FEYIX vs. ASFYX
Compare and contrast key facts about Fidelity Advisor Asset Manager 85% Fund Class I (FEYIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FEYIX is managed by BlackRock. It was launched on Oct 2, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FEYIX vs. ASFYX - Performance Comparison
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FEYIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEYIX Fidelity Advisor Asset Manager 85% Fund Class I | -3.75% | 20.79% | 12.54% | 19.01% | -18.58% | 17.07% | 19.27% | 26.25% | -9.28% | 21.07% |
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, FEYIX achieves a -3.75% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FEYIX has outperformed ASFYX with an annualized return of 10.10%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FEYIX
- 1D
- -0.41%
- 1M
- -8.66%
- YTD
- -3.75%
- 6M
- -0.54%
- 1Y
- 17.74%
- 3Y*
- 13.36%
- 5Y*
- 7.38%
- 10Y*
- 10.10%
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%
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FEYIX vs. ASFYX - Expense Ratio Comparison
FEYIX has a 0.73% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FEYIX vs. ASFYX — Risk / Return Rank
FEYIX
ASFYX
FEYIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 85% Fund Class I (FEYIX) 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.
| FEYIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.18 | +0.97 |
Sortino ratioReturn per unit of downside risk | 1.65 | 0.30 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.04 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.10 | +1.37 |
Martin ratioReturn relative to average drawdown | 6.60 | 0.16 | +6.44 |
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
| FEYIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.18 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.17 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.15 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.31 | +0.16 |
Correlation
The correlation between FEYIX 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
FEYIX vs. ASFYX - Dividend Comparison
FEYIX's dividend yield for the trailing twelve months is around 5.80%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEYIX Fidelity Advisor Asset Manager 85% Fund Class I | 5.80% | 5.59% | 3.44% | 1.31% | 5.07% | 3.17% | 1.96% | 5.47% | 5.53% | 2.32% | 0.29% | 4.81% |
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
FEYIX vs. ASFYX - Drawdown Comparison
The maximum FEYIX drawdown since its inception was -52.68%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FEYIX and ASFYX.
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Drawdown Indicators
| FEYIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.68% | -36.43% | -16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -13.51% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.00% | -36.43% | +10.43% |
Max Drawdown (10Y)Largest decline over 10 years | -30.94% | -36.43% | +5.49% |
Current DrawdownCurrent decline from peak | -9.34% | -24.37% | +15.03% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -13.09% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 8.72% | -6.32% |
Volatility
FEYIX vs. ASFYX - Volatility Comparison
Fidelity Advisor Asset Manager 85% Fund Class I (FEYIX) has a higher volatility of 5.42% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that FEYIX'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
| FEYIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 3.86% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 10.01% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 13.02% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 13.68% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 12.68% | +2.48% |