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

Key characteristics


FFNAXJNBSX
YTD Return6.86%7.90%
1Y Return16.80%18.72%
3Y Return (Ann)0.83%1.22%
5Y Return (Ann)5.00%4.00%
10Y Return (Ann)4.82%4.55%
Sharpe Ratio2.792.93
Sortino Ratio4.204.38
Omega Ratio1.541.59
Calmar Ratio1.361.46
Martin Ratio18.5519.39
Ulcer Index0.96%1.02%
Daily Std Dev6.36%6.76%
Max Drawdown-31.87%-23.60%
Current Drawdown-2.20%-2.31%

Correlation

-0.50.00.51.00.9

The correlation between FFNAX and JNBSX 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.

Performance

FFNAX vs. JNBSX - Performance Comparison

In the year-to-date period, FFNAX achieves a 6.86% return, which is significantly lower than JNBSX's 7.90% return. Over the past 10 years, FFNAX has outperformed JNBSX with an annualized return of 4.82%, while JNBSX has yielded a comparatively lower 4.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctober
5.60%
7.46%
FFNAX
JNBSX

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FFNAX vs. JNBSX - Expense Ratio Comparison

FFNAX has a 0.83% expense ratio, which is higher than JNBSX's 0.60% expense ratio.


FFNAX
Fidelity Advisor Asset Manager 40% Fund Class A
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 JNBSX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

FFNAX vs. JNBSX - 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 Builder Fund (JNBSX). 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.


FFNAX
Sharpe ratio
The chart of Sharpe ratio for FFNAX, currently valued at 2.79, compared to the broader market0.002.004.002.79
Sortino ratio
The chart of Sortino ratio for FFNAX, currently valued at 4.20, compared to the broader market0.005.0010.004.20
Omega ratio
The chart of Omega ratio for FFNAX, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for FFNAX, currently valued at 1.36, compared to the broader market0.005.0010.0015.0020.001.36
Martin ratio
The chart of Martin ratio for FFNAX, currently valued at 18.55, compared to the broader market0.0020.0040.0060.0080.0018.55
JNBSX
Sharpe ratio
The chart of Sharpe ratio for JNBSX, currently valued at 2.93, compared to the broader market0.002.004.002.93
Sortino ratio
The chart of Sortino ratio for JNBSX, currently valued at 4.38, compared to the broader market0.005.0010.004.38
Omega ratio
The chart of Omega ratio for JNBSX, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for JNBSX, currently valued at 1.46, compared to the broader market0.005.0010.0015.0020.001.46
Martin ratio
The chart of Martin ratio for JNBSX, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.0019.39

FFNAX vs. JNBSX - Sharpe Ratio Comparison

The current FFNAX Sharpe Ratio is 2.79, which is comparable to the JNBSX Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of FFNAX and JNBSX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctober
2.79
2.93
FFNAX
JNBSX

Dividends

FFNAX vs. JNBSX - Dividend Comparison

FFNAX's dividend yield for the trailing twelve months is around 2.32%, less than JNBSX's 5.56% yield.


TTM20232022202120202019201820172016201520142013
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%
JNBSX
JPMorgan Income Builder Fund
5.56%5.07%4.61%8.53%3.47%4.17%4.56%3.89%4.40%4.20%5.08%4.47%

Drawdowns

FFNAX vs. JNBSX - Drawdown Comparison

The maximum FFNAX drawdown since its inception was -31.87%, which is greater than JNBSX's maximum drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for FFNAX and JNBSX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctober
-2.20%
-2.31%
FFNAX
JNBSX

Volatility

FFNAX vs. JNBSX - Volatility Comparison

Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) and JPMorgan Income Builder Fund (JNBSX) have volatilities of 1.26% and 1.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctober
1.26%
1.25%
FFNAX
JNBSX