767
Martin Ratio Rank

AMBFX
AMBFX Risk / Return Rank: 8282
Overall Rank
AMBFX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AMBFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
AMBFX Omega Ratio Rank: 7878
Omega Ratio Rank
AMBFX Calmar Ratio Rank: 8383
Calmar Ratio Rank
AMBFX Martin Ratio Rank: 8585
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.

FBAL.NEO vs. AMBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-in-One Balanced ETF (FBAL.NEO) and American Funds American Balanced Fund® Class F-2 (AMBFX). 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.


FBAL.NEOAMBFXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.13

+0.20

Sortino ratio

Return per unit of downside risk

1.80

1.57

+0.23

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.67

1.39

+0.28

Martin ratio

Return relative to average drawdown

6.56

5.22

+1.34

FBAL.NEO vs. AMBFX - Sharpe Ratio Comparison

The current FBAL.NEO Sharpe Ratio is 1.33, which is comparable to the AMBFX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FBAL.NEO and AMBFX, 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


FBAL.NEOAMBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.13

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

1.18

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

1.24

-0.12

Correlation

The correlation between FBAL.NEO and AMBFX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FBAL.NEO vs. AMBFX - Dividend Comparison

FBAL.NEO's dividend yield for the trailing twelve months is around 1.60%, less than AMBFX's 8.75% yield.


TTM20252024202320222021202020192018201720162015
FBAL.NEO
Fidelity All-in-One Balanced ETF
1.60%1.61%1.42%1.71%4.48%1.08%0.00%0.00%0.00%0.00%0.00%0.00%
AMBFX
American Funds American Balanced Fund® Class F-2
8.75%8.47%7.40%2.20%2.52%4.50%4.56%4.19%6.20%4.85%4.46%5.81%

Drawdowns

FBAL.NEO vs. AMBFX - Drawdown Comparison

The maximum FBAL.NEO drawdown since its inception was -13.83%, smaller than the maximum AMBFX drawdown of -15.07%. Use the drawdown chart below to compare losses from any high point for FBAL.NEO and AMBFX.


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Drawdown Indicators


FBAL.NEOAMBFXDifference

Max Drawdown

Largest peak-to-trough decline

-13.83%

-35.05%

+21.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-7.34%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

-18.65%

+4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-22.31%

Current Drawdown

Current decline from peak

-3.78%

-7.00%

+3.22%

Average Drawdown

Average peak-to-trough decline

-2.48%

-3.61%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

1.72%

+0.17%

Volatility

FBAL.NEO vs. AMBFX - Volatility Comparison

Fidelity All-in-One Balanced ETF (FBAL.NEO) has a higher volatility of 4.00% compared to American Funds American Balanced Fund® Class F-2 (AMBFX) at 3.43%. This indicates that FBAL.NEO's price experiences larger fluctuations and is considered to be riskier than AMBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBAL.NEOAMBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

3.43%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.03%

7.06%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

8.91%

11.40%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.60%

8.95%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.57%

9.46%

-0.89%