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FTINX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTINX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 30% Fund Class I (FTINX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

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FTINX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTINX
Fidelity Advisor Asset Manager 30% Fund Class I
-1.08%11.24%6.22%9.83%-12.35%6.08%10.95%13.43%-2.99%8.97%
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, FTINX achieves a -1.08% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, FTINX has underperformed NASDX with an annualized return of 5.09%, while NASDX has yielded a comparatively higher 19.08% annualized return.


FTINX

1D
0.08%
1M
-4.17%
YTD
-1.08%
6M
0.79%
1Y
9.34%
3Y*
7.30%
5Y*
3.57%
10Y*
5.09%

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

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FTINX vs. NASDX - Expense Ratio Comparison

FTINX has a 0.55% expense ratio, which is lower than NASDX's 0.63% expense ratio.


Return for Risk

FTINX vs. NASDX — Risk / Return Rank

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

FTINX
FTINX Risk / Return Rank: 8181
Overall Rank
FTINX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTINX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FTINX Omega Ratio Rank: 7979
Omega Ratio Rank
FTINX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FTINX Martin Ratio Rank: 8282
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 5151
Overall Rank
NASDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 5151
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5050
Omega Ratio Rank
NASDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NASDX Martin Ratio Rank: 5252
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.

FTINX vs. NASDX - Risk-Adjusted Trends Comparison

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


FTINXNASDXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.88

+0.63

Sortino ratio

Return per unit of downside risk

2.10

1.40

+0.70

Omega ratio

Gain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratio

Return relative to maximum drawdown

1.99

1.31

+0.68

Martin ratio

Return relative to average drawdown

8.19

5.01

+3.18

FTINX vs. NASDX - Sharpe Ratio Comparison

The current FTINX Sharpe Ratio is 1.51, which is higher than the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FTINX and NASDX, 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


FTINXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.88

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.63

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.85

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.29

+0.42

Correlation

The correlation between FTINX 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

FTINX vs. NASDX - Dividend Comparison

FTINX's dividend yield for the trailing twelve months is around 2.95%, less than NASDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
FTINX
Fidelity Advisor Asset Manager 30% Fund Class I
2.95%2.78%3.03%2.73%4.85%1.84%2.22%3.20%3.78%2.74%1.57%3.49%
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

FTINX vs. NASDX - Drawdown Comparison

The maximum FTINX drawdown since its inception was -26.30%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for FTINX and NASDX.


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Drawdown Indicators


FTINXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-83.16%

+56.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.56%

-12.70%

+8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-35.33%

+18.75%

Max Drawdown (10Y)

Largest decline over 10 years

-16.58%

-35.33%

+18.75%

Current Drawdown

Current decline from peak

-4.25%

-11.90%

+7.65%

Average Drawdown

Average peak-to-trough decline

-3.12%

-34.59%

+31.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

3.32%

-2.21%

Volatility

FTINX vs. NASDX - Volatility Comparison

The current volatility for Fidelity Advisor Asset Manager 30% Fund Class I (FTINX) is 2.52%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that FTINX 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


FTINXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

5.38%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

12.45%

-8.47%

Volatility (1Y)

Calculated over the trailing 1-year period

6.27%

22.55%

-16.28%

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

6.12%

22.61%

-16.49%