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FWATX vs. IOEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FWATX vs. IOEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Multi-Asset Income Fund Class A (FWATX) and ICON Equity Income Fund (IOEZX). The values are adjusted to include any dividend payments, if applicable.

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FWATX vs. IOEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FWATX
Fidelity Advisor Multi-Asset Income Fund Class A
0.21%13.85%9.33%11.46%-13.86%17.12%16.27%22.85%-3.25%5.95%
IOEZX
ICON Equity Income Fund
8.64%14.29%6.12%3.82%-13.56%24.15%3.16%27.70%-10.11%13.59%

Returns By Period

In the year-to-date period, FWATX achieves a 0.21% return, which is significantly lower than IOEZX's 8.64% return. Both investments have delivered pretty close results over the past 10 years, with FWATX having a 8.41% annualized return and IOEZX not far behind at 8.27%.


FWATX

1D
-0.39%
1M
-6.19%
YTD
0.21%
6M
0.10%
1Y
16.43%
3Y*
9.37%
5Y*
5.63%
10Y*
8.41%

IOEZX

1D
-0.67%
1M
-4.99%
YTD
8.64%
6M
12.25%
1Y
19.34%
3Y*
11.13%
5Y*
4.83%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FWATX vs. IOEZX - Expense Ratio Comparison

FWATX has a 1.05% expense ratio, which is higher than IOEZX's 1.00% expense ratio.


Return for Risk

FWATX vs. IOEZX — Risk / Return Rank

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

FWATX
FWATX Risk / Return Rank: 7878
Overall Rank
FWATX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FWATX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FWATX Omega Ratio Rank: 7474
Omega Ratio Rank
FWATX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FWATX Martin Ratio Rank: 7979
Martin Ratio Rank

IOEZX
IOEZX Risk / Return Rank: 7070
Overall Rank
IOEZX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IOEZX Sortino Ratio Rank: 7474
Sortino Ratio Rank
IOEZX Omega Ratio Rank: 6565
Omega Ratio Rank
IOEZX Calmar Ratio Rank: 7070
Calmar Ratio Rank
IOEZX Martin Ratio Rank: 7070
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.

FWATX vs. IOEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Multi-Asset Income Fund Class A (FWATX) and ICON Equity Income Fund (IOEZX). 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.


FWATXIOEZXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.28

+0.14

Sortino ratio

Return per unit of downside risk

1.96

1.84

+0.11

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratio

Return relative to maximum drawdown

2.03

1.62

+0.41

Martin ratio

Return relative to average drawdown

7.64

6.69

+0.95

FWATX vs. IOEZX - Sharpe Ratio Comparison

The current FWATX Sharpe Ratio is 1.43, which is comparable to the IOEZX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FWATX and IOEZX, 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


FWATXIOEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.28

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.35

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.50

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.39

+0.47

Correlation

The correlation between FWATX and IOEZX is 0.70, 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

FWATX vs. IOEZX - Dividend Comparison

FWATX's dividend yield for the trailing twelve months is around 3.27%, more than IOEZX's 2.50% yield.


TTM20252024202320222021202020192018201720162015
FWATX
Fidelity Advisor Multi-Asset Income Fund Class A
3.27%3.53%3.28%3.97%3.52%2.73%3.18%2.60%2.71%3.09%8.02%0.00%
IOEZX
ICON Equity Income Fund
2.50%3.56%4.32%3.75%13.63%12.92%3.68%4.74%3.80%3.13%3.32%4.24%

Drawdowns

FWATX vs. IOEZX - Drawdown Comparison

The maximum FWATX drawdown since its inception was -21.66%, smaller than the maximum IOEZX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for FWATX and IOEZX.


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Drawdown Indicators


FWATXIOEZXDifference

Max Drawdown

Largest peak-to-trough decline

-21.66%

-56.15%

+34.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

-11.71%

+3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-18.29%

-21.47%

+3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-21.66%

-38.12%

+16.46%

Current Drawdown

Current decline from peak

-6.48%

-4.99%

-1.49%

Average Drawdown

Average peak-to-trough decline

-3.52%

-8.64%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.84%

-0.75%

Volatility

FWATX vs. IOEZX - Volatility Comparison

The current volatility for Fidelity Advisor Multi-Asset Income Fund Class A (FWATX) is 3.93%, while ICON Equity Income Fund (IOEZX) has a volatility of 4.25%. This indicates that FWATX experiences smaller price fluctuations and is considered to be less risky than IOEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWATXIOEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

4.25%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.94%

8.69%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

15.56%

-3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.77%

13.90%

-4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.78%

16.44%

-6.66%