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EFIPX vs. BDHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFIPX vs. BDHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Limited Term Bond Fund Class I (EFIPX) and BlackRock Dynamic High Income Portfolio (BDHIX). The values are adjusted to include any dividend payments, if applicable.

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EFIPX vs. BDHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFIPX
Fidelity Advisor Limited Term Bond Fund Class I
-0.40%6.70%4.34%6.01%-6.35%-1.41%5.13%6.00%0.68%1.84%
BDHIX
BlackRock Dynamic High Income Portfolio
-3.42%12.27%10.76%13.87%-18.20%10.44%4.52%20.05%-6.91%14.53%

Returns By Period

In the year-to-date period, EFIPX achieves a -0.40% return, which is significantly higher than BDHIX's -3.42% return. Over the past 10 years, EFIPX has underperformed BDHIX with an annualized return of 2.25%, while BDHIX has yielded a comparatively higher 6.12% annualized return.


EFIPX

1D
0.17%
1M
-1.37%
YTD
-0.40%
6M
0.86%
1Y
4.20%
3Y*
4.87%
5Y*
1.90%
10Y*
2.25%

BDHIX

1D
0.00%
1M
-6.15%
YTD
-3.42%
6M
-1.49%
1Y
8.04%
3Y*
9.55%
5Y*
3.79%
10Y*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFIPX vs. BDHIX - Expense Ratio Comparison

EFIPX has a 0.50% expense ratio, which is lower than BDHIX's 0.65% expense ratio.


Return for Risk

EFIPX vs. BDHIX — Risk / Return Rank

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

EFIPX
EFIPX Risk / Return Rank: 9393
Overall Rank
EFIPX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EFIPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
EFIPX Omega Ratio Rank: 9090
Omega Ratio Rank
EFIPX Calmar Ratio Rank: 9393
Calmar Ratio Rank
EFIPX Martin Ratio Rank: 9393
Martin Ratio Rank

BDHIX
BDHIX Risk / Return Rank: 5252
Overall Rank
BDHIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BDHIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
BDHIX Omega Ratio Rank: 5656
Omega Ratio Rank
BDHIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
BDHIX Martin Ratio Rank: 5151
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.

EFIPX vs. BDHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Limited Term Bond Fund Class I (EFIPX) and BlackRock Dynamic High Income Portfolio (BDHIX). 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.


EFIPXBDHIXDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.01

+0.93

Sortino ratio

Return per unit of downside risk

3.13

1.43

+1.70

Omega ratio

Gain probability vs. loss probability

1.40

1.22

+0.18

Calmar ratio

Return relative to maximum drawdown

2.96

1.15

+1.80

Martin ratio

Return relative to average drawdown

11.82

4.99

+6.82

EFIPX vs. BDHIX - Sharpe Ratio Comparison

The current EFIPX Sharpe Ratio is 1.95, which is higher than the BDHIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of EFIPX and BDHIX, 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


EFIPXBDHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.01

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.43

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.67

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.57

+0.61

Correlation

The correlation between EFIPX and BDHIX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EFIPX vs. BDHIX - Dividend Comparison

EFIPX's dividend yield for the trailing twelve months is around 3.70%, less than BDHIX's 7.40% yield.


TTM20252024202320222021202020192018201720162015
EFIPX
Fidelity Advisor Limited Term Bond Fund Class I
3.70%3.93%2.81%2.15%1.20%1.21%2.35%2.41%2.26%1.74%1.82%1.55%
BDHIX
BlackRock Dynamic High Income Portfolio
7.40%7.54%7.62%5.96%5.17%6.58%5.20%5.68%7.40%6.14%6.33%7.19%

Drawdowns

EFIPX vs. BDHIX - Drawdown Comparison

The maximum EFIPX drawdown since its inception was -13.33%, smaller than the maximum BDHIX drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for EFIPX and BDHIX.


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Drawdown Indicators


EFIPXBDHIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.33%

-29.13%

+15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-7.14%

+5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-9.76%

-23.55%

+13.79%

Max Drawdown (10Y)

Largest decline over 10 years

-9.96%

-29.13%

+19.17%

Current Drawdown

Current decline from peak

-1.37%

-6.15%

+4.78%

Average Drawdown

Average peak-to-trough decline

-1.91%

-4.84%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

1.65%

-1.24%

Volatility

EFIPX vs. BDHIX - Volatility Comparison

The current volatility for Fidelity Advisor Limited Term Bond Fund Class I (EFIPX) is 0.81%, while BlackRock Dynamic High Income Portfolio (BDHIX) has a volatility of 2.97%. This indicates that EFIPX experiences smaller price fluctuations and is considered to be less risky than BDHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFIPXBDHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

2.97%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

5.06%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

8.95%

-6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.76%

8.82%

-6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.41%

9.11%

-6.70%