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EFIPX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFIPX vs. FZROX - 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 Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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EFIPX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%0.76%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-12.72%

Returns By Period

In the year-to-date period, EFIPX achieves a -0.40% return, which is significantly higher than FZROX's -6.77% 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%

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFIPX vs. FZROX - Expense Ratio Comparison

EFIPX has a 0.50% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

EFIPX vs. FZROX — 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

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
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. FZROX - 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 Fidelity ZERO Total Market Index Fund (FZROX). 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.


EFIPXFZROXDifference

Sharpe ratio

Return per unit of total volatility

1.95

0.84

+1.11

Sortino ratio

Return per unit of downside risk

3.13

1.30

+1.83

Omega ratio

Gain probability vs. loss probability

1.40

1.20

+0.20

Calmar ratio

Return relative to maximum drawdown

2.96

1.05

+1.91

Martin ratio

Return relative to average drawdown

11.82

5.11

+6.70

EFIPX vs. FZROX - Sharpe Ratio Comparison

The current EFIPX Sharpe Ratio is 1.95, which is higher than the FZROX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of EFIPX and FZROX, 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


EFIPXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

0.84

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.60

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.61

+0.58

Correlation

The correlation between EFIPX and FZROX is 0.06, 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. FZROX - Dividend Comparison

EFIPX's dividend yield for the trailing twelve months is around 3.70%, more than FZROX's 1.10% 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%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%0.00%0.00%0.00%

Drawdowns

EFIPX vs. FZROX - Drawdown Comparison

The maximum EFIPX drawdown since its inception was -13.33%, smaller than the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for EFIPX and FZROX.


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Drawdown Indicators


EFIPXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-13.33%

-34.96%

+21.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-12.44%

+10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-9.76%

-25.12%

+15.36%

Max Drawdown (10Y)

Largest decline over 10 years

-9.96%

Current Drawdown

Current decline from peak

-1.37%

-8.89%

+7.52%

Average Drawdown

Average peak-to-trough decline

-1.91%

-5.61%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

2.56%

-2.15%

Volatility

EFIPX vs. FZROX - Volatility Comparison

The current volatility for Fidelity Advisor Limited Term Bond Fund Class I (EFIPX) is 0.81%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 4.41%. This indicates that EFIPX experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFIPXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

4.41%

-3.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

9.34%

-7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

18.49%

-16.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.76%

17.40%

-14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.41%

20.25%

-17.84%