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MAANX vs. FYMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAANX vs. FYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America Aggressive Allocation Fund (MAANX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). The values are adjusted to include any dividend payments, if applicable.

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MAANX vs. FYMIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
MAANX
Mutual of America Aggressive Allocation Fund
-0.83%16.23%12.16%12.48%-11.85%
FYMIX
Fidelity Sustainable Multi-Asset Fund
-2.11%18.95%11.09%16.15%-15.71%

Returns By Period

In the year-to-date period, MAANX achieves a -0.83% return, which is significantly higher than FYMIX's -2.11% return.


MAANX

1D
2.43%
1M
-5.00%
YTD
-0.83%
6M
1.40%
1Y
16.59%
3Y*
11.51%
5Y*
5.55%
10Y*

FYMIX

1D
2.39%
1M
-5.31%
YTD
-2.11%
6M
0.46%
1Y
17.23%
3Y*
12.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAANX vs. FYMIX - Expense Ratio Comparison

Both MAANX and FYMIX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

MAANX vs. FYMIX — Risk / Return Rank

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

MAANX
MAANX Risk / Return Rank: 4747
Overall Rank
MAANX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MAANX Sortino Ratio Rank: 6262
Sortino Ratio Rank
MAANX Omega Ratio Rank: 5858
Omega Ratio Rank
MAANX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MAANX Martin Ratio Rank: 3434
Martin Ratio Rank

FYMIX
FYMIX Risk / Return Rank: 7272
Overall Rank
FYMIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FYMIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FYMIX Omega Ratio Rank: 6969
Omega Ratio Rank
FYMIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FYMIX Martin Ratio Rank: 7575
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.

MAANX vs. FYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America Aggressive Allocation Fund (MAANX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). 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.


MAANXFYMIXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.33

-0.13

Sortino ratio

Return per unit of downside risk

1.81

1.91

-0.10

Omega ratio

Gain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

0.98

1.96

-0.98

Martin ratio

Return relative to average drawdown

4.58

7.99

-3.41

MAANX vs. FYMIX - Sharpe Ratio Comparison

The current MAANX Sharpe Ratio is 1.20, which is comparable to the FYMIX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of MAANX and FYMIX, 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


MAANXFYMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.33

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.47

-0.31

Correlation

The correlation between MAANX and FYMIX is 0.79, 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

MAANX vs. FYMIX - Dividend Comparison

MAANX's dividend yield for the trailing twelve months is around 10.77%, more than FYMIX's 3.77% yield.


TTM20252024202320222021
MAANX
Mutual of America Aggressive Allocation Fund
10.77%10.68%7.81%4.21%12.49%7.60%
FYMIX
Fidelity Sustainable Multi-Asset Fund
3.77%3.69%1.84%1.78%1.79%0.00%

Drawdowns

MAANX vs. FYMIX - Drawdown Comparison

The maximum MAANX drawdown since its inception was -29.21%, which is greater than FYMIX's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for MAANX and FYMIX.


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Drawdown Indicators


MAANXFYMIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.21%

-22.70%

-6.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.72%

-8.95%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

Current Drawdown

Current decline from peak

-5.86%

-6.54%

+0.68%

Average Drawdown

Average peak-to-trough decline

-5.72%

-5.83%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.20%

+0.61%

Volatility

MAANX vs. FYMIX - Volatility Comparison

The current volatility for Mutual of America Aggressive Allocation Fund (MAANX) is 4.39%, while Fidelity Sustainable Multi-Asset Fund (FYMIX) has a volatility of 5.52%. This indicates that MAANX experiences smaller price fluctuations and is considered to be less risky than FYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAANXFYMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

5.52%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

8.39%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

13.38%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

12.72%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

385.82%

12.72%

+373.10%