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FTINX vs. NASDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, FTINX achieves a 6.02% return, which is significantly lower than NASDX's 21.38% return. Over the past 10 years, FTINX has underperformed NASDX with an annualized return of 5.63%, while NASDX has yielded a comparatively higher 22.58% annualized return.


FTINX

1D
0.30%
1M
2.20%
YTD
6.02%
6M
6.45%
1Y
14.65%
3Y*
9.60%
5Y*
4.49%
10Y*
5.63%

NASDX

1D
0.47%
1M
10.94%
YTD
21.38%
6M
19.90%
1Y
42.08%
3Y*
32.65%
5Y*
20.44%
10Y*
22.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTINX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTINX
Fidelity Advisor Asset Manager 30% Fund Class I
6.02%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
21.38%21.00%36.91%54.69%-32.57%27.32%48.59%38.22%-1.21%31.27%

Correlation

The correlation between FTINX and NASDX is 0.81, 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

0.81

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

0.73

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

0.76

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2007

0.79

The correlation between FTINX and NASDX has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

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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: 8484
Sharpe Ratio Rank
FTINX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FTINX Omega Ratio Rank: 8282
Omega Ratio Rank
FTINX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTINX Martin Ratio Rank: 8080
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 7575
Overall Rank
NASDX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 7171
Sortino Ratio Rank
NASDX Omega Ratio Rank: 6767
Omega Ratio Rank
NASDX Calmar Ratio Rank: 8080
Calmar Ratio Rank
NASDX Martin Ratio Rank: 7575
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 ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.54

1.46

+0.09

Calmar ratioReturn relative to maximum drawdown

3.43

3.65

-0.22

Martin ratioReturn relative to average drawdown

14.98

14.16

+0.82

FTINX vs. NASDX - Sharpe Ratio Comparison

The current FTINX Sharpe Ratio is 2.73, which is comparable to the NASDX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of FTINX and NASDX, 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


FTINXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.70

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.89

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

1.00

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.33

+0.43

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

-4.32%

-11.90%

+7.58%

Max Drawdown (3Y)

Largest decline over 3 years

-5.95%

-22.71%

+16.76%

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

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.09%

-34.37%

+31.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

3.06%

-2.07%

Volatility

FTINX vs. NASDX - Volatility Comparison

The current volatility for Fidelity Advisor Asset Manager 30% Fund Class I (FTINX) is 1.98%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 4.51%. 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

1.98%

4.51%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

12.19%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

16.10%

-10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.50%

23.06%

-16.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.18%

22.68%

-16.50%

FTINX vs. NASDX - Expense Ratio Comparison

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


Dividends

FTINX vs. NASDX - Dividend Comparison

FTINX's dividend yield for the trailing twelve months is around 2.71%, less than NASDX's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
FTINX
Fidelity Advisor Asset Manager 30% Fund Class I
2.71%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
2.98%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%

Frequently Asked Questions


FTINX and NASDX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NASDX has higher volatility (4.51%) compared to FTINX (1.98%). In terms of maximum drawdown, FTINX dropped -26.30% vs NASDX's -83.16%.

FTINX currently has the higher Sharpe Ratio (2.73 vs 2.70), 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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