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FFANX vs. PLFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFANX vs. PLFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 40% Fund (FFANX) and Pacific Funds Floating Rate Income (PLFRX). The values are adjusted to include any dividend payments, if applicable.

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FFANX vs. PLFRX - 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%
PLFRX
Pacific Funds Floating Rate Income
-1.23%6.68%8.38%13.94%-2.01%4.36%1.26%8.30%0.39%4.33%

Returns By Period

In the year-to-date period, FFANX achieves a -0.14% return, which is significantly higher than PLFRX's -1.23% return. Over the past 10 years, FFANX has outperformed PLFRX with an annualized return of 6.28%, while PLFRX has yielded a comparatively lower 5.05% 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%

PLFRX

1D
0.11%
1M
0.22%
YTD
-1.23%
6M
0.53%
1Y
4.98%
3Y*
7.91%
5Y*
5.58%
10Y*
5.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFANX vs. PLFRX - Expense Ratio Comparison

FFANX has a 0.52% expense ratio, which is lower than PLFRX's 0.68% expense ratio.


Return for Risk

FFANX vs. PLFRX — 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

PLFRX
PLFRX Risk / Return Rank: 9292
Overall Rank
PLFRX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PLFRX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PLFRX Omega Ratio Rank: 9696
Omega Ratio Rank
PLFRX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PLFRX Martin Ratio Rank: 8888
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. PLFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 40% Fund (FFANX) and Pacific Funds Floating Rate Income (PLFRX). 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.


FFANXPLFRXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.84

-0.24

Sortino ratio

Return per unit of downside risk

2.26

3.18

-0.91

Omega ratio

Gain probability vs. loss probability

1.33

1.56

-0.23

Calmar ratio

Return relative to maximum drawdown

2.22

3.03

-0.81

Martin ratio

Return relative to average drawdown

9.23

9.76

-0.53

FFANX vs. PLFRX - Sharpe Ratio Comparison

The current FFANX Sharpe Ratio is 1.59, which is comparable to the PLFRX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FFANX and PLFRX, 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


FFANXPLFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.84

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

2.05

-1.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

1.35

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.43

-0.80

Correlation

The correlation between FFANX and PLFRX is 0.29, 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

FFANX vs. PLFRX - Dividend Comparison

FFANX's dividend yield for the trailing twelve months is around 3.97%, less than PLFRX's 6.58% 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%
PLFRX
Pacific Funds Floating Rate Income
6.58%7.18%8.47%8.92%4.39%3.65%3.68%5.10%5.03%4.46%4.21%4.52%

Drawdowns

FFANX vs. PLFRX - Drawdown Comparison

The maximum FFANX drawdown since its inception was -31.69%, which is greater than PLFRX's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for FFANX and PLFRX.


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Drawdown Indicators


FFANXPLFRXDifference

Max Drawdown

Largest peak-to-trough decline

-31.69%

-18.75%

-12.94%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-1.73%

-3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-6.44%

-12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-18.52%

-18.75%

+0.23%

Current Drawdown

Current decline from peak

-3.83%

-1.44%

-2.39%

Average Drawdown

Average peak-to-trough decline

-3.83%

-0.73%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.56%

+0.80%

Volatility

FFANX vs. PLFRX - Volatility Comparison

Fidelity Asset Manager 40% Fund (FFANX) has a higher volatility of 3.47% compared to Pacific Funds Floating Rate Income (PLFRX) at 0.74%. This indicates that FFANX's price experiences larger fluctuations and is considered to be riskier than PLFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFANXPLFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

0.74%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

5.08%

1.79%

+3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

7.91%

2.76%

+5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.80%

2.74%

+5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.64%

3.75%

+3.89%