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INPAX vs. FFNAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INPAX vs. FFNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Conservative Growth and Income Portfolio (INPAX) and Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX). The values are adjusted to include any dividend payments, if applicable.

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INPAX vs. FFNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INPAX
American Funds Conservative Growth and Income Portfolio
-1.90%13.33%9.26%9.53%-8.71%12.96%5.72%15.82%-3.60%11.57%
FFNAX
Fidelity Advisor Asset Manager 40% Fund Class A
-1.56%12.83%7.02%11.27%-13.89%7.72%12.74%15.56%-4.46%10.98%

Returns By Period

In the year-to-date period, INPAX achieves a -1.90% return, which is significantly lower than FFNAX's -1.56% return. Over the past 10 years, INPAX has outperformed FFNAX with an annualized return of 6.72%, while FFNAX has yielded a comparatively lower 5.83% annualized return.


INPAX

1D
0.14%
1M
-5.76%
YTD
-1.90%
6M
0.13%
1Y
9.26%
3Y*
9.26%
5Y*
5.72%
10Y*
6.72%

FFNAX

1D
0.00%
1M
-5.00%
YTD
-1.56%
6M
0.45%
1Y
10.64%
3Y*
8.21%
5Y*
4.03%
10Y*
5.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INPAX vs. FFNAX - Expense Ratio Comparison

INPAX has a 0.33% expense ratio, which is lower than FFNAX's 0.83% expense ratio.


Return for Risk

INPAX vs. FFNAX — Risk / Return Rank

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

INPAX
INPAX Risk / Return Rank: 6868
Overall Rank
INPAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
INPAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
INPAX Omega Ratio Rank: 7070
Omega Ratio Rank
INPAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
INPAX Martin Ratio Rank: 6666
Martin Ratio Rank

FFNAX
FFNAX Risk / Return Rank: 7676
Overall Rank
FFNAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FFNAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FFNAX Omega Ratio Rank: 7373
Omega Ratio Rank
FFNAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FFNAX Martin Ratio Rank: 7878
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.

INPAX vs. FFNAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Conservative Growth and Income Portfolio (INPAX) and Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX). 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.


INPAXFFNAXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.36

-0.11

Sortino ratio

Return per unit of downside risk

1.73

1.92

-0.19

Omega ratio

Gain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

1.44

1.79

-0.35

Martin ratio

Return relative to average drawdown

6.28

7.53

-1.25

INPAX vs. FFNAX - Sharpe Ratio Comparison

The current INPAX Sharpe Ratio is 1.26, which is comparable to the FFNAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of INPAX and FFNAX, 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


INPAXFFNAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.36

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.52

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.77

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.59

+0.28

Correlation

The correlation between INPAX and FFNAX is 0.90, 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

INPAX vs. FFNAX - Dividend Comparison

INPAX's dividend yield for the trailing twelve months is around 4.97%, more than FFNAX's 3.74% yield.


TTM20252024202320222021202020192018201720162015
INPAX
American Funds Conservative Growth and Income Portfolio
4.97%4.87%5.21%4.82%4.90%4.43%5.59%4.57%4.85%3.29%3.58%3.90%
FFNAX
Fidelity Advisor Asset Manager 40% Fund Class A
3.74%3.69%2.54%2.20%5.40%2.06%2.08%3.37%4.21%2.32%1.21%2.88%

Drawdowns

INPAX vs. FFNAX - Drawdown Comparison

The maximum INPAX drawdown since its inception was -21.25%, smaller than the maximum FFNAX drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for INPAX and FFNAX.


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Drawdown Indicators


INPAXFFNAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.25%

-31.88%

+10.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.26%

-5.65%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-15.36%

-18.77%

+3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-21.25%

-18.77%

-2.48%

Current Drawdown

Current decline from peak

-5.76%

-5.20%

-0.56%

Average Drawdown

Average peak-to-trough decline

-2.32%

-3.98%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.35%

+0.09%

Volatility

INPAX vs. FFNAX - Volatility Comparison

The current volatility for American Funds Conservative Growth and Income Portfolio (INPAX) is 2.72%, while Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) has a volatility of 3.00%. This indicates that INPAX experiences smaller price fluctuations and is considered to be less risky than FFNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INPAXFFNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

3.00%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.58%

4.90%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

7.60%

7.85%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

7.77%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

7.62%

+0.72%