FFNAX vs. IDIVX
Compare and contrast key facts about Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) and Integrity Dividend Harvest Fund (IDIVX).
FFNAX is managed by Blackrock. It was launched on Oct 9, 2007. IDIVX is managed by IntegrityVikingFunds. It was launched on May 1, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFNAX or IDIVX.
Key characteristics
| FFNAX | IDIVX | |
|---|---|---|
| YTD Return | 6.86% | 22.28% |
| 1Y Return | 16.80% | 37.28% |
| 3Y Return (Ann) | 0.83% | 11.95% |
| 5Y Return (Ann) | 5.00% | 10.98% |
| 10Y Return (Ann) | 4.82% | 9.49% |
| Sharpe Ratio | 2.79 | 3.63 |
| Sortino Ratio | 4.20 | 5.07 |
| Omega Ratio | 1.54 | 1.66 |
| Calmar Ratio | 1.36 | 4.07 |
| Martin Ratio | 18.55 | 28.68 |
| Ulcer Index | 0.96% | 1.32% |
| Daily Std Dev | 6.36% | 10.46% |
| Max Drawdown | -31.87% | -31.64% |
| Current Drawdown | -2.20% | -1.86% |
Correlation
The correlation between FFNAX and IDIVX 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.
Performance
FFNAX vs. IDIVX - Performance Comparison
In the year-to-date period, FFNAX achieves a 6.86% return, which is significantly lower than IDIVX's 22.28% return. Over the past 10 years, FFNAX has underperformed IDIVX with an annualized return of 4.82%, while IDIVX has yielded a comparatively higher 9.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FFNAX vs. IDIVX - Expense Ratio Comparison
FFNAX has a 0.83% expense ratio, which is lower than IDIVX's 0.95% expense ratio.
Risk-Adjusted Performance
FFNAX vs. IDIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) and Integrity Dividend Harvest Fund (IDIVX). 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.
Dividends
FFNAX vs. IDIVX - Dividend Comparison
FFNAX's dividend yield for the trailing twelve months is around 2.32%, less than IDIVX's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFNAX Fidelity Advisor Asset Manager 40% Fund Class A | 2.32% | 2.20% | 5.40% | 2.06% | 2.08% | 3.37% | 4.21% | 2.72% | 1.55% | 1.63% | 4.51% | 3.99% |
IDIVX Integrity Dividend Harvest Fund | 2.71% | 3.13% | 4.35% | 2.94% | 3.42% | 7.26% | 10.21% | 8.31% | 3.07% | 3.05% | 2.82% | 2.90% |
Drawdowns
FFNAX vs. IDIVX - Drawdown Comparison
The maximum FFNAX drawdown since its inception was -31.87%, roughly equal to the maximum IDIVX drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for FFNAX and IDIVX. For additional features, visit the drawdowns tool.
Volatility
FFNAX vs. IDIVX - Volatility Comparison
The current volatility for Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) is 1.26%, while Integrity Dividend Harvest Fund (IDIVX) has a volatility of 2.44%. This indicates that FFNAX experiences smaller price fluctuations and is considered to be less risky than IDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.