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FTANX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTANX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Asset Manager 30% Fund (FTANX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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FTANX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTANX
Fidelity Asset Manager 30% Fund
0.02%11.45%6.34%9.82%-12.30%6.03%11.08%13.51%-2.91%9.05%
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, FTANX achieves a 0.02% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, FTANX has underperformed WFSPX with an annualized return of 5.27%, while WFSPX has yielded a comparatively higher 13.92% annualized return.


FTANX

1D
1.11%
1M
-2.67%
YTD
0.02%
6M
1.66%
1Y
10.29%
3Y*
7.82%
5Y*
3.74%
10Y*
5.27%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTANX vs. WFSPX - Expense Ratio Comparison

FTANX has a 0.52% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Return for Risk

FTANX vs. WFSPX — Risk / Return Rank

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

FTANX
FTANX Risk / Return Rank: 8686
Overall Rank
FTANX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FTANX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTANX Omega Ratio Rank: 8383
Omega Ratio Rank
FTANX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FTANX Martin Ratio Rank: 8787
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 5858
Overall Rank
WFSPX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5454
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 6262
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 7474
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.

FTANX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 30% Fund (FTANX) 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.


FTANXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.96

+0.73

Sortino ratio

Return per unit of downside risk

2.39

1.47

+0.93

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.12

Calmar ratio

Return relative to maximum drawdown

2.38

1.49

+0.89

Martin ratio

Return relative to average drawdown

9.50

7.15

+2.35

FTANX vs. WFSPX - Sharpe Ratio Comparison

The current FTANX Sharpe Ratio is 1.69, which is higher than the WFSPX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FTANX and WFSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTANXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.96

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.70

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.78

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.13

+0.59

Correlation

The correlation between FTANX 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

FTANX vs. WFSPX - Dividend Comparison

FTANX's dividend yield for the trailing twelve months is around 2.93%, more than WFSPX's 1.54% yield.


TTM20252024202320222021202020192018201720162015
FTANX
Fidelity Asset Manager 30% Fund
2.93%2.96%3.06%2.80%4.91%1.88%2.25%3.26%3.87%2.81%1.59%3.57%
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

FTANX vs. WFSPX - Drawdown Comparison

The maximum FTANX drawdown since its inception was -26.28%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for FTANX and WFSPX.


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Drawdown Indicators


FTANXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-26.28%

-58.21%

+31.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.48%

-12.11%

+7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-24.51%

+7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-16.54%

-33.74%

+17.20%

Current Drawdown

Current decline from peak

-3.18%

-6.51%

+3.33%

Average Drawdown

Average peak-to-trough decline

-3.10%

-12.84%

+9.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

2.53%

-1.41%

Volatility

FTANX vs. WFSPX - Volatility Comparison

The current volatility for Fidelity Asset Manager 30% Fund (FTANX) is 2.90%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that FTANX 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


FTANXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

5.17%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

9.44%

-5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

18.21%

-11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

16.88%

-10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.13%

18.00%

-11.87%