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FSAEX vs. RLBGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAEX vs. RLBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series All-Sector Equity Fund (FSAEX) and American Funds American Balanced Fund Class R-6 (RLBGX). The values are adjusted to include any dividend payments, if applicable.

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FSAEX vs. RLBGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSAEX
Fidelity Series All-Sector Equity Fund
-5.26%19.80%26.86%30.61%-18.55%26.89%26.23%32.18%-6.56%21.64%
RLBGX
American Funds American Balanced Fund Class R-6
-1.07%18.83%15.35%13.92%-11.85%16.10%11.20%18.95%-3.07%14.97%

Returns By Period

In the year-to-date period, FSAEX achieves a -5.26% return, which is significantly lower than RLBGX's -1.07% return. Over the past 10 years, FSAEX has outperformed RLBGX with an annualized return of 14.98%, while RLBGX has yielded a comparatively lower 9.52% annualized return.


FSAEX

1D
3.21%
1M
-5.33%
YTD
-5.26%
6M
-3.43%
1Y
19.82%
3Y*
19.95%
5Y*
12.30%
10Y*
14.98%

RLBGX

1D
1.76%
1M
-4.85%
YTD
-1.07%
6M
2.20%
1Y
17.26%
3Y*
14.51%
5Y*
8.58%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAEX vs. RLBGX - Expense Ratio Comparison

FSAEX has a 0.00% expense ratio, which is lower than RLBGX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FSAEX vs. RLBGX — Risk / Return Rank

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

FSAEX
FSAEX Risk / Return Rank: 6666
Overall Rank
FSAEX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FSAEX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FSAEX Omega Ratio Rank: 6262
Omega Ratio Rank
FSAEX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FSAEX Martin Ratio Rank: 7777
Martin Ratio Rank

RLBGX
RLBGX Risk / Return Rank: 8686
Overall Rank
RLBGX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RLBGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
RLBGX Omega Ratio Rank: 8282
Omega Ratio Rank
RLBGX Calmar Ratio Rank: 8989
Calmar Ratio Rank
RLBGX Martin Ratio Rank: 9090
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.

FSAEX vs. RLBGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series All-Sector Equity Fund (FSAEX) and American Funds American Balanced Fund Class R-6 (RLBGX). 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.


FSAEXRLBGXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.59

-0.50

Sortino ratio

Return per unit of downside risk

1.65

2.33

-0.69

Omega ratio

Gain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratio

Return relative to maximum drawdown

1.75

2.48

-0.73

Martin ratio

Return relative to average drawdown

7.87

10.39

-2.52

FSAEX vs. RLBGX - Sharpe Ratio Comparison

The current FSAEX Sharpe Ratio is 1.09, which is lower than the RLBGX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FSAEX and RLBGX, 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


FSAEXRLBGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.59

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.83

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.90

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.92

-0.24

Correlation

The correlation between FSAEX and RLBGX is 0.95, 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

FSAEX vs. RLBGX - Dividend Comparison

FSAEX's dividend yield for the trailing twelve months is around 8.84%, more than RLBGX's 8.69% yield.


TTM20252024202320222021202020192018201720162015
FSAEX
Fidelity Series All-Sector Equity Fund
8.84%7.36%8.95%5.50%11.89%20.94%12.13%8.60%41.30%14.60%17.85%9.61%
RLBGX
American Funds American Balanced Fund Class R-6
8.69%8.56%7.50%2.27%2.63%4.59%4.65%3.78%5.81%4.92%4.54%5.91%

Drawdowns

FSAEX vs. RLBGX - Drawdown Comparison

The maximum FSAEX drawdown since its inception was -34.55%, which is greater than RLBGX's maximum drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for FSAEX and RLBGX.


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Drawdown Indicators


FSAEXRLBGXDifference

Max Drawdown

Largest peak-to-trough decline

-34.55%

-22.33%

-12.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.03%

-7.33%

-4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.66%

-18.59%

-6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

-22.33%

-12.22%

Current Drawdown

Current decline from peak

-6.93%

-5.34%

-1.59%

Average Drawdown

Average peak-to-trough decline

-4.59%

-2.48%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.75%

+0.93%

Volatility

FSAEX vs. RLBGX - Volatility Comparison

Fidelity Series All-Sector Equity Fund (FSAEX) has a higher volatility of 5.81% compared to American Funds American Balanced Fund Class R-6 (RLBGX) at 3.86%. This indicates that FSAEX's price experiences larger fluctuations and is considered to be riskier than RLBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAEXRLBGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

3.86%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

6.95%

+3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

11.19%

+7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

10.45%

+7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

10.63%

+8.16%