FTINX vs. NASDX
FTINX (Fidelity Advisor Asset Manager 30% Fund Class I) and NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) are both mutual funds - FTINX is a Diversified Portfolio fund managed by BlackRock, while NASDX is a Large Cap Growth Equities fund tracking the NASDAQ-100 Index. Over the past 10 years, FTINX returned 5.63%/yr vs 22.58%/yr for NASDX. A 0.79 correlation means they provide meaningful diversification when combined. FTINX charges 0.55%/yr vs 0.63%/yr for NASDX.
Performance
FTINX vs. NASDX - Performance Comparison
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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%
FTINX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
FTINX
NASDX
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.
| FTINX | NASDX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTINX | NASDX | Difference | |
|---|---|---|---|
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
| FTINX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -34.37% | +31.28% |
Ulcer IndexDepth 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
| FTINX | NASDX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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