FEYTX vs. ASFYX
Compare and contrast key facts about Fidelity Advisor Asset Manager 85% Fund Class M (FEYTX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FEYTX is managed by BlackRock. It was launched on Oct 2, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FEYTX vs. ASFYX - Performance Comparison
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FEYTX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEYTX Fidelity Advisor Asset Manager 85% Fund Class M | -1.08% | 20.17% | 12.02% | 18.34% | -19.01% | 16.50% | 18.66% | 25.61% | -9.76% | 20.96% |
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, FEYTX achieves a -1.08% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, FEYTX has outperformed ASFYX with an annualized return of 9.95%, while ASFYX has yielded a comparatively lower 1.88% annualized return.
FEYTX
- 1D
- 2.88%
- 1M
- -5.54%
- YTD
- -1.08%
- 6M
- 1.73%
- 1Y
- 19.94%
- 3Y*
- 13.86%
- 5Y*
- 7.17%
- 10Y*
- 9.95%
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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FEYTX vs. ASFYX - Expense Ratio Comparison
FEYTX has a 1.25% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FEYTX vs. ASFYX — Risk / Return Rank
FEYTX
ASFYX
FEYTX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 85% Fund Class M (FEYTX) 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.
| FEYTX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.27 | +1.05 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.42 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.06 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 0.18 | +1.71 |
Martin ratioReturn relative to average drawdown | 8.32 | 0.29 | +8.03 |
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
| FEYTX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.27 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.17 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.15 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.31 | +0.14 |
Correlation
The correlation between FEYTX 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
FEYTX vs. ASFYX - Dividend Comparison
FEYTX's dividend yield for the trailing twelve months is around 5.21%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEYTX Fidelity Advisor Asset Manager 85% Fund Class M | 5.21% | 5.16% | 2.94% | 0.86% | 4.56% | 2.73% | 1.56% | 5.12% | 5.08% | 2.34% | 0.29% | 4.29% |
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
FEYTX vs. ASFYX - Drawdown Comparison
The maximum FEYTX drawdown since its inception was -53.05%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FEYTX and ASFYX.
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Drawdown Indicators
| FEYTX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.05% | -36.43% | -16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -13.51% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.35% | -36.43% | +10.08% |
Max Drawdown (10Y)Largest decline over 10 years | -31.01% | -36.43% | +5.42% |
Current DrawdownCurrent decline from peak | -6.77% | -24.28% | +17.51% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -13.10% | +5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 8.26% | -5.81% |
Volatility
FEYTX vs. ASFYX - Volatility Comparison
Fidelity Advisor Asset Manager 85% Fund Class M (FEYTX) has a higher volatility of 6.30% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.82%. This indicates that FEYTX'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
| FEYTX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 3.82% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 10.00% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 13.00% | +2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 13.67% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 12.68% | +2.52% |