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FFANX vs. AOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFANX vs. AOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 40% Fund (FFANX) and iShares Core Growth Allocation ETF (AOR). The values are adjusted to include any dividend payments, if applicable.

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FFANX vs. AOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFANX
Fidelity Asset Manager 40% Fund
-0.14%13.16%7.40%11.52%-13.62%8.03%13.10%15.81%-4.06%11.25%
AOR
iShares Core Growth Allocation ETF
-0.42%16.44%10.68%15.75%-15.64%11.19%11.42%18.91%-5.82%15.80%

Returns By Period

In the year-to-date period, FFANX achieves a -0.14% return, which is significantly higher than AOR's -0.42% return. Over the past 10 years, FFANX has underperformed AOR with an annualized return of 6.28%, while AOR has yielded a comparatively higher 7.81% annualized return.


FFANX

1D
1.44%
1M
-3.24%
YTD
-0.14%
6M
1.77%
1Y
12.13%
3Y*
9.01%
5Y*
4.47%
10Y*
6.28%

AOR

1D
0.61%
1M
-3.40%
YTD
-0.42%
6M
1.64%
1Y
15.12%
3Y*
11.88%
5Y*
6.12%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFANX vs. AOR - Expense Ratio Comparison

FFANX has a 0.52% expense ratio, which is higher than AOR's 0.25% expense ratio.


Return for Risk

FFANX vs. AOR — Risk / Return Rank

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

FFANX
FFANX Risk / Return Rank: 8484
Overall Rank
FFANX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FFANX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFANX Omega Ratio Rank: 8282
Omega Ratio Rank
FFANX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FFANX Martin Ratio Rank: 8686
Martin Ratio Rank

AOR
AOR Risk / Return Rank: 7676
Overall Rank
AOR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AOR Sortino Ratio Rank: 7777
Sortino Ratio Rank
AOR Omega Ratio Rank: 7676
Omega Ratio Rank
AOR Calmar Ratio Rank: 7575
Calmar Ratio Rank
AOR Martin Ratio Rank: 7878
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.

FFANX vs. AOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 40% Fund (FFANX) and iShares Core Growth Allocation ETF (AOR). 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.


FFANXAORDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.41

+0.18

Sortino ratio

Return per unit of downside risk

2.26

2.04

+0.23

Omega ratio

Gain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratio

Return relative to maximum drawdown

2.22

2.03

+0.19

Martin ratio

Return relative to average drawdown

9.23

8.76

+0.48

FFANX vs. AOR - Sharpe Ratio Comparison

The current FFANX Sharpe Ratio is 1.59, which is comparable to the AOR Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FFANX and AOR, 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


FFANXAORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.41

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.59

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.74

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.66

-0.03

Correlation

The correlation between FFANX and AOR is 0.92, 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

FFANX vs. AOR - Dividend Comparison

FFANX's dividend yield for the trailing twelve months is around 3.97%, more than AOR's 2.56% yield.


TTM20252024202320222021202020192018201720162015
FFANX
Fidelity Asset Manager 40% Fund
3.97%3.97%2.81%2.49%5.75%2.35%2.36%3.67%4.56%2.56%1.43%3.18%
AOR
iShares Core Growth Allocation ETF
2.56%2.55%2.66%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%

Drawdowns

FFANX vs. AOR - Drawdown Comparison

The maximum FFANX drawdown since its inception was -31.69%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for FFANX and AOR.


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Drawdown Indicators


FFANXAORDifference

Max Drawdown

Largest peak-to-trough decline

-31.69%

-24.44%

-7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-7.62%

+1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-21.72%

+3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-18.52%

-22.95%

+4.43%

Current Drawdown

Current decline from peak

-3.83%

-4.24%

+0.41%

Average Drawdown

Average peak-to-trough decline

-3.83%

-3.50%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

1.77%

-0.41%

Volatility

FFANX vs. AOR - Volatility Comparison

The current volatility for Fidelity Asset Manager 40% Fund (FFANX) is 3.47%, while iShares Core Growth Allocation ETF (AOR) has a volatility of 4.27%. This indicates that FFANX experiences smaller price fluctuations and is considered to be less risky than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFANXAORDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

4.27%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

5.08%

6.52%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

7.91%

10.74%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.80%

10.49%

-2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.64%

10.64%

-3.00%