PortfoliosLab logoPortfoliosLab logo
FFANX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFANX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 40% Fund (FFANX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFANX vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, FFANX achieves a -0.14% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, FFANX has underperformed SCHD with an annualized return of 6.28%, while SCHD has yielded a comparatively higher 12.25% 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%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFANX vs. SCHD - Expense Ratio Comparison

FFANX has a 0.52% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

FFANX vs. SCHD — 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

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 40% Fund (FFANX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.


FFANXSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.59

0.88

+0.72

Sortino ratio

Return per unit of downside risk

2.26

1.32

+0.94

Omega ratio

Gain probability vs. loss probability

1.33

1.19

+0.14

Calmar ratio

Return relative to maximum drawdown

2.22

1.05

+1.17

Martin ratio

Return relative to average drawdown

9.23

3.55

+5.68

FFANX vs. SCHD - Sharpe Ratio Comparison

The current FFANX Sharpe Ratio is 1.59, which is higher than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FFANX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFANXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

0.88

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.58

0.00

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

0.84

-0.21

Correlation

The correlation between FFANX and SCHD 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

FFANX vs. SCHD - Dividend Comparison

FFANX's dividend yield for the trailing twelve months is around 3.97%, more than SCHD's 3.46% 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%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

FFANX vs. SCHD - Drawdown Comparison

The maximum FFANX drawdown since its inception was -31.69%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FFANX and SCHD.


Loading graphics...

Drawdown Indicators


FFANXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-31.69%

-33.37%

+1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-12.74%

+7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-16.85%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-18.52%

-33.37%

+14.85%

Current Drawdown

Current decline from peak

-3.83%

-3.43%

-0.40%

Average Drawdown

Average peak-to-trough decline

-3.83%

-3.34%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

3.75%

-2.39%

Volatility

FFANX vs. SCHD - Volatility Comparison

Fidelity Asset Manager 40% Fund (FFANX) has a higher volatility of 3.47% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that FFANX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFANXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

2.33%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

5.08%

7.96%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

7.91%

15.69%

-7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.80%

14.40%

-6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.64%

16.70%

-9.06%