FFNAX vs. NASDX
Compare and contrast key facts about Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
FFNAX is managed by BlackRock. It was launched on Oct 9, 2007. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
FFNAX vs. NASDX - Performance Comparison
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FFNAX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFNAX Fidelity Advisor Asset Manager 40% Fund Class A | -1.56% | 12.83% | 7.02% | 11.27% | -13.89% | 7.72% | 12.74% | 15.56% | -4.46% | 10.98% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, FFNAX achieves a -1.56% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, FFNAX has underperformed NASDX with an annualized return of 5.83%, while NASDX has yielded a comparatively higher 19.08% annualized return.
FFNAX
- 1D
- 0.00%
- 1M
- -5.00%
- YTD
- -1.56%
- 6M
- 0.45%
- 1Y
- 10.64%
- 3Y*
- 8.21%
- 5Y*
- 4.03%
- 10Y*
- 5.83%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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FFNAX vs. NASDX - Expense Ratio Comparison
FFNAX has a 0.83% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
FFNAX vs. NASDX — Risk / Return Rank
FFNAX
NASDX
FFNAX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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 | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.88 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.40 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.31 | +0.48 |
Martin ratioReturn relative to average drawdown | 7.53 | 5.01 | +2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFNAX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.88 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.63 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.85 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.29 | +0.30 |
Correlation
The correlation between FFNAX and NASDX is 0.83, 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
FFNAX vs. NASDX - Dividend Comparison
FFNAX's dividend yield for the trailing twelve months is around 3.74%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFNAX Fidelity Advisor Asset Manager 40% Fund Class A | 3.74% | 3.69% | 2.54% | 2.20% | 5.40% | 2.06% | 2.08% | 3.37% | 4.21% | 2.32% | 1.21% | 2.88% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
FFNAX vs. NASDX - Drawdown Comparison
The maximum FFNAX drawdown since its inception was -31.88%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for FFNAX and NASDX.
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Drawdown Indicators
| FFNAX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.88% | -83.16% | +51.28% |
Max Drawdown (1Y)Largest decline over 1 year | -5.65% | -12.70% | +7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -18.77% | -35.33% | +16.56% |
Max Drawdown (10Y)Largest decline over 10 years | -18.77% | -35.33% | +16.56% |
Current DrawdownCurrent decline from peak | -5.20% | -11.90% | +6.70% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -34.59% | +30.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 3.32% | -1.97% |
Volatility
FFNAX vs. NASDX - Volatility Comparison
The current volatility for Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) is 3.00%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that FFNAX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFNAX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 5.38% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 4.90% | 12.45% | -7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.85% | 22.55% | -14.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.77% | 23.03% | -15.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.62% | 22.61% | -14.99% |