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INPFX vs. FASIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INPFX vs. FASIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) and Fidelity Asset Manager 20% Fund (FASIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with INPFX having a 4.84% return and FASIX slightly lower at 4.62%. Over the past 10 years, INPFX has outperformed FASIX with an annualized return of 7.21%, while FASIX has yielded a comparatively lower 4.50% annualized return.


INPFX

1D
0.14%
1M
0.61%
YTD
4.84%
6M
5.03%
1Y
13.10%
3Y*
11.41%
5Y*
6.66%
10Y*
7.21%

FASIX

1D
0.54%
1M
1.05%
YTD
4.62%
6M
4.70%
1Y
11.09%
3Y*
7.80%
5Y*
3.65%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INPFX vs. FASIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
4.84%14.29%9.20%9.46%-8.74%12.90%5.67%15.76%-3.57%11.43%
FASIX
Fidelity Asset Manager 20% Fund
4.62%9.58%5.34%8.00%-10.20%4.04%8.62%10.64%-1.63%6.60%

Correlation

The correlation between INPFX and FASIX is 0.89, 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

0.89

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

0.86

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

0.85

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

0.82

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.82

The correlation between INPFX and FASIX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

INPFX vs. FASIX — Risk / Return Rank

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

INPFX
INPFX Risk / Return Rank: 5959
Overall Rank
INPFX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
INPFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
INPFX Omega Ratio Rank: 6565
Omega Ratio Rank
INPFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
INPFX Martin Ratio Rank: 5656
Martin Ratio Rank

FASIX
FASIX Risk / Return Rank: 8282
Overall Rank
FASIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FASIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FASIX Omega Ratio Rank: 8383
Omega Ratio Rank
FASIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FASIX Martin Ratio Rank: 8383
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.

INPFX vs. FASIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) and Fidelity Asset Manager 20% Fund (FASIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INPFXFASIXDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.41

1.51

-0.10

Calmar ratioReturn relative to maximum drawdown

2.53

3.32

-0.80

Martin ratioReturn relative to average drawdown

10.70

14.38

-3.68

INPFX vs. FASIX - Sharpe Ratio Comparison

The current INPFX Sharpe Ratio is 2.14, which is comparable to the FASIX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of INPFX and FASIX, 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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Drawdowns

INPFX vs. FASIX - Drawdown Comparison

The maximum INPFX drawdown since its inception was -21.31%, which is greater than FASIX's maximum drawdown of -19.61%. Use the drawdown chart below to compare losses from any high point for INPFX and FASIX.


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Drawdown Indicators


INPFXFASIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.31%

-19.61%

-1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-3.35%

-1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-7.02%

-4.84%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-13.86%

-1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

-13.86%

-7.45%

Current Drawdown

Current decline from peak

-0.47%

0.00%

-0.47%

Average Drawdown

Average peak-to-trough decline

-2.29%

-1.78%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.77%

+0.46%

Volatility

INPFX vs. FASIX - Volatility Comparison

American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) has a higher volatility of 2.04% compared to Fidelity Asset Manager 20% Fund (FASIX) at 1.93%. This indicates that INPFX's price experiences larger fluctuations and is considered to be riskier than FASIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INPFXFASIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

1.93%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

3.76%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

4.44%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

5.10%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.37%

4.67%

+3.70%

INPFX vs. FASIX - Expense Ratio Comparison

INPFX has a 0.66% expense ratio, which is higher than FASIX's 0.51% expense ratio.


Dividends

INPFX vs. FASIX - Dividend Comparison

INPFX's dividend yield for the trailing twelve months is around 5.28%, more than FASIX's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
FASIX
Fidelity Asset Manager 20% Fund
3.02%3.21%3.34%3.17%4.55%1.63%2.16%3.02%4.11%3.23%1.85%3.95%
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
5.28%5.61%5.15%4.76%4.84%4.38%5.54%4.53%4.79%3.25%3.53%3.85%

Frequently Asked Questions


INPFX and FASIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INPFX has higher volatility (2.04%) compared to FASIX (1.93%). In terms of maximum drawdown, INPFX dropped -21.31% vs FASIX's -19.61%.

FASIX currently has the higher Sharpe Ratio (2.51 vs 2.14), 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.

Portfolio Optimizer

Find the right allocation for INPFX and FASIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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