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FEYAX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEYAX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 85% Fund Class A (FEYAX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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FEYAX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BDJ
BlackRock Enhanced Equity Dividend Fund
-7.23%26.12%16.87%-6.67%0.83%26.56%-7.58%37.43%-10.42%20.78%

Returns By Period

In the year-to-date period, FEYAX achieves a -3.78% return, which is significantly higher than BDJ's -7.23% return. Both investments have delivered pretty close results over the past 10 years, with FEYAX having a 9.86% annualized return and BDJ not far behind at 9.77%.


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%

BDJ

1D
2.01%
1M
-10.23%
YTD
-7.23%
6M
-0.27%
1Y
10.26%
3Y*
9.52%
5Y*
7.49%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEYAX vs. BDJ - Expense Ratio Comparison

FEYAX has a 1.00% expense ratio, which is higher than BDJ's 0.86% expense ratio.


Return for Risk

FEYAX vs. BDJ — Risk / Return Rank

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

FEYAX
FEYAX Risk / Return Rank: 6464
Overall Rank
FEYAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FEYAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FEYAX Omega Ratio Rank: 6363
Omega Ratio Rank
FEYAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FEYAX Martin Ratio Rank: 6868
Martin Ratio Rank

BDJ
BDJ Risk / Return Rank: 2727
Overall Rank
BDJ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2626
Omega Ratio Rank
BDJ Calmar Ratio Rank: 2828
Calmar Ratio Rank
BDJ Martin Ratio Rank: 2828
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.

FEYAX vs. BDJ - 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 BlackRock Enhanced Equity Dividend Fund (BDJ). 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.


FEYAXBDJDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.62

+0.51

Sortino ratio

Return per unit of downside risk

1.63

0.94

+0.69

Omega ratio

Gain probability vs. loss probability

1.24

1.14

+0.10

Calmar ratio

Return relative to maximum drawdown

1.44

0.79

+0.65

Martin ratio

Return relative to average drawdown

6.46

3.01

+3.45

FEYAX vs. BDJ - Sharpe Ratio Comparison

The current FEYAX Sharpe Ratio is 1.13, which is higher than the BDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FEYAX and BDJ, 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


FEYAXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.62

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.47

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.53

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.30

+0.16

Correlation

The correlation between FEYAX and BDJ is 0.67, 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

FEYAX vs. BDJ - Dividend Comparison

FEYAX's dividend yield for the trailing twelve months is around 5.56%, less than BDJ's 9.93% yield.


TTM20252024202320222021202020192018201720162015
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%
BDJ
BlackRock Enhanced Equity Dividend Fund
9.93%9.03%8.21%9.49%12.18%5.95%7.08%6.66%7.21%6.07%6.88%7.36%

Drawdowns

FEYAX vs. BDJ - Drawdown Comparison

The maximum FEYAX drawdown since its inception was -52.90%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for FEYAX and BDJ.


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Drawdown Indicators


FEYAXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-52.90%

-59.46%

+6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-12.28%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-21.39%

-4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

-48.14%

+17.13%

Current Drawdown

Current decline from peak

-9.37%

-10.51%

+1.14%

Average Drawdown

Average peak-to-trough decline

-7.34%

-8.99%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

3.24%

-0.83%

Volatility

FEYAX vs. BDJ - Volatility Comparison

Fidelity Advisor Asset Manager 85% Fund Class A (FEYAX) and BlackRock Enhanced Equity Dividend Fund (BDJ) have volatilities of 5.38% and 5.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEYAXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.31%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

9.40%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

16.63%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

16.12%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

18.38%

-3.21%