FSCNX vs. ASFYX
Compare and contrast key facts about Fidelity Advisor Asset Manager 60% Fund Class C (FSCNX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
FSCNX is managed by BlackRock. It was launched on Oct 9, 2007. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
FSCNX vs. ASFYX - Performance Comparison
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FSCNX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSCNX Fidelity Advisor Asset Manager 60% Fund Class C | -2.81% | 15.36% | 8.35% | 13.51% | -17.12% | 10.69% | 14.85% | 19.32% | -7.54% | 14.93% |
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, FSCNX achieves a -2.81% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, FSCNX has outperformed ASFYX with an annualized return of 6.79%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
FSCNX
- 1D
- -0.18%
- 1M
- -6.76%
- YTD
- -2.81%
- 6M
- -0.51%
- 1Y
- 12.71%
- 3Y*
- 9.39%
- 5Y*
- 4.43%
- 10Y*
- 6.79%
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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FSCNX vs. ASFYX - Expense Ratio Comparison
FSCNX has a 1.78% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
FSCNX vs. ASFYX — Risk / Return Rank
FSCNX
ASFYX
FSCNX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 60% Fund Class C (FSCNX) 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.
| FSCNX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.18 | +0.96 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.30 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.04 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.10 | +1.35 |
Martin ratioReturn relative to average drawdown | 6.29 | 0.16 | +6.13 |
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
| FSCNX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.18 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.17 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.15 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.31 | +0.10 |
Correlation
The correlation between FSCNX 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
FSCNX vs. ASFYX - Dividend Comparison
FSCNX's dividend yield for the trailing twelve months is around 4.97%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCNX Fidelity Advisor Asset Manager 60% Fund Class C | 4.97% | 4.83% | 2.17% | 0.85% | 3.16% | 1.48% | 0.87% | 3.07% | 3.50% | 1.81% | 0.20% | 3.10% |
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
FSCNX vs. ASFYX - Drawdown Comparison
The maximum FSCNX drawdown since its inception was -42.29%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for FSCNX and ASFYX.
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Drawdown Indicators
| FSCNX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.29% | -36.43% | -5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.00% | -13.51% | +5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.16% | -36.43% | +13.27% |
Max Drawdown (10Y)Largest decline over 10 years | -24.47% | -36.43% | +11.96% |
Current DrawdownCurrent decline from peak | -7.19% | -24.37% | +17.18% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -13.09% | +7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 8.72% | -6.87% |
Volatility
FSCNX vs. ASFYX - Volatility Comparison
Fidelity Advisor Asset Manager 60% Fund Class C (FSCNX) has a higher volatility of 4.11% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that FSCNX'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
| FSCNX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.86% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 10.01% | -3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 13.02% | -1.86% |
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 | 10.88% | 12.68% | -1.80% |