FFNOX vs. FFND
Compare and contrast key facts about Fidelity Multi-Asset Index Fund (FFNOX) and The Future Fund Active ETF (FFND).
FFNOX is managed by Fidelity. It was launched on Jun 29, 1999. FFND is an actively managed fund by The Future Fund. It was launched on Aug 23, 2021.
Performance
FFNOX vs. FFND - Performance Comparison
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FFNOX vs. FFND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FFNOX Fidelity Multi-Asset Index Fund | -3.78% | 20.18% | 13.05% | 19.29% | -18.02% | 2.53% |
FFND The Future Fund Active ETF | -4.12% | 19.38% | 24.05% | 40.05% | -39.84% | -4.81% |
Returns By Period
In the year-to-date period, FFNOX achieves a -3.78% return, which is significantly higher than FFND's -4.12% return.
FFNOX
- 1D
- -0.16%
- 1M
- -8.18%
- YTD
- -3.78%
- 6M
- -1.17%
- 1Y
- 15.66%
- 3Y*
- 13.45%
- 5Y*
- 7.51%
- 10Y*
- 9.90%
FFND
- 1D
- 3.05%
- 1M
- -6.16%
- YTD
- -4.12%
- 6M
- -2.85%
- 1Y
- 16.56%
- 3Y*
- 19.16%
- 5Y*
- —
- 10Y*
- —
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FFNOX vs. FFND - Expense Ratio Comparison
FFNOX has a 0.11% expense ratio, which is lower than FFND's 1.00% expense ratio.
Return for Risk
FFNOX vs. FFND — Risk / Return Rank
FFNOX
FFND
FFNOX vs. FFND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Multi-Asset Index Fund (FFNOX) and The Future Fund Active ETF (FFND). 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.
| FFNOX | FFND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.94 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.43 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.33 | +0.03 |
Martin ratioReturn relative to average drawdown | 6.23 | 5.77 | +0.47 |
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
| FFNOX | FFND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.94 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.11 | +0.29 |
Correlation
The correlation between FFNOX and FFND is 0.87, 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
FFNOX vs. FFND - Dividend Comparison
FFNOX's dividend yield for the trailing twelve months is around 3.82%, more than FFND's 0.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFNOX Fidelity Multi-Asset Index Fund | 3.82% | 3.68% | 6.43% | 3.18% | 7.14% | 5.71% | 2.87% | 2.96% | 2.90% | 0.64% | 2.50% | 0.70% |
FFND The Future Fund Active ETF | 0.68% | 0.65% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FFNOX vs. FFND - Drawdown Comparison
The maximum FFNOX drawdown since its inception was -49.84%, roughly equal to the maximum FFND drawdown of -47.84%. Use the drawdown chart below to compare losses from any high point for FFNOX and FFND.
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Drawdown Indicators
| FFNOX | FFND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.84% | -47.84% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -12.23% | +1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.93% | — | — |
Current DrawdownCurrent decline from peak | -8.60% | -7.80% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -19.45% | +10.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.82% | -0.56% |
Volatility
FFNOX vs. FFND - Volatility Comparison
The current volatility for Fidelity Multi-Asset Index Fund (FFNOX) is 4.81%, while The Future Fund Active ETF (FFND) has a volatility of 5.94%. This indicates that FFNOX experiences smaller price fluctuations and is considered to be less risky than FFND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFNOX | FFND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 5.94% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 9.75% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.47% | 17.74% | -3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.64% | 25.35% | -11.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.50% | 25.35% | -10.85% |