SABPX vs. FYMIX
Compare and contrast key facts about Principal Strategic Asset Management Balanced Portfolio (SABPX) and Fidelity Sustainable Multi-Asset Fund (FYMIX).
SABPX is managed by BlackRock. It was launched on Jul 24, 1996. FYMIX is managed by Fidelity. It was launched on Feb 9, 2022.
Performance
SABPX vs. FYMIX - Performance Comparison
Loading graphics...
SABPX vs. FYMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | -1.15% | 13.62% | 18.04% | 15.64% | -13.61% |
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, SABPX achieves a -1.15% return, which is significantly higher than FYMIX's -2.11% return.
SABPX
- 1D
- 1.75%
- 1M
- -4.39%
- YTD
- -1.15%
- 6M
- 0.40%
- 1Y
- 12.17%
- 3Y*
- 13.68%
- 5Y*
- 6.78%
- 10Y*
- 8.14%
FYMIX
- 1D
- 2.39%
- 1M
- -5.31%
- YTD
- -2.11%
- 6M
- 0.46%
- 1Y
- 17.23%
- 3Y*
- 12.19%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SABPX vs. FYMIX - Expense Ratio Comparison
SABPX has a 0.60% expense ratio, which is higher than FYMIX's 0.05% expense ratio.
Return for Risk
SABPX vs. FYMIX — Risk / Return Rank
SABPX
FYMIX
SABPX vs. FYMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Balanced Portfolio (SABPX) 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.
| SABPX | FYMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.33 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.91 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.96 | -0.32 |
Martin ratioReturn relative to average drawdown | 7.30 | 7.99 | -0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SABPX | FYMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.33 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.47 | +0.14 |
Correlation
The correlation between SABPX and FYMIX is 0.96, 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
SABPX vs. FYMIX - Dividend Comparison
SABPX's dividend yield for the trailing twelve months is around 10.65%, more than FYMIX's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | 10.65% | 10.71% | 11.81% | 1.64% | 8.16% | 9.60% | 3.13% | 4.05% | 9.79% | 6.97% | 3.58% | 8.20% |
FYMIX Fidelity Sustainable Multi-Asset Fund | 3.77% | 3.69% | 1.84% | 1.78% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SABPX vs. FYMIX - Drawdown Comparison
The maximum SABPX drawdown since its inception was -40.58%, which is greater than FYMIX's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for SABPX and FYMIX.
Loading graphics...
Drawdown Indicators
| SABPX | FYMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.58% | -22.70% | -17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -8.95% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.29% | — | — |
Current DrawdownCurrent decline from peak | -5.01% | -6.54% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.83% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.20% | -0.45% |
Volatility
SABPX vs. FYMIX - Volatility Comparison
The current volatility for Principal Strategic Asset Management Balanced Portfolio (SABPX) is 4.16%, while Fidelity Sustainable Multi-Asset Fund (FYMIX) has a volatility of 5.52%. This indicates that SABPX 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.
Loading graphics...
Volatility by Period
| SABPX | FYMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 5.52% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 8.39% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 13.38% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 12.72% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 12.72% | -2.01% |