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FSNIX vs. PRSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSNIX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 60% Fund Class I (FSNIX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSNIX achieves a 8.79% return, which is significantly lower than PRSCX's 19.55% return. Over the past 10 years, FSNIX has underperformed PRSCX with an annualized return of 8.39%, while PRSCX has yielded a comparatively higher 20.54% annualized return.


FSNIX

1D
1.48%
1M
-0.75%
6M
5.93%
YTD
8.79%
1Y
17.79%
3Y*
12.73%
5Y*
6.46%
10Y*
8.39%
ALL TIME*
6.52%

PRSCX

1D
3.31%
1M
-3.85%
6M
10.61%
YTD
19.55%
1Y
38.20%
3Y*
29.12%
5Y*
14.74%
10Y*
20.54%
ALL TIME*
13.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FSNIX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSNIX
Fidelity Advisor Asset Manager 60% Fund Class I
8.79%16.52%9.42%14.74%-16.29%11.83%15.99%20.66%-6.63%15.03%
PRSCX
T. Rowe Price Science And Technology Fund
19.55%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Correlation

The correlation between FSNIX and PRSCX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

Correlation (10Y)
Provides a long-term view across more market conditions.

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2007

0.84

The correlation between FSNIX and PRSCX has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

FSNIX vs. PRSCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSNIX
FSNIX Risk / Return Rank: 6969
Overall Rank
FSNIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FSNIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FSNIX Omega Ratio Rank: 6666
Omega Ratio Rank
FSNIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FSNIX Martin Ratio Rank: 7777
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 4242
Overall Rank
PRSCX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 4242
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSNIX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 60% Fund Class I (FSNIX) and T. Rowe Price Science And Technology Fund (PRSCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSNIXPRSCXDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.30

1.22

+0.08

Calmar ratioReturn relative to maximum drawdown

2.35

1.85

+0.50

Martin ratioReturn relative to average drawdown

9.82

5.45

+4.37

FSNIX vs. PRSCX - Sharpe Ratio Comparison

The current FSNIX Sharpe Ratio is 1.65, which is higher than the PRSCX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FSNIX and PRSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSNIX vs. PRSCX - Drawdown Comparison

The maximum FSNIX drawdown since its inception was -41.49%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for FSNIX and PRSCX.


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Drawdown Indicators


FSNIXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-41.49%

-85.26%

+43.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-20.17%

+13.02%

Max Drawdown (3Y)

Largest decline over 3 years

-10.99%

-31.06%

+20.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

-46.19%

+23.74%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

-46.19%

+21.79%

Current Drawdown

Current decline from peak

-1.54%

-17.52%

+15.98%

Average Drawdown

Average peak-to-trough decline

-5.41%

-29.81%

+24.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

6.75%

-5.04%

Volatility

FSNIX vs. PRSCX - Volatility Comparison

The current volatility for Fidelity Advisor Asset Manager 60% Fund Class I (FSNIX) is 2.95%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 11.29%. This indicates that FSNIX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSNIXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

11.29%

-8.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

28.30%

-19.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.21%

31.85%

-21.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

29.35%

-18.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.01%

25.62%

-14.61%

FSNIX vs. PRSCX - Expense Ratio Comparison

FSNIX has a 0.75% expense ratio, which is lower than PRSCX's 0.80% expense ratio.


Dividends

FSNIX vs. PRSCX - Dividend Comparison

FSNIX's dividend yield for the trailing twelve months is around 5.30%, less than PRSCX's 9.64% yield.


PositionTTM20252024202320222021202020192018201720162015
FSNIX
Fidelity Advisor Asset Manager 60% Fund Class I
5.30%5.76%3.30%1.87%4.38%2.50%1.83%4.09%4.39%1.77%0.20%4.07%
PRSCX
T. Rowe Price Science And Technology Fund
9.64%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Frequently Asked Questions


FSNIX and PRSCX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRSCX has higher volatility (11.29%) compared to FSNIX (2.95%). In terms of maximum drawdown, FSNIX dropped -41.49% vs PRSCX's -85.26%.

FSNIX currently has the higher Sharpe Ratio (1.65 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSNIX and PRSCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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