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FADMX vs. ASIEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FADMX and ASIEX is 0.22, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

FADMX vs. ASIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Strategic Income Fund (FADMX) and American Century Strategic Income Fund (ASIEX). The values are adjusted to include any dividend payments, if applicable.

18.00%19.00%20.00%21.00%22.00%23.00%NovemberDecember2025FebruaryMarchApril
20.20%
21.46%
FADMX
ASIEX

Key characteristics

Sharpe Ratio

FADMX:

1.86

ASIEX:

1.85

Sortino Ratio

FADMX:

2.80

ASIEX:

2.84

Omega Ratio

FADMX:

1.35

ASIEX:

1.36

Calmar Ratio

FADMX:

1.57

ASIEX:

0.95

Martin Ratio

FADMX:

7.35

ASIEX:

6.55

Ulcer Index

FADMX:

0.98%

ASIEX:

1.16%

Daily Std Dev

FADMX:

3.88%

ASIEX:

4.11%

Max Drawdown

FADMX:

-16.68%

ASIEX:

-15.32%

Current Drawdown

FADMX:

-1.11%

ASIEX:

-1.44%

Returns By Period

In the year-to-date period, FADMX achieves a 0.80% return, which is significantly lower than ASIEX's 1.00% return.


FADMX

YTD

0.80%

1M

0.34%

6M

0.99%

1Y

7.21%

5Y*

3.75%

10Y*

N/A

ASIEX

YTD

1.00%

1M

-0.45%

6M

1.48%

1Y

7.86%

5Y*

2.98%

10Y*

2.98%

*Annualized

Compare stocks, funds, or ETFs

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FADMX vs. ASIEX - Expense Ratio Comparison

FADMX has a 0.66% expense ratio, which is lower than ASIEX's 0.73% expense ratio.


Expense ratio chart for ASIEX: current value is 0.73%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ASIEX: 0.73%
Expense ratio chart for FADMX: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FADMX: 0.66%

Risk-Adjusted Performance

FADMX vs. ASIEX — Risk-Adjusted Performance Rank

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

FADMX
The Risk-Adjusted Performance Rank of FADMX is 9090
Overall Rank
The Sharpe Ratio Rank of FADMX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FADMX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FADMX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FADMX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FADMX is 9090
Martin Ratio Rank

ASIEX
The Risk-Adjusted Performance Rank of ASIEX is 8989
Overall Rank
The Sharpe Ratio Rank of ASIEX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ASIEX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ASIEX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ASIEX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ASIEX is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FADMX vs. ASIEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Income Fund (FADMX) and American Century Strategic Income Fund (ASIEX). 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.


The chart of Sharpe ratio for FADMX, currently valued at 1.86, compared to the broader market-1.000.001.002.003.00
FADMX: 1.86
ASIEX: 1.94
The chart of Sortino ratio for FADMX, currently valued at 2.80, compared to the broader market-2.000.002.004.006.008.00
FADMX: 2.80
ASIEX: 2.98
The chart of Omega ratio for FADMX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.00
FADMX: 1.35
ASIEX: 1.38
The chart of Calmar ratio for FADMX, currently valued at 1.57, compared to the broader market0.002.004.006.008.0010.00
FADMX: 1.57
ASIEX: 1.05
The chart of Martin ratio for FADMX, currently valued at 7.35, compared to the broader market0.0010.0020.0030.0040.0050.00
FADMX: 7.35
ASIEX: 6.76

The current FADMX Sharpe Ratio is 1.86, which is comparable to the ASIEX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of FADMX and ASIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.86
1.94
FADMX
ASIEX

Dividends

FADMX vs. ASIEX - Dividend Comparison

FADMX's dividend yield for the trailing twelve months is around 4.15%, less than ASIEX's 5.41% yield.


TTM20242023202220212020201920182017201620152014
FADMX
Fidelity Strategic Income Fund
4.15%4.21%4.32%3.67%2.75%3.33%3.46%2.61%0.00%0.00%0.00%0.00%
ASIEX
American Century Strategic Income Fund
5.41%5.77%5.55%3.81%4.07%2.79%3.09%3.96%3.18%3.50%4.25%1.72%

Drawdowns

FADMX vs. ASIEX - Drawdown Comparison

The maximum FADMX drawdown since its inception was -16.68%, which is greater than ASIEX's maximum drawdown of -15.32%. Use the drawdown chart below to compare losses from any high point for FADMX and ASIEX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.11%
-1.44%
FADMX
ASIEX

Volatility

FADMX vs. ASIEX - Volatility Comparison

Fidelity Strategic Income Fund (FADMX) and American Century Strategic Income Fund (ASIEX) have volatilities of 1.86% and 1.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%2.00%NovemberDecember2025FebruaryMarchApril
1.86%
1.94%
FADMX
ASIEX