MASKX vs. FASGX
MASKX (iShares Russell 2000 Small-Cap Index Fund) and FASGX (Fidelity Asset Manager 70% Fund) are both mutual funds - MASKX is a Small Cap Blend Equities fund managed by BlackRock, while FASGX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, MASKX returned 11.12%/yr vs 10.01%/yr for FASGX. Their correlation of 0.83 suggests significant overlap in exposure. MASKX charges 0.12%/yr vs 0.67%/yr for FASGX.
Performance
MASKX vs. FASGX - Performance Comparison
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Returns By Period
In the year-to-date period, MASKX achieves a 18.62% return, which is significantly higher than FASGX's 11.93% return. Over the past 10 years, MASKX has outperformed FASGX with an annualized return of 11.12%, while FASGX has yielded a comparatively lower 10.01% annualized return.
MASKX
- 1D
- 0.89%
- 1M
- 4.97%
- YTD
- 18.62%
- 6M
- 17.33%
- 1Y
- 41.04%
- 3Y*
- 18.52%
- 5Y*
- 6.53%
- 10Y*
- 11.12%
FASGX
- 1D
- 0.51%
- 1M
- 4.40%
- YTD
- 11.93%
- 6M
- 12.90%
- 1Y
- 26.54%
- 3Y*
- 16.47%
- 5Y*
- 8.47%
- 10Y*
- 10.01%
MASKX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 18.62% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
FASGX Fidelity Asset Manager 70% Fund | 11.93% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Correlation
The correlation between MASKX and FASGX is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 1997 | 0.83 |
The correlation between MASKX and FASGX has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
MASKX vs. FASGX — Risk / Return Rank
MASKX
FASGX
MASKX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) and Fidelity Asset Manager 70% Fund (FASGX). 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.
| MASKX | FASGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.49 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 3.39 | +0.56 |
| Martin ratioReturn relative to average drawdown | 14.03 | 14.98 | -0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MASKX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.61 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.69 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.79 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.63 | -0.26 |
Drawdowns
MASKX vs. FASGX - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, which is greater than FASGX's maximum drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for MASKX and FASGX.
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Drawdown Indicators
| MASKX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -47.35% | -11.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -7.95% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -12.80% | -14.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -23.54% | -8.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -27.20% | -14.48% |
Current DrawdownCurrent decline from peak | -0.13% | 0.00% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -6.71% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 1.79% | +1.30% |
Volatility
MASKX vs. FASGX - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 5.60% compared to Fidelity Asset Manager 70% Fund (FASGX) at 3.30%. This indicates that MASKX's price experiences larger fluctuations and is considered to be riskier than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MASKX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 3.30% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 8.39% | +5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 10.34% | +8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.16% | 12.27% | +10.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 12.65% | +11.05% |
MASKX vs. FASGX - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is lower than FASGX's 0.67% expense ratio.
Dividends
MASKX vs. FASGX - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 2.64%, less than FASGX's 6.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FASGX Fidelity Asset Manager 70% Fund | 6.55% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.64% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
Frequently Asked Questions
MASKX and FASGX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MASKX has higher volatility (5.60%) compared to FASGX (3.30%). In terms of maximum drawdown, MASKX dropped -59.06% vs FASGX's -47.35%.
FASGX currently has the higher Sharpe Ratio (2.61 vs 2.28), 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.
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