FGT.L vs. FFNOX
Compare and contrast key facts about Finsbury Growth & Income Trust (FGT.L) and Fidelity Multi-Asset Index Fund (FFNOX).
FFNOX is managed by Fidelity. It was launched on Jun 29, 1999.
Performance
FGT.L vs. FFNOX - Performance Comparison
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FGT.L vs. FFNOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGT.L Finsbury Growth & Income Trust | -11.34% | -5.99% | 6.88% | 3.95% | -6.02% | 6.90% | -0.69% | 21.84% | -0.90% | 21.49% |
FFNOX Fidelity Multi-Asset Index Fund | 0.80% | 11.62% | 15.03% | 13.33% | -8.27% | 18.16% | 12.88% | 20.33% | -1.04% | 6.97% |
Different Trading Currencies
FGT.L is traded in GBp, while FFNOX is traded in USD. To make them comparable, the FFNOX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FGT.L achieves a -11.34% return, which is significantly lower than FFNOX's 0.80% return. Over the past 10 years, FGT.L has underperformed FFNOX with an annualized return of 4.03%, while FFNOX has yielded a comparatively higher 11.02% annualized return.
FGT.L
- 1D
- -0.44%
- 1M
- -3.35%
- YTD
- -11.34%
- 6M
- -13.52%
- 1Y
- -15.81%
- 3Y*
- -4.28%
- 5Y*
- -1.23%
- 10Y*
- 4.03%
FFNOX
- 1D
- 0.24%
- 1M
- -2.35%
- YTD
- 0.80%
- 6M
- 2.57%
- 1Y
- 15.84%
- 3Y*
- 11.88%
- 5Y*
- 8.84%
- 10Y*
- 11.02%
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Return for Risk
FGT.L vs. FFNOX — Risk / Return Rank
FGT.L
FFNOX
FGT.L vs. FFNOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Finsbury Growth & Income Trust (FGT.L) and Fidelity Multi-Asset Index Fund (FFNOX). 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.
| FGT.L | FFNOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.91 | 1.10 | -2.02 |
Sortino ratioReturn per unit of downside risk | -1.16 | 1.59 | -2.76 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.25 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.83 | -2.52 |
Martin ratioReturn relative to average drawdown | -1.50 | 7.02 | -8.52 |
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
| FGT.L | FFNOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.91 | 1.10 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.74 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.77 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.61 | -0.60 |
Correlation
The correlation between FGT.L and FFNOX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FGT.L vs. FFNOX - Dividend Comparison
FGT.L's dividend yield for the trailing twelve months is around 4.03%, more than FFNOX's 3.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGT.L Finsbury Growth & Income Trust | 4.03% | 2.46% | 2.19% | 2.22% | 2.15% | 1.86% | 1.90% | 1.84% | 2.03% | 1.83% | 2.01% | 2.05% |
FFNOX Fidelity Multi-Asset Index Fund | 3.70% | 3.68% | 6.43% | 3.18% | 7.14% | 5.71% | 2.87% | 2.96% | 2.90% | 0.64% | 2.50% | 0.70% |
Drawdowns
FGT.L vs. FFNOX - Drawdown Comparison
The maximum FGT.L drawdown since its inception was -53.70%, which is greater than FFNOX's maximum drawdown of -27.15%. Use the drawdown chart below to compare losses from any high point for FGT.L and FFNOX.
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Drawdown Indicators
| FGT.L | FFNOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.70% | -49.84% | -3.86% |
Max Drawdown (1Y)Largest decline over 1 year | -22.64% | -8.60% | -14.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -26.04% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -35.60% | -29.93% | -5.67% |
Current DrawdownCurrent decline from peak | -22.46% | -5.44% | -17.02% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -8.75% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.37% | 2.32% | +8.05% |
Volatility
FGT.L vs. FFNOX - Volatility Comparison
The current volatility for Finsbury Growth & Income Trust (FGT.L) is 4.17%, while Fidelity Multi-Asset Index Fund (FFNOX) has a volatility of 4.53%. This indicates that FGT.L experiences smaller price fluctuations and is considered to be less risky than FFNOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGT.L | FFNOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 4.53% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 8.17% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.23% | 14.32% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.97% | 12.06% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 14.33% | +1.75% |