FEYAX vs. ASFYX
Compare and contrast key facts about Fidelity Advisor Asset Manager 85% Fund Class A (FEYAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FEYAX is managed by BlackRock. It was launched on Oct 2, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FEYAX vs. ASFYX - Performance Comparison
Loading graphics...
FEYAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEYAX Fidelity Advisor Asset Manager 85% Fund Class A | -3.78% | 20.45% | 12.32% | 18.67% | -18.82% | 16.79% | 18.99% | 25.83% | -9.46% | 20.98% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, FEYAX achieves a -3.78% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FEYAX has outperformed ASFYX with an annualized return of 9.86%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FEYAX
- 1D
- -0.38%
- 1M
- -8.68%
- YTD
- -3.78%
- 6M
- -0.63%
- 1Y
- 17.46%
- 3Y*
- 13.07%
- 5Y*
- 7.10%
- 10Y*
- 9.86%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FEYAX vs. ASFYX - Expense Ratio Comparison
FEYAX has a 1.00% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FEYAX vs. ASFYX — Risk / Return Rank
FEYAX
ASFYX
FEYAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 85% Fund Class A (FEYAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| FEYAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.18 | +0.95 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.30 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.04 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.10 | +1.34 |
Martin ratioReturn relative to average drawdown | 6.46 | 0.16 | +6.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FEYAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.18 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.17 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.15 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.31 | +0.14 |
Correlation
The correlation between FEYAX and ASFYX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FEYAX vs. ASFYX - Dividend Comparison
FEYAX's dividend yield for the trailing twelve months is around 5.56%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEYAX Fidelity Advisor Asset Manager 85% Fund Class A | 5.56% | 5.35% | 3.19% | 1.10% | 4.85% | 2.95% | 1.75% | 5.30% | 5.34% | 2.33% | 0.29% | 4.55% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
FEYAX vs. ASFYX - Drawdown Comparison
The maximum FEYAX drawdown since its inception was -52.90%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FEYAX and ASFYX.
Loading graphics...
Drawdown Indicators
| FEYAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.90% | -36.43% | -16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -13.51% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -36.43% | +10.23% |
Max Drawdown (10Y)Largest decline over 10 years | -31.01% | -36.43% | +5.42% |
Current DrawdownCurrent decline from peak | -9.37% | -24.37% | +15.00% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -13.09% | +5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 8.72% | -6.31% |
Volatility
FEYAX vs. ASFYX - Volatility Comparison
Fidelity Advisor Asset Manager 85% Fund Class A (FEYAX) has a higher volatility of 5.38% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that FEYAX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FEYAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.86% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 10.01% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 13.02% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 13.68% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 12.68% | +2.49% |