FEYCX vs. ASFYX
Compare and contrast key facts about Fidelity Advisor Asset Manager 85% Fund Class C (FEYCX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FEYCX is managed by BlackRock. It was launched on Oct 2, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FEYCX vs. ASFYX - Performance Comparison
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FEYCX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEYCX Fidelity Advisor Asset Manager 85% Fund Class C | -3.96% | 19.59% | 11.42% | 17.77% | -19.43% | 15.90% | 18.08% | 24.93% | -10.15% | 20.93% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -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, FEYCX achieves a -3.96% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, FEYCX has outperformed ASFYX with an annualized return of 9.19%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
FEYCX
- 1D
- -0.39%
- 1M
- -8.73%
- YTD
- -3.96%
- 6M
- -1.01%
- 1Y
- 16.58%
- 3Y*
- 12.23%
- 5Y*
- 6.29%
- 10Y*
- 9.19%
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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FEYCX vs. ASFYX - Expense Ratio Comparison
FEYCX has a 1.76% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
FEYCX vs. ASFYX — Risk / Return Rank
FEYCX
ASFYX
FEYCX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 85% Fund Class C (FEYCX) 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.
| FEYCX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.27 | +0.80 |
Sortino ratioReturn per unit of downside risk | 1.56 | 0.42 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.06 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.18 | +1.19 |
Martin ratioReturn relative to average drawdown | 6.06 | 0.29 | +5.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEYCX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.27 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.17 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.15 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.31 | +0.10 |
Correlation
The correlation between FEYCX 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
FEYCX vs. ASFYX - Dividend Comparison
FEYCX's dividend yield for the trailing twelve months is around 4.91%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEYCX Fidelity Advisor Asset Manager 85% Fund Class C | 4.91% | 4.72% | 2.46% | 0.39% | 4.05% | 2.20% | 1.11% | 4.55% | 4.49% | 2.36% | 0.29% | 3.88% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
FEYCX vs. ASFYX - Drawdown Comparison
The maximum FEYCX drawdown since its inception was -53.39%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FEYCX and ASFYX.
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Drawdown Indicators
| FEYCX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.39% | -36.43% | -16.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -13.51% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.73% | -36.43% | +9.70% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -36.43% | +5.41% |
Current DrawdownCurrent decline from peak | -9.43% | -24.28% | +14.85% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -13.10% | +5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 8.26% | -5.84% |
Volatility
FEYCX vs. ASFYX - Volatility Comparison
Fidelity Advisor Asset Manager 85% Fund Class C (FEYCX) has a higher volatility of 5.41% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that FEYCX'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.
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Volatility by Period
| FEYCX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 3.82% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 10.00% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 13.00% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 13.67% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 12.68% | +2.49% |