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FADMX vs. FSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FADMX vs. FSIGX - Performance Comparison

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

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FADMX vs. FSIGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FADMX
Fidelity Strategic Income Fund
-0.89%9.01%6.07%9.55%-11.84%3.46%6.72%11.06%-2.02%
FSIGX
Fidelity Series Investment Grade Bond Fund
-0.32%7.65%1.79%6.82%-13.30%-0.67%9.71%9.75%1.82%

Returns By Period

In the year-to-date period, FADMX achieves a -0.89% return, which is significantly lower than FSIGX's -0.32% return.


FADMX

1D
0.00%
1M
-2.62%
YTD
-0.89%
6M
0.47%
1Y
7.18%
3Y*
6.77%
5Y*
2.82%
10Y*

FSIGX

1D
0.50%
1M
-2.32%
YTD
-0.32%
6M
0.65%
1Y
4.18%
3Y*
4.11%
5Y*
0.73%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FADMX vs. FSIGX - Expense Ratio Comparison


Return for Risk

FADMX vs. FSIGX — Risk / Return Rank

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

FADMX
FADMX Risk / Return Rank: 9393
Overall Rank
FADMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FADMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FADMX Omega Ratio Rank: 9292
Omega Ratio Rank
FADMX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FADMX Martin Ratio Rank: 9393
Martin Ratio Rank

FSIGX
FSIGX Risk / Return Rank: 5959
Overall Rank
FSIGX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FSIGX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FSIGX Omega Ratio Rank: 4343
Omega Ratio Rank
FSIGX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FSIGX Martin Ratio Rank: 5757
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.

FADMX vs. FSIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Income Fund (FADMX) and Fidelity Series Investment Grade Bond Fund (FSIGX). 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.


FADMXFSIGXDifference

Sharpe ratio

Return per unit of total volatility

2.14

1.06

+1.08

Sortino ratio

Return per unit of downside risk

2.98

1.53

+1.45

Omega ratio

Gain probability vs. loss probability

1.43

1.19

+0.24

Calmar ratio

Return relative to maximum drawdown

2.88

1.89

+1.00

Martin ratio

Return relative to average drawdown

11.44

5.44

+6.00

FADMX vs. FSIGX - Sharpe Ratio Comparison

The current FADMX Sharpe Ratio is 2.14, which is higher than the FSIGX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FADMX and FSIGX, 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


FADMXFSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.06

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.12

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.86

-0.09

Correlation

The correlation between FADMX and FSIGX is 0.68, 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

FADMX vs. FSIGX - Dividend Comparison

FADMX's dividend yield for the trailing twelve months is around 4.06%, more than FSIGX's 3.91% yield.


TTM20252024202320222021202020192018201720162015
FADMX
Fidelity Strategic Income Fund
4.06%4.33%4.21%4.31%2.91%4.23%3.82%4.34%2.74%0.00%0.00%0.00%
FSIGX
Fidelity Series Investment Grade Bond Fund
3.91%4.24%4.01%4.00%2.37%1.88%6.32%3.09%3.20%2.86%4.32%3.07%

Drawdowns

FADMX vs. FSIGX - Drawdown Comparison

The maximum FADMX drawdown since its inception was -15.98%, smaller than the maximum FSIGX drawdown of -18.22%. Use the drawdown chart below to compare losses from any high point for FADMX and FSIGX.


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Drawdown Indicators


FADMXFSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-18.22%

+2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-2.86%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-15.98%

-18.22%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-18.22%

Current Drawdown

Current decline from peak

-2.62%

-2.32%

-0.30%

Average Drawdown

Average peak-to-trough decline

-3.12%

-2.70%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.99%

-0.33%

Volatility

FADMX vs. FSIGX - Volatility Comparison

Fidelity Strategic Income Fund (FADMX) and Fidelity Series Investment Grade Bond Fund (FSIGX) have volatilities of 1.54% and 1.53%, 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.


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Volatility by Period


FADMXFSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.53%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

2.62%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

4.53%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.44%

6.04%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

5.01%

-0.24%