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FFNAX vs. INPAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFNAX and INPAX is 0.89, 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.


-0.50.00.51.00.9

Performance

FFNAX vs. INPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) and American Funds Conservative Growth and Income Portfolio (INPAX). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%OctoberNovemberDecember2025FebruaryMarch
80.72%
111.65%
FFNAX
INPAX

Key characteristics

Sharpe Ratio

FFNAX:

1.04

INPAX:

1.59

Sortino Ratio

FFNAX:

1.48

INPAX:

2.15

Omega Ratio

FFNAX:

1.18

INPAX:

1.30

Calmar Ratio

FFNAX:

0.74

INPAX:

2.38

Martin Ratio

FFNAX:

4.91

INPAX:

7.80

Ulcer Index

FFNAX:

1.34%

INPAX:

1.25%

Daily Std Dev

FFNAX:

6.36%

INPAX:

6.15%

Max Drawdown

FFNAX:

-31.87%

INPAX:

-21.25%

Current Drawdown

FFNAX:

-1.72%

INPAX:

-0.51%

Returns By Period

In the year-to-date period, FFNAX achieves a 1.39% return, which is significantly lower than INPAX's 3.35% return. Over the past 10 years, FFNAX has underperformed INPAX with an annualized return of 3.65%, while INPAX has yielded a comparatively higher 4.85% annualized return.


FFNAX

YTD

1.39%

1M

-1.06%

6M

2.18%

1Y

5.75%

5Y*

4.81%

10Y*

3.65%

INPAX

YTD

3.35%

1M

0.00%

6M

3.01%

1Y

9.01%

5Y*

6.38%

10Y*

4.85%

*Annualized

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FFNAX vs. INPAX - Expense Ratio Comparison

FFNAX has a 0.83% expense ratio, which is higher than INPAX's 0.33% expense ratio.


Expense ratio chart for FFNAX: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
Expense ratio chart for INPAX: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

FFNAX vs. INPAX — Risk-Adjusted Performance Rank

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

FFNAX
The Risk-Adjusted Performance Rank of FFNAX is 7171
Overall Rank
The Sharpe Ratio Rank of FFNAX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FFNAX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FFNAX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FFNAX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FFNAX is 7676
Martin Ratio Rank

INPAX
The Risk-Adjusted Performance Rank of INPAX is 8787
Overall Rank
The Sharpe Ratio Rank of INPAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of INPAX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of INPAX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of INPAX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of INPAX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFNAX vs. INPAX - 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 American Funds Conservative Growth and Income Portfolio (INPAX). 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.


The chart of Sharpe ratio for FFNAX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.041.59
The chart of Sortino ratio for FFNAX, currently valued at 1.48, compared to the broader market0.002.004.006.008.0010.0012.001.482.15
The chart of Omega ratio for FFNAX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.30
The chart of Calmar ratio for FFNAX, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.000.742.38
The chart of Martin ratio for FFNAX, currently valued at 4.91, compared to the broader market0.0020.0040.0060.0080.004.917.80
FFNAX
INPAX

The current FFNAX Sharpe Ratio is 1.04, which is lower than the INPAX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FFNAX and INPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
1.04
1.59
FFNAX
INPAX

Dividends

FFNAX vs. INPAX - Dividend Comparison

FFNAX's dividend yield for the trailing twelve months is around 2.40%, less than INPAX's 3.81% yield.


TTM20242023202220212020201920182017201620152014
FFNAX
Fidelity Advisor Asset Manager 40% Fund Class A
2.40%2.43%2.20%2.14%1.26%1.07%1.65%1.73%1.17%1.36%1.63%4.51%
INPAX
American Funds Conservative Growth and Income Portfolio
3.81%3.94%3.91%3.41%2.64%3.52%3.28%3.36%2.84%3.17%3.44%4.68%

Drawdowns

FFNAX vs. INPAX - Drawdown Comparison

The maximum FFNAX drawdown since its inception was -31.87%, which is greater than INPAX's maximum drawdown of -21.25%. Use the drawdown chart below to compare losses from any high point for FFNAX and INPAX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-1.72%
-0.51%
FFNAX
INPAX

Volatility

FFNAX vs. INPAX - Volatility Comparison

Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) has a higher volatility of 2.07% compared to American Funds Conservative Growth and Income Portfolio (INPAX) at 1.80%. This indicates that FFNAX's price experiences larger fluctuations and is considered to be riskier than INPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%OctoberNovemberDecember2025FebruaryMarch
2.07%
1.80%
FFNAX
INPAX