FFNAX vs. JMSIX
Compare and contrast key facts about Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) and JPMorgan Income Fund (JMSIX).
FFNAX is managed by Blackrock. It was launched on Oct 9, 2007. JMSIX is managed by JPMorgan Chase. It was launched on Jun 1, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFNAX or JMSIX.
Performance
FFNAX vs. JMSIX - Performance Comparison
Returns By Period
In the year-to-date period, FFNAX achieves a 7.76% return, which is significantly higher than JMSIX's 7.17% return. Over the past 10 years, FFNAX has outperformed JMSIX with an annualized return of 4.84%, while JMSIX has yielded a comparatively lower 3.74% annualized return.
FFNAX
7.76%
-0.45%
4.24%
13.04%
5.09%
4.84%
JMSIX
7.17%
0.03%
4.45%
10.84%
2.51%
3.74%
Key characteristics
| FFNAX | JMSIX | |
|---|---|---|
| Sharpe Ratio | 2.12 | 3.73 |
| Sortino Ratio | 3.11 | 6.57 |
| Omega Ratio | 1.39 | 1.99 |
| Calmar Ratio | 1.38 | 1.84 |
| Martin Ratio | 12.86 | 24.83 |
| Ulcer Index | 1.01% | 0.44% |
| Daily Std Dev | 6.10% | 2.90% |
| Max Drawdown | -31.87% | -18.41% |
| Current Drawdown | -1.38% | -0.67% |
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FFNAX vs. JMSIX - Expense Ratio Comparison
FFNAX has a 0.83% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Correlation
The correlation between FFNAX and JMSIX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FFNAX vs. JMSIX - 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 JPMorgan Income Fund (JMSIX). 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. JMSIX - Dividend Comparison
FFNAX's dividend yield for the trailing twelve months is around 2.30%, less than JMSIX's 5.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFNAX Fidelity Advisor Asset Manager 40% Fund Class A | 2.30% | 2.20% | 2.14% | 1.26% | 1.07% | 1.65% | 1.73% | 1.17% | 1.36% | 1.63% | 4.51% | 3.99% |
JMSIX JPMorgan Income Fund | 5.65% | 5.31% | 4.80% | 4.04% | 4.84% | 5.07% | 5.42% | 5.42% | 5.47% | 5.72% | 0.92% | 0.00% |
Drawdowns
FFNAX vs. JMSIX - Drawdown Comparison
The maximum FFNAX drawdown since its inception was -31.87%, which is greater than JMSIX's maximum drawdown of -18.41%. Use the drawdown chart below to compare losses from any high point for FFNAX and JMSIX. For additional features, visit the drawdowns tool.
Volatility
FFNAX vs. JMSIX - Volatility Comparison
Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) has a higher volatility of 1.61% compared to JPMorgan Income Fund (JMSIX) at 0.56%. This indicates that FFNAX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.