FTAAX vs. NASDX
Compare and contrast key facts about Fidelity Advisor Asset Manager 30% Fund Class A (FTAAX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
FTAAX is managed by BlackRock. It was launched on Oct 9, 2007. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
FTAAX vs. NASDX - Performance Comparison
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FTAAX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTAAX Fidelity Advisor Asset Manager 30% Fund Class A | -1.11% | 10.98% | 6.05% | 9.46% | -12.55% | 5.69% | 10.84% | 13.05% | -3.23% | 8.86% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, FTAAX achieves a -1.11% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, FTAAX has underperformed NASDX with an annualized return of 4.84%, while NASDX has yielded a comparatively higher 19.08% annualized return.
FTAAX
- 1D
- 0.08%
- 1M
- -4.12%
- YTD
- -1.11%
- 6M
- 0.66%
- 1Y
- 9.14%
- 3Y*
- 7.06%
- 5Y*
- 3.31%
- 10Y*
- 4.84%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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FTAAX vs. NASDX - Expense Ratio Comparison
FTAAX has a 0.83% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
FTAAX vs. NASDX — Risk / Return Rank
FTAAX
NASDX
FTAAX vs. NASDX - 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 Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
| FTAAX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.88 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.40 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.31 | +0.64 |
Martin ratioReturn relative to average drawdown | 7.90 | 5.01 | +2.88 |
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
| FTAAX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.88 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.63 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.85 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.29 | +0.38 |
Correlation
The correlation between FTAAX and NASDX is 0.79, 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
FTAAX vs. NASDX - Dividend Comparison
FTAAX's dividend yield for the trailing twelve months is around 2.69%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAAX Fidelity Advisor Asset Manager 30% Fund Class A | 2.69% | 2.55% | 2.79% | 2.49% | 4.58% | 1.56% | 1.96% | 2.96% | 3.51% | 2.55% | 1.34% | 3.24% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
FTAAX vs. NASDX - Drawdown Comparison
The maximum FTAAX drawdown since its inception was -26.49%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for FTAAX and NASDX.
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Drawdown Indicators
| FTAAX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.49% | -83.16% | +56.67% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | -12.70% | +8.20% |
Max Drawdown (5Y)Largest decline over 5 years | -16.76% | -35.33% | +18.57% |
Max Drawdown (10Y)Largest decline over 10 years | -16.76% | -35.33% | +18.57% |
Current DrawdownCurrent decline from peak | -4.27% | -11.90% | +7.63% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -34.59% | +31.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 3.32% | -2.21% |
Volatility
FTAAX vs. NASDX - Volatility Comparison
The current volatility for Fidelity Advisor Asset Manager 30% Fund Class A (FTAAX) is 2.62%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that FTAAX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTAAX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 5.38% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 4.00% | 12.45% | -8.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.26% | 22.55% | -16.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 23.03% | -16.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.10% | 22.61% | -16.51% |