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FEYIX vs. ECAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEYIX vs. ECAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 85% Fund Class I (FEYIX) and BlackRock ESG Capital Allocation Term Trust (ECAT). The values are adjusted to include any dividend payments, if applicable.

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FEYIX vs. ECAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEYIX
Fidelity Advisor Asset Manager 85% Fund Class I
-3.75%20.79%12.54%19.01%-18.58%4.66%
ECAT
BlackRock ESG Capital Allocation Term Trust
-6.71%16.64%19.96%32.36%-21.90%-6.25%

Returns By Period

In the year-to-date period, FEYIX achieves a -3.75% return, which is significantly higher than ECAT's -6.71% 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%

ECAT

1D
1.49%
1M
-8.56%
YTD
-6.71%
6M
-7.80%
1Y
7.03%
3Y*
13.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEYIX vs. ECAT - Expense Ratio Comparison

FEYIX has a 0.73% expense ratio, which is lower than ECAT's 1.38% expense ratio.


Return for Risk

FEYIX vs. ECAT — Risk / Return Rank

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

FEYIX
FEYIX Risk / Return Rank: 6565
Overall Rank
FEYIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FEYIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FEYIX Omega Ratio Rank: 6464
Omega Ratio Rank
FEYIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FEYIX Martin Ratio Rank: 7070
Martin Ratio Rank

ECAT
ECAT Risk / Return Rank: 1616
Overall Rank
ECAT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ECAT Sortino Ratio Rank: 1616
Sortino Ratio Rank
ECAT Omega Ratio Rank: 1616
Omega Ratio Rank
ECAT Calmar Ratio Rank: 1616
Calmar Ratio Rank
ECAT Martin Ratio Rank: 1717
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.

FEYIX vs. ECAT - 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 BlackRock ESG Capital Allocation Term Trust (ECAT). 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.


FEYIXECATDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.42

+0.73

Sortino ratio

Return per unit of downside risk

1.65

0.68

+0.98

Omega ratio

Gain probability vs. loss probability

1.24

1.09

+0.15

Calmar ratio

Return relative to maximum drawdown

1.47

0.47

+1.00

Martin ratio

Return relative to average drawdown

6.60

1.75

+4.85

FEYIX vs. ECAT - Sharpe Ratio Comparison

The current FEYIX Sharpe Ratio is 1.15, which is higher than the ECAT Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of FEYIX and ECAT, 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


FEYIXECATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.42

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.32

+0.15

Correlation

The correlation between FEYIX and ECAT is 0.74, 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

FEYIX vs. ECAT - Dividend Comparison

FEYIX's dividend yield for the trailing twelve months is around 5.80%, less than ECAT's 25.39% yield.


TTM20252024202320222021202020192018201720162015
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%
ECAT
BlackRock ESG Capital Allocation Term Trust
25.39%23.00%17.44%9.14%8.94%0.54%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FEYIX vs. ECAT - Drawdown Comparison

The maximum FEYIX drawdown since its inception was -52.68%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for FEYIX and ECAT.


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Drawdown Indicators


FEYIXECATDifference

Max Drawdown

Largest peak-to-trough decline

-52.68%

-32.23%

-20.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-12.90%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.00%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

Current Drawdown

Current decline from peak

-9.34%

-10.48%

+1.14%

Average Drawdown

Average peak-to-trough decline

-7.18%

-9.41%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.49%

-1.09%

Volatility

FEYIX vs. ECAT - Volatility Comparison

The current volatility for Fidelity Advisor Asset Manager 85% Fund Class I (FEYIX) is 5.42%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 5.97%. This indicates that FEYIX experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEYIXECATDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

5.97%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

10.34%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

16.97%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

16.95%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

16.95%

-1.79%