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FTAAX vs. BERIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTAAX vs. BERIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 30% Fund Class A (FTAAX) and Chartwell Income Fund (BERIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTAAX achieves a 5.95% return, which is significantly higher than BERIX's 2.36% return. Over the past 10 years, FTAAX has outperformed BERIX with an annualized return of 5.41%, while BERIX has yielded a comparatively lower 4.74% annualized return.


FTAAX

1D
0.67%
1M
1.30%
YTD
5.95%
6M
6.02%
1Y
13.79%
3Y*
9.02%
5Y*
4.19%
10Y*
5.41%

BERIX

1D
-0.28%
1M
-1.92%
YTD
2.36%
6M
2.62%
1Y
10.14%
3Y*
8.79%
5Y*
4.29%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTAAX vs. BERIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTAAX
Fidelity Advisor Asset Manager 30% Fund Class A
5.95%10.98%6.05%9.46%-12.55%5.69%10.84%13.05%-3.23%8.86%
BERIX
Chartwell Income Fund
2.36%13.23%7.20%7.77%-10.14%7.35%4.49%9.69%-0.81%3.92%

Correlation

The correlation between FTAAX and BERIX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

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

0.80

Over the past year, the correlation between FTAAX and BERIX has dropped to 0.51 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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Return for Risk

FTAAX vs. BERIX — Risk / Return Rank

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

FTAAX
FTAAX Risk / Return Rank: 7777
Overall Rank
FTAAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FTAAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTAAX Omega Ratio Rank: 7979
Omega Ratio Rank
FTAAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FTAAX Martin Ratio Rank: 7777
Martin Ratio Rank

BERIX
BERIX Risk / Return Rank: 5858
Overall Rank
BERIX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BERIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
BERIX Omega Ratio Rank: 6161
Omega Ratio Rank
BERIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BERIX Martin Ratio Rank: 6363
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.

FTAAX vs. BERIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 30% Fund Class A (FTAAX) and Chartwell Income Fund (BERIX). 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.


FTAAXBERIXDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.47

1.39

+0.08

Calmar ratioReturn relative to maximum drawdown

3.17

3.03

+0.14

Martin ratioReturn relative to average drawdown

13.44

11.70

+1.74

FTAAX vs. BERIX - Sharpe Ratio Comparison

The current FTAAX Sharpe Ratio is 2.35, which is comparable to the BERIX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of FTAAX and BERIX, 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

FTAAX vs. BERIX - Drawdown Comparison

The maximum FTAAX drawdown since its inception was -26.49%, which is greater than BERIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for FTAAX and BERIX.


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Drawdown Indicators


FTAAXBERIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.49%

-20.34%

-6.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.34%

-3.36%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-6.02%

-5.82%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-15.73%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-16.76%

-20.34%

+3.58%

Current Drawdown

Current decline from peak

0.00%

-3.36%

+3.36%

Average Drawdown

Average peak-to-trough decline

-3.19%

-2.59%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.87%

+0.15%

Volatility

FTAAX vs. BERIX - Volatility Comparison

Fidelity Advisor Asset Manager 30% Fund Class A (FTAAX) has a higher volatility of 2.52% compared to Chartwell Income Fund (BERIX) at 1.61%. This indicates that FTAAX's price experiences larger fluctuations and is considered to be riskier than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAAXBERIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

1.61%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

4.98%

4.45%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.85%

5.11%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

5.98%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.19%

6.03%

+0.16%

FTAAX vs. BERIX - Expense Ratio Comparison

FTAAX has a 0.83% expense ratio, which is higher than BERIX's 0.64% expense ratio.


Dividends

FTAAX vs. BERIX - Dividend Comparison

FTAAX's dividend yield for the trailing twelve months is around 2.47%, less than BERIX's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
BERIX
Chartwell Income Fund
4.15%3.97%3.90%3.36%3.54%2.58%3.07%3.03%5.83%5.22%2.76%2.45%
FTAAX
Fidelity Advisor Asset Manager 30% Fund Class A
2.47%2.55%2.79%2.49%4.58%1.56%1.96%2.96%3.51%2.55%1.34%3.24%

Frequently Asked Questions


FTAAX and BERIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTAAX has higher volatility (2.52%) compared to BERIX (1.61%). In terms of maximum drawdown, FTAAX dropped -26.49% vs BERIX's -20.34%.

FTAAX currently has the higher Sharpe Ratio (2.35 vs 1.99), 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

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