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FYMIX vs. AMBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FYMIX vs. AMBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainable Multi-Asset Fund (FYMIX) and American Funds American Balanced Fund® Class F-2 (AMBFX). The values are adjusted to include any dividend payments, if applicable.

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FYMIX vs. AMBFX - Yearly Performance Comparison


2026 (YTD)2025202420232022
FYMIX
Fidelity Sustainable Multi-Asset Fund
-4.40%18.95%11.09%16.15%-15.71%
AMBFX
American Funds American Balanced Fund® Class F-2
-2.82%18.67%15.25%13.81%-8.43%

Returns By Period

In the year-to-date period, FYMIX achieves a -4.40% return, which is significantly lower than AMBFX's -2.82% return.


FYMIX

1D
0.09%
1M
-8.20%
YTD
-4.40%
6M
-1.39%
1Y
14.95%
3Y*
11.31%
5Y*
10Y*

AMBFX

1D
-0.14%
1M
-6.81%
YTD
-2.82%
6M
0.93%
1Y
15.54%
3Y*
13.72%
5Y*
8.28%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FYMIX vs. AMBFX - Expense Ratio Comparison

FYMIX has a 0.05% expense ratio, which is lower than AMBFX's 0.35% expense ratio.


Return for Risk

FYMIX vs. AMBFX — Risk / Return Rank

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

FYMIX
FYMIX Risk / Return Rank: 6464
Overall Rank
FYMIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FYMIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FYMIX Omega Ratio Rank: 6262
Omega Ratio Rank
FYMIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FYMIX Martin Ratio Rank: 6666
Martin Ratio Rank

AMBFX
AMBFX Risk / Return Rank: 8282
Overall Rank
AMBFX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AMBFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
AMBFX Omega Ratio Rank: 7878
Omega Ratio Rank
AMBFX Calmar Ratio Rank: 8383
Calmar Ratio Rank
AMBFX Martin Ratio Rank: 8585
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.

FYMIX vs. AMBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Multi-Asset Fund (FYMIX) and American Funds American Balanced Fund® Class F-2 (AMBFX). 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.


FYMIXAMBFXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.45

-0.32

Sortino ratio

Return per unit of downside risk

1.63

2.12

-0.49

Omega ratio

Gain probability vs. loss probability

1.24

1.30

-0.06

Calmar ratio

Return relative to maximum drawdown

1.51

2.03

-0.52

Martin ratio

Return relative to average drawdown

6.25

8.67

-2.42

FYMIX vs. AMBFX - Sharpe Ratio Comparison

The current FYMIX Sharpe Ratio is 1.13, which is comparable to the AMBFX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FYMIX and AMBFX, 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


FYMIXAMBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.45

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.72

-0.30

Correlation

The correlation between FYMIX and AMBFX is 0.94, 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

FYMIX vs. AMBFX - Dividend Comparison

FYMIX's dividend yield for the trailing twelve months is around 3.85%, less than AMBFX's 8.75% yield.


TTM20252024202320222021202020192018201720162015
FYMIX
Fidelity Sustainable Multi-Asset Fund
3.85%3.69%1.84%1.78%1.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMBFX
American Funds American Balanced Fund® Class F-2
8.75%8.47%7.40%2.20%2.52%4.50%4.56%4.19%6.20%4.85%4.46%5.81%

Drawdowns

FYMIX vs. AMBFX - Drawdown Comparison

The maximum FYMIX drawdown since its inception was -22.70%, smaller than the maximum AMBFX drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for FYMIX and AMBFX.


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Drawdown Indicators


FYMIXAMBFXDifference

Max Drawdown

Largest peak-to-trough decline

-22.70%

-35.05%

+12.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-7.34%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.31%

Current Drawdown

Current decline from peak

-8.72%

-7.00%

-1.72%

Average Drawdown

Average peak-to-trough decline

-5.83%

-3.61%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.72%

+0.44%

Volatility

FYMIX vs. AMBFX - Volatility Comparison

Fidelity Sustainable Multi-Asset Fund (FYMIX) has a higher volatility of 4.80% compared to American Funds American Balanced Fund® Class F-2 (AMBFX) at 3.26%. This indicates that FYMIX's price experiences larger fluctuations and is considered to be riskier than AMBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FYMIXAMBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

3.26%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

6.73%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

11.10%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.67%

10.42%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

10.62%

+2.05%