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FFNOX vs. AOR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFNOX and AOR is 0.93, 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

FFNOX vs. AOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Multi-Asset Index Fund (FFNOX) and iShares Core Growth Allocation ETF (AOR). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
1.31%
3.14%
FFNOX
AOR

Key characteristics

Sharpe Ratio

FFNOX:

1.12

AOR:

1.68

Sortino Ratio

FFNOX:

1.50

AOR:

2.34

Omega Ratio

FFNOX:

1.21

AOR:

1.31

Calmar Ratio

FFNOX:

1.14

AOR:

3.11

Martin Ratio

FFNOX:

5.30

AOR:

9.40

Ulcer Index

FFNOX:

2.39%

AOR:

1.43%

Daily Std Dev

FFNOX:

11.29%

AOR:

8.03%

Max Drawdown

FFNOX:

-47.09%

AOR:

-24.44%

Current Drawdown

FFNOX:

-4.87%

AOR:

-2.21%

Returns By Period

In the year-to-date period, FFNOX achieves a 1.63% return, which is significantly higher than AOR's 0.72% return. Over the past 10 years, FFNOX has outperformed AOR with an annualized return of 7.03%, while AOR has yielded a comparatively lower 6.26% annualized return.


FFNOX

YTD

1.63%

1M

-1.42%

6M

1.17%

1Y

11.06%

5Y*

5.65%

10Y*

7.03%

AOR

YTD

0.72%

1M

0.42%

6M

2.97%

1Y

12.34%

5Y*

5.91%

10Y*

6.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFNOX vs. AOR - Expense Ratio Comparison

FFNOX has a 0.11% expense ratio, which is lower than AOR's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AOR
iShares Core Growth Allocation ETF
Expense ratio chart for AOR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for FFNOX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

FFNOX vs. AOR — Risk-Adjusted Performance Rank

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

FFNOX
The Risk-Adjusted Performance Rank of FFNOX is 5757
Overall Rank
The Sharpe Ratio Rank of FFNOX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FFNOX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FFNOX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FFNOX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FFNOX is 5959
Martin Ratio Rank

AOR
The Risk-Adjusted Performance Rank of AOR is 6868
Overall Rank
The Sharpe Ratio Rank of AOR is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AOR is 6464
Sortino Ratio Rank
The Omega Ratio Rank of AOR is 6565
Omega Ratio Rank
The Calmar Ratio Rank of AOR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AOR is 7070
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.

FFNOX vs. AOR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Multi-Asset Index Fund (FFNOX) and iShares Core Growth Allocation ETF (AOR). 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.


Sharpe ratio
The chart of Sharpe ratio for FFNOX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.121.68
The chart of Sortino ratio for FFNOX, currently valued at 1.50, compared to the broader market0.005.0010.001.502.34
The chart of Omega ratio for FFNOX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.31
The chart of Calmar ratio for FFNOX, currently valued at 1.14, compared to the broader market0.005.0010.0015.0020.001.143.11
The chart of Martin ratio for FFNOX, currently valued at 5.30, compared to the broader market0.0020.0040.0060.0080.005.309.40
FFNOX
AOR

The current FFNOX Sharpe Ratio is 1.12, which is lower than the AOR Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FFNOX and AOR, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.12
1.68
FFNOX
AOR

Dividends

FFNOX vs. AOR - Dividend Comparison

FFNOX's dividend yield for the trailing twelve months is around 2.11%, less than AOR's 2.64% yield.


TTM20242023202220212020201920182017201620152014
FFNOX
Fidelity Multi-Asset Index Fund
2.11%2.14%3.83%2.04%1.87%1.59%2.25%2.25%1.86%2.09%2.50%4.56%
AOR
iShares Core Growth Allocation ETF
2.64%2.66%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%2.11%

Drawdowns

FFNOX vs. AOR - Drawdown Comparison

The maximum FFNOX drawdown since its inception was -47.09%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for FFNOX and AOR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.87%
-2.21%
FFNOX
AOR

Volatility

FFNOX vs. AOR - Volatility Comparison

Fidelity Multi-Asset Index Fund (FFNOX) has a higher volatility of 5.11% compared to iShares Core Growth Allocation ETF (AOR) at 3.21%. This indicates that FFNOX's price experiences larger fluctuations and is considered to be riskier than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
5.11%
3.21%
FFNOX
AOR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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