FTAAX vs. WFSPX
Compare and contrast key facts about Fidelity Advisor Asset Manager 30% Fund Class A (FTAAX) and iShares S&P 500 Index Fund (WFSPX).
FTAAX is managed by BlackRock. It was launched on Oct 9, 2007. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
FTAAX vs. WFSPX - Performance Comparison
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FTAAX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, FTAAX achieves a -1.11% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, FTAAX has underperformed WFSPX with an annualized return of 4.84%, while WFSPX has yielded a comparatively higher 13.92% 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%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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FTAAX vs. WFSPX - Expense Ratio Comparison
FTAAX has a 0.83% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
FTAAX vs. WFSPX — Risk / Return Rank
FTAAX
WFSPX
FTAAX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.96 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.47 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.49 | +0.46 |
Martin ratioReturn relative to average drawdown | 7.90 | 7.15 | +0.74 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.96 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.78 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.13 | +0.54 |
Correlation
The correlation between FTAAX and WFSPX is 0.84, 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. WFSPX - Dividend Comparison
FTAAX's dividend yield for the trailing twelve months is around 2.69%, more than WFSPX's 1.54% 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% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
FTAAX vs. WFSPX - Drawdown Comparison
The maximum FTAAX drawdown since its inception was -26.49%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for FTAAX and WFSPX.
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Drawdown Indicators
| FTAAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.49% | -58.21% | +31.72% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | -12.11% | +7.61% |
Max Drawdown (5Y)Largest decline over 5 years | -16.76% | -24.51% | +7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -16.76% | -33.74% | +16.98% |
Current DrawdownCurrent decline from peak | -4.27% | -6.51% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -12.84% | +9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 2.53% | -1.42% |
Volatility
FTAAX vs. WFSPX - Volatility Comparison
The current volatility for Fidelity Advisor Asset Manager 30% Fund Class A (FTAAX) is 2.62%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that FTAAX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTAAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 5.17% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 4.00% | 9.44% | -5.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.26% | 18.21% | -11.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 16.88% | -10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.10% | 18.00% | -11.90% |