FFNOX vs. FGT.L
Compare and contrast key facts about Fidelity Multi-Asset Index Fund (FFNOX) and Finsbury Growth & Income Trust (FGT.L).
FFNOX is managed by Fidelity. It was launched on Jun 29, 1999.
Performance
FFNOX vs. FGT.L - Performance Comparison
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FFNOX vs. FGT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
FFNOX vs. FGT.L — Risk / Return Rank
FFNOX
FGT.L
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.
| FFNOX | FGT.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | -0.69 | +1.97 |
Sortino ratioReturn per unit of downside risk | 1.85 | -0.83 | +2.68 |
Omega ratioGain probability vs. loss probability | 1.27 | 0.89 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.58 | +2.36 |
Martin ratioReturn relative to average drawdown | 8.08 | -1.28 | +9.36 |
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 | FGT.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FFNOX | FGT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.25% | -22.33% | +16.08% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -8.74% | -0.01% |
Ulcer IndexDepth 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
| FFNOX | FGT.L | Difference | |
|---|---|---|---|
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% |