FEYTX vs. WFSPX
Compare and contrast key facts about Fidelity Advisor Asset Manager 85% Fund Class M (FEYTX) and iShares S&P 500 Index Fund (WFSPX).
FEYTX is managed by BlackRock. It was launched on Oct 2, 2006. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
FEYTX vs. WFSPX - Performance Comparison
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FEYTX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEYTX Fidelity Advisor Asset Manager 85% Fund Class M | -3.85% | 20.17% | 12.02% | 18.34% | -19.01% | 16.50% | 18.66% | 25.61% | -9.76% | 20.96% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, FEYTX achieves a -3.85% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, FEYTX has underperformed WFSPX with an annualized return of 9.64%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
FEYTX
- 1D
- -0.38%
- 1M
- -8.68%
- YTD
- -3.85%
- 6M
- -0.76%
- 1Y
- 17.18%
- 3Y*
- 12.79%
- 5Y*
- 6.84%
- 10Y*
- 9.64%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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FEYTX vs. WFSPX - Expense Ratio Comparison
FEYTX has a 1.25% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
FEYTX vs. WFSPX — Risk / Return Rank
FEYTX
WFSPX
FEYTX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.84 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.30 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.06 | +0.36 |
Martin ratioReturn relative to average drawdown | 6.32 | 5.13 | +1.19 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.84 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.68 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.76 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.13 | +0.31 |
Correlation
The correlation between FEYTX and WFSPX is 0.95, 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
FEYTX vs. WFSPX - Dividend Comparison
FEYTX's dividend yield for the trailing twelve months is around 5.36%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEYTX Fidelity Advisor Asset Manager 85% Fund Class M | 5.36% | 5.16% | 2.94% | 0.86% | 4.56% | 2.73% | 1.56% | 5.12% | 5.08% | 2.34% | 0.29% | 4.29% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
FEYTX vs. WFSPX - Drawdown Comparison
The maximum FEYTX drawdown since its inception was -53.05%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for FEYTX and WFSPX.
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Drawdown Indicators
| FEYTX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.05% | -58.21% | +5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -12.11% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -26.35% | -24.51% | -1.84% |
Max Drawdown (10Y)Largest decline over 10 years | -31.01% | -33.74% | +2.73% |
Current DrawdownCurrent decline from peak | -9.38% | -8.90% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -12.84% | +5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.49% | -0.08% |
Volatility
FEYTX vs. WFSPX - Volatility Comparison
Fidelity Advisor Asset Manager 85% Fund Class M (FEYTX) has a higher volatility of 5.39% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that FEYTX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEYTX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.24% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 9.08% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 18.06% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 16.84% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 17.98% | -2.81% |