FTANX vs. VTMFX
FTANX (Fidelity Asset Manager 30% Fund) and VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares) are both Diversified Portfolio funds. Over the past 10 years, FTANX returned 5.69%/yr vs 8.63%/yr for VTMFX. Their correlation of 0.87 suggests significant overlap in exposure. FTANX charges 0.52%/yr vs 0.05%/yr for VTMFX.
Performance
FTANX vs. VTMFX - Performance Comparison
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Returns By Period
In the year-to-date period, FTANX achieves a 5.12% return, which is significantly higher than VTMFX's 4.54% return. Over the past 10 years, FTANX has underperformed VTMFX with an annualized return of 5.69%, while VTMFX has yielded a comparatively higher 8.63% annualized return.
FTANX
- 1D
- -0.74%
- 1M
- 0.42%
- YTD
- 5.12%
- 6M
- 4.89%
- 1Y
- 11.98%
- 3Y*
- 9.32%
- 5Y*
- 4.19%
- 10Y*
- 5.69%
VTMFX
- 1D
- 0.04%
- 1M
- -0.43%
- YTD
- 4.54%
- 6M
- 3.99%
- 1Y
- 13.66%
- 3Y*
- 11.83%
- 5Y*
- 6.76%
- 10Y*
- 8.63%
FTANX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTANX Fidelity Asset Manager 30% Fund | 5.12% | 11.45% | 6.34% | 9.82% | -12.30% | 6.03% | 11.08% | 13.51% | -2.91% | 9.05% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 4.54% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Correlation
The correlation between FTANX and VTMFX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2007 | 0.87 |
The correlation between FTANX and VTMFX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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Return for Risk
FTANX vs. VTMFX — Risk / Return Rank
FTANX
VTMFX
FTANX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 30% Fund (FTANX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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.
| FTANX | VTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 2.54 | +0.41 |
| Martin ratioReturn relative to average drawdown | 12.55 | 11.82 | +0.73 |
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Drawdowns
FTANX vs. VTMFX - Drawdown Comparison
The maximum FTANX drawdown since its inception was -26.28%, smaller than the maximum VTMFX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for FTANX and VTMFX.
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Drawdown Indicators
| FTANX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.28% | -28.49% | +2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -4.32% | -5.38% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -5.86% | -10.61% | +4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -17.40% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -16.54% | -21.87% | +5.33% |
Current DrawdownCurrent decline from peak | -0.89% | -1.41% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -3.54% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.16% | -0.14% |
Volatility
FTANX vs. VTMFX - Volatility Comparison
Fidelity Asset Manager 30% Fund (FTANX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) have volatilities of 2.55% and 2.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTANX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 2.55% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 5.01% | 5.21% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.90% | 6.48% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 8.57% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.21% | 9.14% | -2.93% |
FTANX vs. VTMFX - Expense Ratio Comparison
FTANX has a 0.52% expense ratio, which is higher than VTMFX's 0.05% expense ratio.
Dividends
FTANX vs. VTMFX - Dividend Comparison
FTANX's dividend yield for the trailing twelve months is around 2.75%, more than VTMFX's 2.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTANX Fidelity Asset Manager 30% Fund | 2.75% | 2.96% | 3.06% | 2.80% | 4.91% | 1.88% | 2.25% | 3.26% | 3.87% | 2.81% | 1.59% | 3.57% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.13% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Frequently Asked Questions
With a correlation of 0.91, FTANX and VTMFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTMFX has higher volatility (2.55%) compared to FTANX (2.55%). In terms of maximum drawdown, FTANX dropped -26.28% vs VTMFX's -28.49%.
FTANX currently has the higher Sharpe Ratio (2.17 vs 2.12), 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.
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