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CIF vs. FIQTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIF vs. FIQTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Intermediate High Income Fund (CIF) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX). The values are adjusted to include any dividend payments, if applicable.

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CIF vs. FIQTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CIF
MFS Intermediate High Income Fund
-2.21%8.97%11.42%11.85%-32.24%17.80%0.27%43.26%-14.26%
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
0.47%12.17%10.38%12.37%-11.16%11.13%9.06%17.93%-6.84%

Returns By Period

In the year-to-date period, CIF achieves a -2.21% return, which is significantly lower than FIQTX's 0.47% return.


CIF

1D
2.85%
1M
-3.58%
YTD
-2.21%
6M
-3.93%
1Y
5.70%
3Y*
9.56%
5Y*
0.78%
10Y*
6.17%

FIQTX

1D
1.21%
1M
-1.84%
YTD
0.47%
6M
1.90%
1Y
13.62%
3Y*
10.49%
5Y*
5.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CIF vs. FIQTX - Expense Ratio Comparison

CIF has a 1.50% expense ratio, which is higher than FIQTX's 0.64% expense ratio.


Return for Risk

CIF vs. FIQTX — Risk / Return Rank

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

CIF
CIF Risk / Return Rank: 1515
Overall Rank
CIF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CIF Sortino Ratio Rank: 1212
Sortino Ratio Rank
CIF Omega Ratio Rank: 1313
Omega Ratio Rank
CIF Calmar Ratio Rank: 1717
Calmar Ratio Rank
CIF Martin Ratio Rank: 1818
Martin Ratio Rank

FIQTX
FIQTX Risk / Return Rank: 9494
Overall Rank
FIQTX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FIQTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FIQTX Omega Ratio Rank: 9292
Omega Ratio Rank
FIQTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FIQTX Martin Ratio Rank: 9696
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.

CIF vs. FIQTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Intermediate High Income Fund (CIF) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX). 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.


CIFFIQTXDifference

Sharpe ratio

Return per unit of total volatility

0.38

2.08

-1.70

Sortino ratio

Return per unit of downside risk

0.60

2.90

-2.30

Omega ratio

Gain probability vs. loss probability

1.09

1.44

-0.35

Calmar ratio

Return relative to maximum drawdown

0.51

3.30

-2.78

Martin ratio

Return relative to average drawdown

1.92

14.47

-12.55

CIF vs. FIQTX - Sharpe Ratio Comparison

The current CIF Sharpe Ratio is 0.38, which is lower than the FIQTX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of CIF and FIQTX, 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


CIFFIQTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

2.08

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.92

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.83

-0.68

Correlation

The correlation between CIF and FIQTX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CIF vs. FIQTX - Dividend Comparison

CIF's dividend yield for the trailing twelve months is around 10.96%, more than FIQTX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
CIF
MFS Intermediate High Income Fund
10.96%10.46%10.23%10.02%11.22%8.40%9.01%8.63%11.71%9.16%9.91%10.05%
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
4.44%4.83%5.06%4.79%7.43%5.01%3.80%4.61%2.54%0.00%0.00%0.00%

Drawdowns

CIF vs. FIQTX - Drawdown Comparison

The maximum CIF drawdown since its inception was -69.23%, which is greater than FIQTX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for CIF and FIQTX.


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Drawdown Indicators


CIFFIQTXDifference

Max Drawdown

Largest peak-to-trough decline

-69.23%

-28.49%

-40.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-4.34%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-44.92%

-15.16%

-29.76%

Max Drawdown (10Y)

Largest decline over 10 years

-45.24%

Current Drawdown

Current decline from peak

-23.30%

-1.95%

-21.35%

Average Drawdown

Average peak-to-trough decline

-17.80%

-3.37%

-14.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

0.99%

+1.66%

Volatility

CIF vs. FIQTX - Volatility Comparison

MFS Intermediate High Income Fund (CIF) has a higher volatility of 5.35% compared to Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) at 2.65%. This indicates that CIF's price experiences larger fluctuations and is considered to be riskier than FIQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIFFIQTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

2.65%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

4.31%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

6.72%

+6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

6.32%

+10.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

8.40%

+11.03%