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ISIN
US31617L6406
Issuer
BlackRock
Inception Date
Aug 1, 2019
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FRQHX Performance Chart

Fidelity Managed Retirement 2010 Fund Class K6 (FRQHX) is up 4.0% since the beginning of the year. FRQHX is currently trading at $58 per share. Investors who bought $1,000 worth of FRQHX shares 5 years ago would now be looking at an investment worth $1,158.


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S&P 500 Index

Returns By Period

Fidelity Managed Retirement 2010 Fund Class K6 (FRQHX) has returned 3.98% so far this year and 10.12% over the past 12 months.


Fidelity Managed Retirement 2010 Fund Class K6

1D
0.09%
1M
0.36%
YTD
3.98%
6M
4.35%
1Y
10.12%
3Y*
7.82%
5Y*
2.97%
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRQHX Monthly Returns History

Based on dividend-adjusted daily data since Aug 1, 2019, FRQHX's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, an investment would double in approximately 14.8 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +4.6%, while the worst month was Sep 2022 at -5.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FRQHX closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +2.2%, while the worst single day was Mar 12, 2020 at -2.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.17%1.62%-2.44%2.45%1.10%0.09%3.98%
20251.31%1.21%-0.44%0.62%0.82%1.91%0.06%1.40%1.42%0.75%0.35%0.20%10.01%
2024-0.15%0.23%1.37%-2.00%2.01%0.88%1.85%1.33%1.47%-1.98%1.30%-1.60%4.68%
20233.93%-2.25%2.25%0.60%-1.02%1.04%0.90%-1.10%-2.28%-1.48%4.63%3.52%8.75%
2022-2.01%-1.29%-1.25%-3.77%0.33%-3.42%3.03%-2.51%-5.24%0.57%4.47%-1.43%-12.22%
2021-0.10%0.16%-0.18%1.62%0.74%0.73%0.62%0.51%-1.31%1.27%-0.80%0.74%4.04%

Benchmark Metrics

Fidelity Managed Retirement 2010 Fund Class K6 has an annualized alpha of 3.68%, beta of 0.26, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since August 02, 2019.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (31.62%) than losses (12.12%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 3.68% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.26 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.68%
Beta
0.26
0.58
Upside Capture
31.62%
Downside Capture
12.12%

Expense Ratio

FRQHX has an expense ratio of 0.26%, which is considered low.


Return for Risk

Risk / Return Rank

FRQHX ranks 72 for risk / return — better than 72% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FRQHX Risk / Return Rank: 7272
Overall Rank
FRQHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRQHX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FRQHX Omega Ratio Rank: 7777
Omega Ratio Rank
FRQHX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FRQHX Martin Ratio Rank: 6767
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Managed Retirement 2010 Fund Class K6 (FRQHX) and compare them to S&P 500 Index.


FRQHXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

2.95

Martin ratioReturn relative to average drawdown

12.55

Dividends

Dividend History

Fidelity Managed Retirement 2010 Fund Class K6 provided a 3.29% dividend yield over the last twelve months, with an annual payout of $1.92 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%4.00%5.00%6.00%$0.00$1.00$2.00$3.00$4.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.92$1.80$1.69$1.54$2.59$3.68$2.24$1.47

Dividend yield

3.29%3.20%3.20%2.95%5.25%6.22%3.70%2.57%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Managed Retirement 2010 Fund Class K6. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.07$0.09$0.10$0.13$0.00$0.39
2025$0.00$0.00$0.07$0.07$0.13$0.10$0.08$0.19$0.10$0.09$0.22$0.75$1.80
2024$0.00$0.06$0.08$0.09$0.12$0.09$0.09$0.18$0.09$0.09$0.15$0.64$1.69
2023$0.00$0.05$0.05$0.08$0.10$0.07$0.09$0.08$0.09$0.10$0.09$0.74$1.54
2022$0.00$0.02$0.02$0.03$0.04$0.04$0.04$0.05$0.92$0.48$0.06$0.88$2.59
2021$0.00$0.03$0.02$0.03$0.03$0.02$0.02$0.03$1.50$0.54$0.03$1.43$3.68

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Managed Retirement 2010 Fund Class K6. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Managed Retirement 2010 Fund Class K6 was 16.90%, occurring on Oct 20, 2022. Recovery took 462 trading sessions.

The current Fidelity Managed Retirement 2010 Fund Class K6 drawdown is 0.15%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.90%Oct 2022
11mo 14d1y 10mo
2y 9moNov 2021 - Aug 2024
COVID crash2020
-11.35%Mar 2020
28d3mo 19d
4mo 17dFeb 2020 - Jul 2020
2026 pullback2026
-3.41%Mar 2026
25d21d
1mo 16dMar 2026 - Apr 2026
2025 selloff2025
-3.34%Apr 2025
6mo 10d21d
7mo 1dSep 2024 - Apr 2025
2021 pullback2021
-2.44%Mar 2021
20d1mo 21d
2mo 11dFeb 2021 - Apr 2021

Drawdown Indicators


FRQHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.90%

-9.10%

-7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Max Drawdown (3Y)

Largest decline over 3 years

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-16.90%

Current Drawdown

Current decline from peak

-0.15%

-2.97%

+2.82%

Average Drawdown

Average peak-to-trough decline

-3.79%

-1.13%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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