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FEYCX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEYCX vs. BDJ - Performance Comparison

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

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FEYCX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEYCX
Fidelity Advisor Asset Manager 85% Fund Class C
-1.19%19.59%11.42%17.77%-19.43%15.90%18.08%24.93%-10.15%20.93%
BDJ
BlackRock Enhanced Equity Dividend Fund
-5.83%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, FEYCX achieves a -1.19% return, which is significantly higher than BDJ's -5.83% return. Both investments have delivered pretty close results over the past 10 years, with FEYCX having a 9.50% annualized return and BDJ not far ahead at 9.93%.


FEYCX

1D
2.88%
1M
-5.58%
YTD
-1.19%
6M
1.50%
1Y
19.37%
3Y*
13.30%
5Y*
6.62%
10Y*
9.50%

BDJ

1D
1.51%
1M
-8.69%
YTD
-5.83%
6M
1.12%
1Y
11.53%
3Y*
10.07%
5Y*
7.81%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEYCX vs. BDJ - Expense Ratio Comparison

FEYCX has a 1.76% expense ratio, which is higher than BDJ's 0.86% expense ratio.


Return for Risk

FEYCX vs. BDJ — Risk / Return Rank

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

FEYCX
FEYCX Risk / Return Rank: 6969
Overall Rank
FEYCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FEYCX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FEYCX Omega Ratio Rank: 6666
Omega Ratio Rank
FEYCX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FEYCX Martin Ratio Rank: 7474
Martin Ratio Rank

BDJ
BDJ Risk / Return Rank: 2929
Overall Rank
BDJ Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2727
Omega Ratio Rank
BDJ Calmar Ratio Rank: 3434
Calmar Ratio Rank
BDJ Martin Ratio Rank: 3333
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.

FEYCX vs. BDJ - 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 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.


FEYCXBDJDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.69

+0.59

Sortino ratio

Return per unit of downside risk

1.84

1.04

+0.81

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

1.83

0.97

+0.86

Martin ratio

Return relative to average drawdown

8.03

3.62

+4.41

FEYCX vs. BDJ - Sharpe Ratio Comparison

The current FEYCX Sharpe Ratio is 1.28, which is higher than the BDJ Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FEYCX 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


FEYCXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.69

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.49

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.54

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.30

+0.12

Correlation

The correlation between FEYCX 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

FEYCX vs. BDJ - Dividend Comparison

FEYCX's dividend yield for the trailing twelve months is around 4.77%, less than BDJ's 9.78% yield.


TTM20252024202320222021202020192018201720162015
FEYCX
Fidelity Advisor Asset Manager 85% Fund Class C
4.77%4.72%2.46%0.39%4.05%2.20%1.11%4.55%4.49%2.36%0.29%3.88%
BDJ
BlackRock Enhanced Equity Dividend Fund
9.78%9.03%8.21%9.49%12.18%5.95%7.08%6.66%7.21%6.07%6.88%7.36%

Drawdowns

FEYCX vs. BDJ - Drawdown Comparison

The maximum FEYCX drawdown since its inception was -53.39%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for FEYCX and BDJ.


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Drawdown Indicators


FEYCXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-53.39%

-59.46%

+6.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-12.28%

+1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-21.39%

-5.34%

Max Drawdown (10Y)

Largest decline over 10 years

-31.02%

-48.14%

+17.12%

Current Drawdown

Current decline from peak

-6.82%

-9.16%

+2.34%

Average Drawdown

Average peak-to-trough decline

-7.90%

-8.99%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.29%

-0.83%

Volatility

FEYCX vs. BDJ - Volatility Comparison

Fidelity Advisor Asset Manager 85% Fund Class C (FEYCX) has a higher volatility of 6.32% compared to BlackRock Enhanced Equity Dividend Fund (BDJ) at 5.62%. This indicates that FEYCX's price experiences larger fluctuations and is considered to be riskier than BDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEYCXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

5.62%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

9.50%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

16.68%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

16.13%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

18.38%

-3.19%