FSANX vs. ASFYX
Compare and contrast key facts about Fidelity Asset Manager 60% Fund (FSANX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FSANX is managed by BlackRock. It was launched on Oct 9, 2007. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FSANX vs. ASFYX - Performance Comparison
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FSANX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSANX Fidelity Asset Manager 60% Fund | -2.58% | 16.61% | 9.48% | 14.81% | -16.25% | 11.85% | 16.15% | 20.64% | -6.60% | 15.04% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, FSANX achieves a -2.58% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FSANX has outperformed ASFYX with an annualized return of 7.73%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FSANX
- 1D
- -0.18%
- 1M
- -6.68%
- YTD
- -2.58%
- 6M
- 0.04%
- 1Y
- 13.90%
- 3Y*
- 10.57%
- 5Y*
- 5.55%
- 10Y*
- 7.73%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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FSANX vs. ASFYX - Expense Ratio Comparison
FSANX has a 0.68% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
FSANX vs. ASFYX — Risk / Return Rank
FSANX
ASFYX
FSANX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 60% Fund (FSANX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| FSANX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.18 | +1.07 |
Sortino ratioReturn per unit of downside risk | 1.77 | 0.30 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.04 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.10 | +1.51 |
Martin ratioReturn relative to average drawdown | 7.03 | 0.16 | +6.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSANX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.18 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.17 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.15 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.31 | +0.19 |
Correlation
The correlation between FSANX and ASFYX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FSANX vs. ASFYX - Dividend Comparison
FSANX's dividend yield for the trailing twelve months is around 6.00%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSANX Fidelity Asset Manager 60% Fund | 6.00% | 5.84% | 3.28% | 1.93% | 4.44% | 2.52% | 1.89% | 4.14% | 4.43% | 1.78% | 0.20% | 4.12% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
FSANX vs. ASFYX - Drawdown Comparison
The maximum FSANX drawdown since its inception was -41.49%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FSANX and ASFYX.
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Drawdown Indicators
| FSANX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.49% | -36.43% | -5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.96% | -13.51% | +5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -22.39% | -36.43% | +14.04% |
Max Drawdown (10Y)Largest decline over 10 years | -24.42% | -36.43% | +12.01% |
Current DrawdownCurrent decline from peak | -7.09% | -24.37% | +17.28% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -13.09% | +7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 8.72% | -6.90% |
Volatility
FSANX vs. ASFYX - Volatility Comparison
Fidelity Asset Manager 60% Fund (FSANX) has a higher volatility of 4.13% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that FSANX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSANX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 3.86% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 6.87% | 10.01% | -3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 13.02% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.69% | 13.68% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.89% | 12.68% | -1.79% |