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FFNOX vs. FGT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNOX vs. FGT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Multi-Asset Index Fund (FFNOX) and Finsbury Growth & Income Trust (FGT.L). The values are adjusted to include any dividend payments, if applicable.

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FFNOX vs. FGT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFNOX
Fidelity Multi-Asset Index Fund
-1.30%20.18%13.05%19.29%-18.02%17.05%16.30%25.09%-6.58%17.09%
FGT.L
Finsbury Growth & Income Trust
-11.95%1.10%5.10%9.43%-16.06%5.93%2.35%26.72%-6.51%33.05%
Different Trading Currencies

FFNOX is traded in USD, while FGT.L is traded in GBp. To make them comparable, the FGT.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FFNOX achieves a -1.30% return, which is significantly higher than FGT.L's -11.95% return. Over the past 10 years, FFNOX has outperformed FGT.L with an annualized return of 10.18%, while FGT.L has yielded a comparatively lower 3.36% annualized return.


FFNOX

1D
2.57%
1M
-5.24%
YTD
-1.30%
6M
0.93%
1Y
18.17%
3Y*
14.42%
5Y*
7.82%
10Y*
10.18%

FGT.L

1D
0.00%
1M
-7.09%
YTD
-11.95%
6M
-14.84%
1Y
-13.04%
3Y*
-1.89%
5Y*
-1.91%
10Y*
3.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FFNOX vs. FGT.L — Risk / Return Rank

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

FFNOX
FFNOX Risk / Return Rank: 7474
Overall Rank
FFNOX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FFNOX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FFNOX Omega Ratio Rank: 7171
Omega Ratio Rank
FFNOX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FFNOX Martin Ratio Rank: 8181
Martin Ratio Rank

FGT.L
FGT.L Risk / Return Rank: 1010
Overall Rank
FGT.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FGT.L Sortino Ratio Rank: 99
Sortino Ratio Rank
FGT.L Omega Ratio Rank: 99
Omega Ratio Rank
FGT.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
FGT.L Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFNOX vs. FGT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Multi-Asset Index Fund (FFNOX) and Finsbury Growth & Income Trust (FGT.L). 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.


FFNOXFGT.LDifference

Sharpe ratio

Return per unit of total volatility

1.28

-0.69

+1.97

Sortino ratio

Return per unit of downside risk

1.85

-0.83

+2.68

Omega ratio

Gain probability vs. loss probability

1.27

0.89

+0.39

Calmar ratio

Return relative to maximum drawdown

1.79

-0.58

+2.36

Martin ratio

Return relative to average drawdown

8.08

-1.28

+9.36

FFNOX vs. FGT.L - Sharpe Ratio Comparison

The current FFNOX Sharpe Ratio is 1.28, which is higher than the FGT.L Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of FFNOX and FGT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFNOXFGT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

-0.69

+1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.11

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.18

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.22

+0.19

Correlation

The correlation between FFNOX and FGT.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFNOX vs. FGT.L - Dividend Comparison

FFNOX's dividend yield for the trailing twelve months is around 3.73%, more than FGT.L's 2.77% yield.


TTM20252024202320222021202020192018201720162015
FFNOX
Fidelity Multi-Asset Index Fund
3.73%3.68%6.43%3.18%7.14%5.71%2.87%2.96%2.90%0.64%2.50%0.70%
FGT.L
Finsbury Growth & Income Trust
3.96%2.46%2.19%2.22%2.15%1.86%1.90%1.84%2.03%1.83%2.01%2.05%

Drawdowns

FFNOX vs. FGT.L - Drawdown Comparison

The maximum FFNOX drawdown since its inception was -49.84%, smaller than the maximum FGT.L drawdown of -68.00%. Use the drawdown chart below to compare losses from any high point for FFNOX and FGT.L.


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Drawdown Indicators


FFNOXFGT.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.84%

-53.70%

+3.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-22.64%

+12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-24.14%

-1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-29.93%

-35.60%

+5.67%

Current Drawdown

Current decline from peak

-6.25%

-22.33%

+16.08%

Average Drawdown

Average peak-to-trough decline

-8.75%

-8.74%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

10.24%

-7.94%

Volatility

FFNOX vs. FGT.L - Volatility Comparison

Fidelity Multi-Asset Index Fund (FFNOX) has a higher volatility of 5.63% compared to Finsbury Growth & Income Trust (FGT.L) at 4.69%. This indicates that FFNOX's price experiences larger fluctuations and is considered to be riskier than FGT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFNOXFGT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

4.69%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

12.83%

-4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

19.32%

-4.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

17.92%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.52%

19.02%

-4.50%