PortfoliosLab logoPortfoliosLab logo
FSAAX vs. PUDZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAAX vs. PUDZX - 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 PGIM Real Assets Fund (PUDZX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSAAX vs. PUDZX - 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%
PUDZX
PGIM Real Assets Fund
9.23%13.40%8.61%3.26%-2.76%18.49%4.84%16.29%-9.20%6.22%

Returns By Period

In the year-to-date period, FSAAX achieves a -2.59% return, which is significantly lower than PUDZX's 9.23% return. Over the past 10 years, FSAAX has outperformed PUDZX with an annualized return of 7.46%, while PUDZX has yielded a comparatively lower 6.92% 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%

PUDZX

1D
0.29%
1M
-1.98%
YTD
9.23%
6M
11.45%
1Y
18.68%
3Y*
11.54%
5Y*
9.22%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSAAX vs. PUDZX - Expense Ratio Comparison

FSAAX has a 1.00% expense ratio, which is higher than PUDZX's 0.25% expense ratio.


Return for Risk

FSAAX vs. PUDZX — 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

PUDZX
PUDZX Risk / Return Rank: 9191
Overall Rank
PUDZX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PUDZX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PUDZX Omega Ratio Rank: 9090
Omega Ratio Rank
PUDZX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PUDZX Martin Ratio Rank: 9595
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. PUDZX - 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 PGIM Real Assets Fund (PUDZX). 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.


FSAAXPUDZXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.98

-0.76

Sortino ratio

Return per unit of downside risk

1.74

2.57

-0.83

Omega ratio

Gain probability vs. loss probability

1.25

1.40

-0.14

Calmar ratio

Return relative to maximum drawdown

1.57

2.35

-0.78

Martin ratio

Return relative to average drawdown

6.83

13.15

-6.33

FSAAX vs. PUDZX - Sharpe Ratio Comparison

The current FSAAX Sharpe Ratio is 1.22, which is lower than the PUDZX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FSAAX and PUDZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FSAAXPUDZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.98

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.88

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.72

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.52

-0.05

Correlation

The correlation between FSAAX and PUDZX is 0.70, 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. PUDZX - Dividend Comparison

FSAAX's dividend yield for the trailing twelve months is around 5.72%, less than PUDZX's 8.17% 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%
PUDZX
PGIM Real Assets Fund
8.17%8.93%6.67%3.66%9.10%13.00%4.94%3.40%2.14%2.10%1.39%1.72%

Drawdowns

FSAAX vs. PUDZX - Drawdown Comparison

The maximum FSAAX drawdown since its inception was -41.63%, which is greater than PUDZX's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for FSAAX and PUDZX.


Loading graphics...

Drawdown Indicators


FSAAXPUDZXDifference

Max Drawdown

Largest peak-to-trough decline

-41.63%

-21.53%

-20.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-8.20%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-17.98%

-4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-24.38%

-21.53%

-2.85%

Current Drawdown

Current decline from peak

-7.13%

-2.44%

-4.69%

Average Drawdown

Average peak-to-trough decline

-5.62%

-5.31%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.47%

+0.36%

Volatility

FSAAX vs. PUDZX - Volatility Comparison

Fidelity Advisor Asset Manager 60% Fund Class A (FSAAX) has a higher volatility of 4.08% compared to PGIM Real Assets Fund (PUDZX) at 2.60%. This indicates that FSAAX's price experiences larger fluctuations and is considered to be riskier than PUDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSAAXPUDZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

2.60%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

6.24%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

9.70%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.67%

10.58%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.90%

9.70%

+1.20%