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FSAAX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAAX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 60% Fund Class A (FSAAX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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FSAAX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSAAX
Fidelity Advisor Asset Manager 60% Fund Class A
-2.59%16.24%9.13%14.38%-16.42%11.48%15.71%20.23%-6.88%14.98%
BDJ
BlackRock Enhanced Equity Dividend Fund
-7.23%26.12%16.87%-6.67%0.83%26.56%-7.58%37.43%-10.42%20.78%

Returns By Period

In the year-to-date period, FSAAX achieves a -2.59% return, which is significantly higher than BDJ's -7.23% return. Over the past 10 years, FSAAX has underperformed BDJ with an annualized return of 7.46%, while BDJ has yielded a comparatively higher 9.77% annualized return.


FSAAX

1D
-0.18%
1M
-6.72%
YTD
-2.59%
6M
-0.13%
1Y
13.59%
3Y*
10.24%
5Y*
5.24%
10Y*
7.46%

BDJ

1D
2.01%
1M
-10.23%
YTD
-7.23%
6M
-0.27%
1Y
10.26%
3Y*
9.52%
5Y*
7.49%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAAX vs. BDJ - Expense Ratio Comparison

FSAAX has a 1.00% expense ratio, which is higher than BDJ's 0.86% expense ratio.


Return for Risk

FSAAX vs. BDJ — Risk / Return Rank

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

FSAAX
FSAAX Risk / Return Rank: 6969
Overall Rank
FSAAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FSAAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FSAAX Omega Ratio Rank: 6767
Omega Ratio Rank
FSAAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FSAAX Martin Ratio Rank: 7272
Martin Ratio Rank

BDJ
BDJ Risk / Return Rank: 2727
Overall Rank
BDJ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2626
Omega Ratio Rank
BDJ Calmar Ratio Rank: 2828
Calmar Ratio Rank
BDJ Martin Ratio Rank: 2828
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.

FSAAX vs. BDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 60% Fund Class A (FSAAX) and BlackRock Enhanced Equity Dividend Fund (BDJ). 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.


FSAAXBDJDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.62

+0.60

Sortino ratio

Return per unit of downside risk

1.74

0.94

+0.80

Omega ratio

Gain probability vs. loss probability

1.25

1.14

+0.12

Calmar ratio

Return relative to maximum drawdown

1.57

0.79

+0.78

Martin ratio

Return relative to average drawdown

6.83

3.01

+3.82

FSAAX vs. BDJ - Sharpe Ratio Comparison

The current FSAAX Sharpe Ratio is 1.22, which is higher than the BDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FSAAX and BDJ, 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


FSAAXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.62

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.47

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.53

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.30

+0.18

Correlation

The correlation between FSAAX and BDJ is 0.69, 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

FSAAX vs. BDJ - Dividend Comparison

FSAAX's dividend yield for the trailing twelve months is around 5.72%, less than BDJ's 9.93% yield.


TTM20252024202320222021202020192018201720162015
FSAAX
Fidelity Advisor Asset Manager 60% Fund Class A
5.72%5.57%2.99%1.64%4.12%2.27%1.60%3.83%4.15%1.78%0.20%3.80%
BDJ
BlackRock Enhanced Equity Dividend Fund
9.93%9.03%8.21%9.49%12.18%5.95%7.08%6.66%7.21%6.07%6.88%7.36%

Drawdowns

FSAAX vs. BDJ - Drawdown Comparison

The maximum FSAAX drawdown since its inception was -41.63%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for FSAAX and BDJ.


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Drawdown Indicators


FSAAXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-41.63%

-59.46%

+17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-12.28%

+4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-21.39%

-1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-24.38%

-48.14%

+23.76%

Current Drawdown

Current decline from peak

-7.13%

-10.51%

+3.38%

Average Drawdown

Average peak-to-trough decline

-5.62%

-8.99%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

3.24%

-1.41%

Volatility

FSAAX vs. BDJ - Volatility Comparison

The current volatility for Fidelity Advisor Asset Manager 60% Fund Class A (FSAAX) is 4.08%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.31%. This indicates that FSAAX experiences smaller price fluctuations and is considered to be less risky than BDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAAXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

5.31%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

9.40%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

16.63%

-5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.67%

16.12%

-5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.90%

18.38%

-7.48%