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FEYCX vs. TIBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEYCX vs. TIBIX - 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 Thornburg Investment Income Builder Fund Class I (TIBIX). The values are adjusted to include any dividend payments, if applicable.

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FEYCX vs. TIBIX - 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%
TIBIX
Thornburg Investment Income Builder Fund Class I
9.82%37.01%13.48%18.28%-7.69%20.36%-0.40%18.01%-4.31%15.23%

Returns By Period

In the year-to-date period, FEYCX achieves a -1.19% return, which is significantly lower than TIBIX's 9.82% return. Over the past 10 years, FEYCX has underperformed TIBIX with an annualized return of 9.50%, while TIBIX has yielded a comparatively higher 12.18% annualized return.


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%

TIBIX

1D
1.69%
1M
-2.43%
YTD
9.82%
6M
16.92%
1Y
38.14%
3Y*
24.21%
5Y*
15.48%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEYCX vs. TIBIX - Expense Ratio Comparison

FEYCX has a 1.76% expense ratio, which is higher than TIBIX's 0.93% expense ratio.


Return for Risk

FEYCX vs. TIBIX — 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

TIBIX
TIBIX Risk / Return Rank: 9898
Overall Rank
TIBIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TIBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TIBIX Omega Ratio Rank: 9898
Omega Ratio Rank
TIBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TIBIX Martin Ratio Rank: 9898
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. TIBIX - 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 Thornburg Investment Income Builder Fund Class I (TIBIX). 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.


FEYCXTIBIXDifference

Sharpe ratio

Return per unit of total volatility

1.28

3.57

-2.28

Sortino ratio

Return per unit of downside risk

1.84

4.54

-2.70

Omega ratio

Gain probability vs. loss probability

1.27

1.79

-0.52

Calmar ratio

Return relative to maximum drawdown

1.83

4.43

-2.60

Martin ratio

Return relative to average drawdown

8.03

21.79

-13.76

FEYCX vs. TIBIX - Sharpe Ratio Comparison

The current FEYCX Sharpe Ratio is 1.28, which is lower than the TIBIX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of FEYCX and TIBIX, 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


FEYCXTIBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

3.57

-2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

1.40

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.91

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.75

-0.33

Correlation

The correlation between FEYCX and TIBIX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FEYCX vs. TIBIX - Dividend Comparison

FEYCX's dividend yield for the trailing twelve months is around 4.77%, less than TIBIX's 5.40% 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%
TIBIX
Thornburg Investment Income Builder Fund Class I
5.40%5.83%5.67%4.89%5.89%5.33%4.31%4.46%4.77%4.52%4.14%4.66%

Drawdowns

FEYCX vs. TIBIX - Drawdown Comparison

The maximum FEYCX drawdown since its inception was -53.39%, which is greater than TIBIX's maximum drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for FEYCX and TIBIX.


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Drawdown Indicators


FEYCXTIBIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.39%

-48.88%

-4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-8.58%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-20.79%

-5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-31.02%

-34.85%

+3.83%

Current Drawdown

Current decline from peak

-6.82%

-3.47%

-3.35%

Average Drawdown

Average peak-to-trough decline

-7.90%

-6.00%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

1.75%

+0.71%

Volatility

FEYCX vs. TIBIX - Volatility Comparison

Fidelity Advisor Asset Manager 85% Fund Class C (FEYCX) has a higher volatility of 6.32% compared to Thornburg Investment Income Builder Fund Class I (TIBIX) at 3.68%. This indicates that FEYCX's price experiences larger fluctuations and is considered to be riskier than TIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEYCXTIBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

3.68%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

6.57%

+3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

10.83%

+4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

11.11%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

13.48%

+1.71%