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SSIAX vs. FYMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSIAX vs. FYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1919 Socially Responsive Balanced Fund (SSIAX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). The values are adjusted to include any dividend payments, if applicable.

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SSIAX vs. FYMIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
SSIAX
1919 Socially Responsive Balanced Fund
-6.67%9.79%15.94%19.66%-14.16%
FYMIX
Fidelity Sustainable Multi-Asset Fund
-4.40%18.95%11.09%16.15%-15.71%

Returns By Period

In the year-to-date period, SSIAX achieves a -6.67% return, which is significantly lower than FYMIX's -4.40% return.


SSIAX

1D
0.22%
1M
-5.79%
YTD
-6.67%
6M
-4.78%
1Y
6.38%
3Y*
10.59%
5Y*
5.78%
10Y*
9.17%

FYMIX

1D
0.09%
1M
-8.20%
YTD
-4.40%
6M
-1.39%
1Y
14.95%
3Y*
11.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSIAX vs. FYMIX - Expense Ratio Comparison

SSIAX has a 0.97% expense ratio, which is higher than FYMIX's 0.05% expense ratio.


Return for Risk

SSIAX vs. FYMIX — Risk / Return Rank

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

SSIAX
SSIAX Risk / Return Rank: 2323
Overall Rank
SSIAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SSIAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SSIAX Omega Ratio Rank: 2222
Omega Ratio Rank
SSIAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
SSIAX Martin Ratio Rank: 2525
Martin Ratio Rank

FYMIX
FYMIX Risk / Return Rank: 6464
Overall Rank
FYMIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FYMIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FYMIX Omega Ratio Rank: 6262
Omega Ratio Rank
FYMIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FYMIX Martin Ratio Rank: 6666
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.

SSIAX vs. FYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1919 Socially Responsive Balanced Fund (SSIAX) 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.


SSIAXFYMIXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.13

-0.56

Sortino ratio

Return per unit of downside risk

0.90

1.63

-0.73

Omega ratio

Gain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratio

Return relative to maximum drawdown

0.68

1.51

-0.83

Martin ratio

Return relative to average drawdown

2.68

6.25

-3.56

SSIAX vs. FYMIX - Sharpe Ratio Comparison

The current SSIAX Sharpe Ratio is 0.57, which is lower than the FYMIX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SSIAX 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


SSIAXFYMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.13

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.42

+0.15

Correlation

The correlation between SSIAX and FYMIX is 0.92, 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

SSIAX vs. FYMIX - Dividend Comparison

SSIAX's dividend yield for the trailing twelve months is around 1.07%, less than FYMIX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
SSIAX
1919 Socially Responsive Balanced Fund
1.07%1.23%0.73%0.51%0.23%0.41%0.27%0.62%7.03%6.21%7.28%8.74%
FYMIX
Fidelity Sustainable Multi-Asset Fund
3.85%3.69%1.84%1.78%1.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SSIAX vs. FYMIX - Drawdown Comparison

The maximum SSIAX drawdown since its inception was -40.41%, which is greater than FYMIX's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for SSIAX and FYMIX.


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Drawdown Indicators


SSIAXFYMIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.41%

-22.70%

-17.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-8.95%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

Max Drawdown (10Y)

Largest decline over 10 years

-24.03%

Current Drawdown

Current decline from peak

-7.57%

-8.72%

+1.15%

Average Drawdown

Average peak-to-trough decline

-6.08%

-5.83%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.16%

-0.18%

Volatility

SSIAX vs. FYMIX - Volatility Comparison

The current volatility for 1919 Socially Responsive Balanced Fund (SSIAX) is 3.01%, while Fidelity Sustainable Multi-Asset Fund (FYMIX) has a volatility of 4.80%. This indicates that SSIAX 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


SSIAXFYMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

4.80%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

8.07%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.71%

13.20%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

12.67%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.68%

12.67%

+0.01%