FEPTX's Sortino Ratio of 1.28 indicates that for each unit of downside volatility, it generates 1.28 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 23, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
FEPTX Sortino Ratio Rank
FEPTX ranks above 19.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
FEPTX Sortino Ratio Market Positioning
The chart shows FEPTX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.49 or lower
- Yellow zone (middle 50%): 1.49 to 2.76
- Green zone (top 25%): 2.76 or higher
- Top 1%: 8.45+
- Median: 2.20 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Fidelity Advisor Total Bond Fund Class M's Sortino Ratio with other mutual funds in the Total Bond Market category across multiple time periods, showing how FEPTX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FJTDX | Fidelity Flex Conservative Income Bond Fund | 16.09 | |||
| VUSFX | Vanguard Ultra-Short-Term Bond Fund Admiral Shares | 13.98 | |||
| VUBFX | Vanguard Ultra-Short-Term Bond Fund Investor Shares | 9.86 | |||
| JSOSX | JPMorgan Strategic Income Opportunities Fund Class I | 9.75 | |||
| FYBTX | Fidelity Series Short-Term Credit Fund | 3.79 | |||
| FBNIX | Fidelity Advisor Short-Term Bond Fund Class I | 2.93 | |||
| LLDYX | Lord Abbett Short Duration Income Fund | 2.90 | |||
| FIWDX | Fidelity Advisor Strategic Income Fund Class Z | 2.87 | |||
| FIKRX | Fidelity Advisor Limited Term Bond Fund Class Z | 2.85 | |||
| FSHBX | Fidelity Short-Term Bond Fund | 2.84 | |||
| FEPTX | Fidelity Advisor Total Bond Fund Class M | 1.28 |
Historical Sortino Ratio
The chart shows FEPTX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when FEPTX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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