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FSDIX vs. FTANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSDIX vs. FTANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Strategic Dividend & Income Fund (FSDIX) and Fidelity Asset Manager 30% Fund (FTANX). The values are adjusted to include any dividend payments, if applicable.

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FSDIX vs. FTANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSDIX
Fidelity Strategic Dividend & Income Fund
3.35%6.52%11.52%9.45%-9.84%19.03%11.23%22.50%-4.33%11.23%
FTANX
Fidelity Asset Manager 30% Fund
-1.08%11.45%6.34%9.82%-12.30%6.03%11.08%13.51%-2.91%9.05%

Returns By Period

In the year-to-date period, FSDIX achieves a 3.35% return, which is significantly higher than FTANX's -1.08% return. Over the past 10 years, FSDIX has outperformed FTANX with an annualized return of 8.58%, while FTANX has yielded a comparatively lower 5.15% annualized return.


FSDIX

1D
-0.27%
1M
-5.65%
YTD
3.35%
6M
-0.38%
1Y
8.54%
3Y*
9.57%
5Y*
6.48%
10Y*
8.58%

FTANX

1D
0.08%
1M
-4.10%
YTD
-1.08%
6M
0.79%
1Y
9.45%
3Y*
7.42%
5Y*
3.65%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSDIX vs. FTANX - Expense Ratio Comparison

FSDIX has a 0.68% expense ratio, which is higher than FTANX's 0.52% expense ratio.


Return for Risk

FSDIX vs. FTANX — Risk / Return Rank

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

FSDIX
FSDIX Risk / Return Rank: 3131
Overall Rank
FSDIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FSDIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FSDIX Omega Ratio Rank: 3535
Omega Ratio Rank
FSDIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSDIX Martin Ratio Rank: 3232
Martin Ratio Rank

FTANX
FTANX Risk / Return Rank: 8282
Overall Rank
FTANX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FTANX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FTANX Omega Ratio Rank: 8080
Omega Ratio Rank
FTANX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FTANX Martin Ratio Rank: 8282
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.

FSDIX vs. FTANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Dividend & Income Fund (FSDIX) and Fidelity Asset Manager 30% Fund (FTANX). 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.


FSDIXFTANXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.52

-0.82

Sortino ratio

Return per unit of downside risk

0.96

2.14

-1.18

Omega ratio

Gain probability vs. loss probability

1.16

1.31

-0.15

Calmar ratio

Return relative to maximum drawdown

0.85

2.03

-1.18

Martin ratio

Return relative to average drawdown

3.41

8.23

-4.81

FSDIX vs. FTANX - Sharpe Ratio Comparison

The current FSDIX Sharpe Ratio is 0.70, which is lower than the FTANX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FSDIX and FTANX, 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


FSDIXFTANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.52

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.57

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.84

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.71

-0.20

Correlation

The correlation between FSDIX and FTANX is 0.83, 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

FSDIX vs. FTANX - Dividend Comparison

FSDIX's dividend yield for the trailing twelve months is around 1.74%, less than FTANX's 2.96% yield.


TTM20252024202320222021202020192018201720162015
FSDIX
Fidelity Strategic Dividend & Income Fund
1.74%1.80%5.27%5.71%4.23%8.43%5.67%6.68%8.19%6.57%4.92%6.38%
FTANX
Fidelity Asset Manager 30% Fund
2.96%2.96%3.06%2.80%4.91%1.88%2.25%3.26%3.87%2.81%1.59%3.57%

Drawdowns

FSDIX vs. FTANX - Drawdown Comparison

The maximum FSDIX drawdown since its inception was -58.92%, which is greater than FTANX's maximum drawdown of -26.28%. Use the drawdown chart below to compare losses from any high point for FSDIX and FTANX.


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Drawdown Indicators


FSDIXFTANXDifference

Max Drawdown

Largest peak-to-trough decline

-58.92%

-26.28%

-32.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-4.48%

-5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-16.54%

-0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-29.99%

-16.54%

-13.45%

Current Drawdown

Current decline from peak

-5.75%

-4.25%

-1.50%

Average Drawdown

Average peak-to-trough decline

-6.40%

-3.10%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.10%

+1.25%

Volatility

FSDIX vs. FTANX - Volatility Comparison

Fidelity Strategic Dividend & Income Fund (FSDIX) has a higher volatility of 3.31% compared to Fidelity Asset Manager 30% Fund (FTANX) at 2.60%. This indicates that FSDIX's price experiences larger fluctuations and is considered to be riskier than FTANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSDIXFTANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.60%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.75%

4.01%

+4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

6.26%

+6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.23%

6.42%

+4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

6.12%

+6.43%