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FSAAX vs. MDCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAAX vs. MDCPX - 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 Balanced Capital Fund Investor A Shares (MDCPX). The values are adjusted to include any dividend payments, if applicable.

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FSAAX vs. MDCPX - 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%
MDCPX
BlackRock Balanced Capital Fund Investor A Shares
-2.05%15.32%12.47%16.59%-15.70%16.49%15.07%21.59%-3.48%14.24%

Returns By Period

In the year-to-date period, FSAAX achieves a -2.59% return, which is significantly lower than MDCPX's -2.05% return. Over the past 10 years, FSAAX has underperformed MDCPX with an annualized return of 7.46%, while MDCPX has yielded a comparatively higher 9.19% 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%

MDCPX

1D
0.00%
1M
-6.02%
YTD
-2.05%
6M
-0.03%
1Y
12.69%
3Y*
11.73%
5Y*
7.22%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAAX vs. MDCPX - Expense Ratio Comparison

FSAAX has a 1.00% expense ratio, which is higher than MDCPX's 0.78% expense ratio.


Return for Risk

FSAAX vs. MDCPX — 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

MDCPX
MDCPX Risk / Return Rank: 6666
Overall Rank
MDCPX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MDCPX Sortino Ratio Rank: 6868
Sortino Ratio Rank
MDCPX Omega Ratio Rank: 6868
Omega Ratio Rank
MDCPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MDCPX Martin Ratio Rank: 6969
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. MDCPX - 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 Balanced Capital Fund Investor A Shares (MDCPX). 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.


FSAAXMDCPXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.24

-0.02

Sortino ratio

Return per unit of downside risk

1.74

1.73

+0.01

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

1.57

1.39

+0.19

Martin ratio

Return relative to average drawdown

6.83

6.57

+0.25

FSAAX vs. MDCPX - Sharpe Ratio Comparison

The current FSAAX Sharpe Ratio is 1.22, which is comparable to the MDCPX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FSAAX and MDCPX, 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


FSAAXMDCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.24

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.66

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.81

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.64

-0.16

Correlation

The correlation between FSAAX and MDCPX is 0.94, 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

FSAAX vs. MDCPX - Dividend Comparison

FSAAX's dividend yield for the trailing twelve months is around 5.72%, less than MDCPX's 8.79% 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%
MDCPX
BlackRock Balanced Capital Fund Investor A Shares
8.79%8.61%7.44%2.63%3.82%12.27%4.02%5.25%7.84%19.39%4.67%5.04%

Drawdowns

FSAAX vs. MDCPX - Drawdown Comparison

The maximum FSAAX drawdown since its inception was -41.63%, roughly equal to the maximum MDCPX drawdown of -41.98%. Use the drawdown chart below to compare losses from any high point for FSAAX and MDCPX.


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Drawdown Indicators


FSAAXMDCPXDifference

Max Drawdown

Largest peak-to-trough decline

-41.63%

-41.98%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-7.90%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-21.99%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-24.38%

-24.58%

+0.20%

Current Drawdown

Current decline from peak

-7.13%

-6.22%

-0.91%

Average Drawdown

Average peak-to-trough decline

-5.62%

-5.12%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.75%

+0.08%

Volatility

FSAAX vs. MDCPX - Volatility Comparison

Fidelity Advisor Asset Manager 60% Fund Class A (FSAAX) has a higher volatility of 4.08% compared to BlackRock Balanced Capital Fund Investor A Shares (MDCPX) at 3.53%. This indicates that FSAAX's price experiences larger fluctuations and is considered to be riskier than MDCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAAXMDCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.53%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

6.05%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

10.37%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.67%

10.99%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.90%

11.41%

-0.51%