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FRQIX vs. FASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRQIX vs. FASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) and Fidelity Asset Manager 70% Fund (FASGX). The values are adjusted to include any dividend payments, if applicable.

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FRQIX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
-0.50%9.97%4.48%8.52%-12.39%3.82%9.58%12.63%-2.84%10.64%
FASGX
Fidelity Asset Manager 70% Fund
-2.99%18.23%10.81%16.45%-16.83%13.98%17.19%22.81%-7.65%17.34%

Returns By Period

In the year-to-date period, FRQIX achieves a -0.50% return, which is significantly higher than FASGX's -2.99% return. Over the past 10 years, FRQIX has underperformed FASGX with an annualized return of 4.73%, while FASGX has yielded a comparatively higher 8.70% annualized return.


FRQIX

1D
0.27%
1M
-3.17%
YTD
-0.50%
6M
0.77%
1Y
7.09%
3Y*
6.12%
5Y*
2.48%
10Y*
4.73%

FASGX

1D
-0.24%
1M
-7.42%
YTD
-2.99%
6M
-0.12%
1Y
15.54%
3Y*
11.72%
5Y*
6.38%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRQIX vs. FASGX - Expense Ratio Comparison

FRQIX has a 0.46% expense ratio, which is lower than FASGX's 0.67% expense ratio.


Return for Risk

FRQIX vs. FASGX — Risk / Return Rank

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

FRQIX
FRQIX Risk / Return Rank: 8282
Overall Rank
FRQIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FRQIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRQIX Omega Ratio Rank: 7979
Omega Ratio Rank
FRQIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRQIX Martin Ratio Rank: 8383
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7070
Overall Rank
FASGX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FASGX Omega Ratio Rank: 6969
Omega Ratio Rank
FASGX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FASGX Martin Ratio Rank: 7272
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.

FRQIX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) and Fidelity Asset Manager 70% Fund (FASGX). 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.


FRQIXFASGXDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.21

+0.35

Sortino ratio

Return per unit of downside risk

2.17

1.73

+0.44

Omega ratio

Gain probability vs. loss probability

1.31

1.26

+0.06

Calmar ratio

Return relative to maximum drawdown

2.10

1.55

+0.55

Martin ratio

Return relative to average drawdown

8.45

6.89

+1.57

FRQIX vs. FASGX - Sharpe Ratio Comparison

The current FRQIX Sharpe Ratio is 1.56, which is comparable to the FASGX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FRQIX and FASGX, 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


FRQIXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.21

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.53

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.70

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.60

-0.06

Correlation

The correlation between FRQIX and FASGX is 0.92, 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

FRQIX vs. FASGX - Dividend Comparison

FRQIX's dividend yield for the trailing twelve months is around 3.07%, less than FASGX's 7.56% yield.


TTM20252024202320222021202020192018201720162015
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
3.07%3.14%2.97%2.75%5.01%6.00%3.51%3.14%5.60%16.32%2.43%4.08%
FASGX
Fidelity Asset Manager 70% Fund
7.56%7.33%4.60%1.72%6.69%2.73%2.20%5.19%6.31%2.75%0.20%5.58%

Drawdowns

FRQIX vs. FASGX - Drawdown Comparison

The maximum FRQIX drawdown since its inception was -38.01%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for FRQIX and FASGX.


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Drawdown Indicators


FRQIXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-38.01%

-47.35%

+9.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-9.07%

+5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-23.54%

+6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-17.04%

-27.20%

+10.16%

Current Drawdown

Current decline from peak

-3.17%

-7.95%

+4.78%

Average Drawdown

Average peak-to-trough decline

-4.47%

-6.74%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.04%

-1.19%

Volatility

FRQIX vs. FASGX - Volatility Comparison

The current volatility for Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) is 1.95%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that FRQIX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRQIXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

4.57%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

7.78%

-4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.61%

12.82%

-8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

12.14%

-6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.33%

12.56%

-7.23%