FFNIX vs. DGIFX
FFNIX (Fidelity Advisor Asset Manager 40% Fund Class I) and DGIFX (Disciplined Growth Investors Fund) are both Diversified Portfolio funds. Over the past 10 years, FFNIX returned 6.43%/yr vs 11.75%/yr for DGIFX. Their correlation of 0.82 means they have usually moved in the same direction. FFNIX charges 0.57%/yr vs 0.78%/yr for DGIFX.
Performance
FFNIX vs. DGIFX - Performance Comparison
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Returns By Period
In the year-to-date period, FFNIX achieves a 5.73% return, which is significantly lower than DGIFX's 14.46% return. Over the past 10 years, FFNIX has underperformed DGIFX with an annualized return of 6.43%, while DGIFX has yielded a comparatively higher 11.75% annualized return.
FFNIX
- 1D
- 0.95%
- 1M
- -1.26%
- 6M
- 3.67%
- YTD
- 5.73%
- 1Y
- 12.50%
- 3Y*
- 9.86%
- 5Y*
- 4.71%
- 10Y*
- 6.43%
- ALL TIME*
- 5.41%
DGIFX
- 1D
- 1.54%
- 1M
- -0.22%
- 6M
- 9.96%
- YTD
- 14.46%
- 1Y
- 16.75%
- 3Y*
- 12.95%
- 5Y*
- 9.08%
- 10Y*
- 11.75%
- ALL TIME*
- 11.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FFNIX vs. DGIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFNIX Fidelity Advisor Asset Manager 40% Fund Class I | 5.73% | 13.19% | 7.30% | 11.47% | -13.60% | 7.99% | 12.95% | 15.84% | -4.09% | 11.23% |
DGIFX Disciplined Growth Investors Fund | 14.46% | 3.54% | 21.13% | 33.10% | -18.35% | 9.59% | 24.07% | 23.97% | -2.39% | 14.86% |
Correlation
The correlation between FFNIX and DGIFX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2011 | 0.82 |
The correlation between FFNIX and DGIFX has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
FFNIX vs. DGIFX — Risk / Return Rank
FFNIX
DGIFX
FFNIX vs. DGIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 40% Fund Class I (FFNIX) and Disciplined Growth Investors Fund (DGIFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FFNIX | DGIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.16 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.32 | +1.00 |
| Martin ratioReturn relative to average drawdown | 9.30 | 3.86 | +5.44 |
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Drawdowns
FFNIX vs. DGIFX - Drawdown Comparison
The maximum FFNIX drawdown since its inception was -31.69%, roughly equal to the maximum DGIFX drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for FFNIX and DGIFX.
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Drawdown Indicators
| FFNIX | DGIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.69% | -30.93% | -0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -5.20% | -10.91% | +5.71% |
Max Drawdown (3Y)Largest decline over 3 years | -7.63% | -30.93% | +23.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -30.93% | +12.30% |
Max Drawdown (10Y)Largest decline over 10 years | -18.63% | -30.93% | +12.30% |
Current DrawdownCurrent decline from peak | -1.79% | -2.55% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -5.87% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 3.72% | -2.43% |
Volatility
FFNIX vs. DGIFX - Volatility Comparison
The current volatility for Fidelity Advisor Asset Manager 40% Fund Class I (FFNIX) is 2.11%, while Disciplined Growth Investors Fund (DGIFX) has a volatility of 3.66%. This indicates that FFNIX experiences smaller price fluctuations and is considered to be less risky than DGIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFNIX | DGIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 3.66% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 6.31% | 12.07% | -5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.38% | 16.23% | -8.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.01% | 21.22% | -13.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.73% | 18.70% | -10.97% |
FFNIX vs. DGIFX - Expense Ratio Comparison
FFNIX has a 0.57% expense ratio, which is lower than DGIFX's 0.78% expense ratio.
Dividends
FFNIX vs. DGIFX - Dividend Comparison
FFNIX's dividend yield for the trailing twelve months is around 3.06%, less than DGIFX's 7.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGIFX Disciplined Growth Investors Fund | 7.22% | 8.29% | 20.95% | 2.78% | 2.21% | 11.12% | 10.09% | 3.53% | 3.74% | 4.29% | 0.00% | 0.00% |
FFNIX Fidelity Advisor Asset Manager 40% Fund Class I | 3.06% | 3.92% | 2.80% | 2.45% | 5.67% | 2.31% | 2.31% | 3.61% | 4.53% | 2.54% | 1.40% | 3.13% |
Frequently Asked Questions
FFNIX and DGIFX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGIFX has higher volatility (3.66%) compared to FFNIX (2.11%). In terms of maximum drawdown, FFNIX dropped -31.69% vs DGIFX's -30.93%.
FFNIX currently has the higher Sharpe Ratio (1.63 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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