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FTASX vs. VTCLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTASX vs. VTCLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 70% Fund Class M (FTASX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FTASX having a 11.68% return and VTCLX slightly lower at 11.31%. Over the past 10 years, FTASX has underperformed VTCLX with an annualized return of 9.53%, while VTCLX has yielded a comparatively higher 15.47% annualized return.


FTASX

1D
0.51%
1M
4.35%
YTD
11.68%
6M
12.61%
1Y
25.87%
3Y*
15.83%
5Y*
7.88%
10Y*
9.53%

VTCLX

1D
0.22%
1M
5.61%
YTD
11.31%
6M
11.26%
1Y
28.29%
3Y*
22.21%
5Y*
13.46%
10Y*
15.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTASX vs. VTCLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTASX
Fidelity Advisor Asset Manager 70% Fund Class M
11.68%17.58%10.18%15.87%-17.29%13.34%16.59%22.13%-8.22%17.34%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
11.31%17.44%23.76%26.62%-19.07%26.87%21.08%31.47%-4.98%22.40%

Correlation

The correlation between FTASX and VTCLX is 0.94, 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

0.94

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

0.93

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2008

0.95

The correlation between FTASX and VTCLX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

FTASX vs. VTCLX — Risk / Return Rank

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

FTASX
FTASX Risk / Return Rank: 7373
Overall Rank
FTASX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FTASX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTASX Omega Ratio Rank: 7171
Omega Ratio Rank
FTASX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FTASX Martin Ratio Rank: 7777
Martin Ratio Rank

VTCLX
VTCLX Risk / Return Rank: 7070
Overall Rank
VTCLX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTCLX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VTCLX Omega Ratio Rank: 6262
Omega Ratio Rank
VTCLX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VTCLX Martin Ratio Rank: 8282
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.

FTASX vs. VTCLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 70% Fund Class M (FTASX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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.


FTASXVTCLXDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.48

1.44

+0.04

Calmar ratioReturn relative to maximum drawdown

3.27

3.32

-0.06

Martin ratioReturn relative to average drawdown

14.41

15.43

-1.03

FTASX vs. VTCLX - Sharpe Ratio Comparison

The current FTASX Sharpe Ratio is 2.53, which is comparable to the VTCLX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of FTASX and VTCLX, 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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Sharpe Ratios by Period


FTASXVTCLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

2.43

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.79

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.85

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.53

+0.09

Drawdowns

FTASX vs. VTCLX - Drawdown Comparison

The maximum FTASX drawdown since its inception was -31.32%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for FTASX and VTCLX.


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Drawdown Indicators


FTASXVTCLXDifference

Max Drawdown

Largest peak-to-trough decline

-31.32%

-55.18%

+23.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-8.79%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-12.86%

-19.01%

+6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.95%

-24.98%

+1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-27.21%

-34.56%

+7.35%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.62%

-7.57%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.89%

-0.07%

Volatility

FTASX vs. VTCLX - Volatility Comparison

Fidelity Advisor Asset Manager 70% Fund Class M (FTASX) has a higher volatility of 3.31% compared to Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) at 2.86%. This indicates that FTASX's price experiences larger fluctuations and is considered to be riskier than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTASXVTCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.86%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

9.09%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

10.35%

12.01%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.26%

17.22%

-4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.64%

18.28%

-5.64%

FTASX vs. VTCLX - Expense Ratio Comparison

FTASX has a 1.22% expense ratio, which is higher than VTCLX's 0.09% expense ratio.


Dividends

FTASX vs. VTCLX - Dividend Comparison

FTASX's dividend yield for the trailing twelve months is around 6.06%, more than VTCLX's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
FTASX
Fidelity Advisor Asset Manager 70% Fund Class M
6.06%6.77%4.04%1.20%6.09%2.23%1.71%4.66%5.65%2.74%0.20%4.95%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
0.85%0.93%1.04%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%

Frequently Asked Questions


With a correlation of 0.94, FTASX and VTCLX 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.

FTASX has higher volatility (3.31%) compared to VTCLX (2.86%). In terms of maximum drawdown, FTASX dropped -31.32% vs VTCLX's -55.18%.

FTASX currently has the higher Sharpe Ratio (2.53 vs 2.43), 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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