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FSANX vs. VWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSANX vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 60% Fund (FSANX) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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FSANX vs. VWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSANX
Fidelity Asset Manager 60% Fund
-0.59%16.61%9.48%14.81%-16.25%11.85%16.15%20.64%-6.60%15.04%
VWO
Vanguard FTSE Emerging Markets ETF
0.84%25.60%10.59%9.25%-17.98%1.26%15.17%20.75%-14.76%31.49%

Returns By Period

In the year-to-date period, FSANX achieves a -0.59% return, which is significantly lower than VWO's 0.84% return. Both investments have delivered pretty close results over the past 10 years, with FSANX having a 7.95% annualized return and VWO not far behind at 7.66%.


FSANX

1D
2.04%
1M
-4.34%
YTD
-0.59%
6M
1.74%
1Y
15.71%
3Y*
11.32%
5Y*
5.77%
10Y*
7.95%

VWO

1D
0.30%
1M
-5.29%
YTD
0.84%
6M
1.39%
1Y
22.71%
3Y*
13.84%
5Y*
3.90%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSANX vs. VWO - Expense Ratio Comparison

FSANX has a 0.68% expense ratio, which is higher than VWO's 0.08% expense ratio.


Return for Risk

FSANX vs. VWO — Risk / Return Rank

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

FSANX
FSANX Risk / Return Rank: 7979
Overall Rank
FSANX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FSANX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSANX Omega Ratio Rank: 7676
Omega Ratio Rank
FSANX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FSANX Martin Ratio Rank: 8383
Martin Ratio Rank

VWO
VWO Risk / Return Rank: 7070
Overall Rank
VWO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VWO Omega Ratio Rank: 6969
Omega Ratio Rank
VWO Calmar Ratio Rank: 7171
Calmar Ratio Rank
VWO Martin Ratio Rank: 6868
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.

FSANX vs. VWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 60% Fund (FSANX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


FSANXVWODifference

Sharpe ratio

Return per unit of total volatility

1.44

1.28

+0.16

Sortino ratio

Return per unit of downside risk

2.05

1.80

+0.25

Omega ratio

Gain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratio

Return relative to maximum drawdown

2.03

1.89

+0.14

Martin ratio

Return relative to average drawdown

8.73

7.18

+1.55

FSANX vs. VWO - Sharpe Ratio Comparison

The current FSANX Sharpe Ratio is 1.44, which is comparable to the VWO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FSANX and VWO, 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


FSANXVWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.28

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.23

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.40

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.25

+0.26

Correlation

The correlation between FSANX and VWO is 0.80, 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

FSANX vs. VWO - Dividend Comparison

FSANX's dividend yield for the trailing twelve months is around 5.88%, more than VWO's 2.68% yield.


TTM20252024202320222021202020192018201720162015
FSANX
Fidelity Asset Manager 60% Fund
5.88%5.84%3.28%1.93%4.44%2.52%1.89%4.14%4.43%1.78%0.20%4.12%
VWO
Vanguard FTSE Emerging Markets ETF
2.68%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Drawdowns

FSANX vs. VWO - Drawdown Comparison

The maximum FSANX drawdown since its inception was -41.49%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FSANX and VWO.


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Drawdown Indicators


FSANXVWODifference

Max Drawdown

Largest peak-to-trough decline

-41.49%

-67.68%

+26.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-12.23%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.39%

-32.80%

+10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-24.42%

-36.39%

+11.97%

Current Drawdown

Current decline from peak

-5.20%

-8.13%

+2.93%

Average Drawdown

Average peak-to-trough decline

-5.48%

-15.93%

+10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

3.22%

-1.37%

Volatility

FSANX vs. VWO - Volatility Comparison

The current volatility for Fidelity Asset Manager 60% Fund (FSANX) is 4.75%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 7.41%. This indicates that FSANX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSANXVWODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

7.41%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

12.26%

-5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.30%

17.83%

-6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.73%

17.21%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.91%

19.18%

-8.27%