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FSCNX vs. FNWFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCNX and FNWFX is 0.81, 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.


Performance

FSCNX vs. FNWFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 60% Fund Class C (FSCNX) and American Funds New World Fund Class F-3 (FNWFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSCNX:

0.71

FNWFX:

0.49

Sortino Ratio

FSCNX:

0.93

FNWFX:

0.62

Omega Ratio

FSCNX:

1.13

FNWFX:

1.08

Calmar Ratio

FSCNX:

0.63

FNWFX:

0.23

Martin Ratio

FSCNX:

2.61

FNWFX:

1.02

Ulcer Index

FSCNX:

2.70%

FNWFX:

5.61%

Daily Std Dev

FSCNX:

11.46%

FNWFX:

15.51%

Max Drawdown

FSCNX:

-42.17%

FNWFX:

-37.51%

Current Drawdown

FSCNX:

-0.57%

FNWFX:

-9.41%

Returns By Period

In the year-to-date period, FSCNX achieves a 3.29% return, which is significantly lower than FNWFX's 9.74% return.


FSCNX

YTD

3.29%

1M

3.29%

6M

0.43%

1Y

7.56%

3Y*

6.23%

5Y*

6.73%

10Y*

5.45%

FNWFX

YTD

9.74%

1M

5.69%

6M

5.28%

1Y

7.53%

3Y*

7.46%

5Y*

6.82%

10Y*

N/A

*Annualized

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FSCNX vs. FNWFX - Expense Ratio Comparison

FSCNX has a 1.78% expense ratio, which is higher than FNWFX's 0.57% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSCNX vs. FNWFX — Risk-Adjusted Performance Rank

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

FSCNX
The Risk-Adjusted Performance Rank of FSCNX is 5252
Overall Rank
The Sharpe Ratio Rank of FSCNX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCNX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FSCNX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FSCNX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FSCNX is 5757
Martin Ratio Rank

FNWFX
The Risk-Adjusted Performance Rank of FNWFX is 2929
Overall Rank
The Sharpe Ratio Rank of FNWFX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of FNWFX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FNWFX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FNWFX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of FNWFX is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSCNX vs. FNWFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 60% Fund Class C (FSCNX) and American Funds New World Fund Class F-3 (FNWFX). 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.


The current FSCNX Sharpe Ratio is 0.71, which is higher than the FNWFX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FSCNX and FNWFX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSCNX vs. FNWFX - Dividend Comparison

FSCNX's dividend yield for the trailing twelve months is around 2.10%, less than FNWFX's 3.74% yield.


TTM20242023202220212020201920182017201620152014
FSCNX
Fidelity Advisor Asset Manager 60% Fund Class C
2.10%2.17%0.85%3.16%1.48%0.87%3.07%3.50%1.98%0.56%3.10%5.49%
FNWFX
American Funds New World Fund Class F-3
3.74%4.10%2.88%1.34%7.32%0.43%4.04%2.70%2.27%0.00%0.00%0.00%

Drawdowns

FSCNX vs. FNWFX - Drawdown Comparison

The maximum FSCNX drawdown since its inception was -42.17%, which is greater than FNWFX's maximum drawdown of -37.51%. Use the drawdown chart below to compare losses from any high point for FSCNX and FNWFX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FSCNX vs. FNWFX - Volatility Comparison

The current volatility for Fidelity Advisor Asset Manager 60% Fund Class C (FSCNX) is 2.45%, while American Funds New World Fund Class F-3 (FNWFX) has a volatility of 3.21%. This indicates that FSCNX experiences smaller price fluctuations and is considered to be less risky than FNWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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