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FAHCX vs. FMSDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAHCX vs. FMSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor High Income Advantage Fund Class I (FAHCX) and Fidelity Multi-Asset Income Fund (FMSDX). The values are adjusted to include any dividend payments, if applicable.

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FAHCX vs. FMSDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FAHCX
Fidelity Advisor High Income Advantage Fund Class I
-0.75%12.06%9.50%12.15%-11.15%10.96%8.94%17.81%-5.40%
FMSDX
Fidelity Multi-Asset Income Fund
0.32%14.10%9.95%11.75%-13.67%17.27%14.56%23.14%-0.91%

Returns By Period

In the year-to-date period, FAHCX achieves a -0.75% return, which is significantly lower than FMSDX's 0.32% return.


FAHCX

1D
-0.52%
1M
-2.85%
YTD
-0.75%
6M
0.81%
1Y
12.47%
3Y*
9.65%
5Y*
5.37%
10Y*
7.43%

FMSDX

1D
-0.39%
1M
-6.19%
YTD
0.32%
6M
0.22%
1Y
16.81%
3Y*
9.80%
5Y*
5.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAHCX vs. FMSDX - Expense Ratio Comparison

FAHCX has a 0.74% expense ratio, which is lower than FMSDX's 0.78% expense ratio.


Return for Risk

FAHCX vs. FMSDX — Risk / Return Rank

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

FAHCX
FAHCX Risk / Return Rank: 9292
Overall Rank
FAHCX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FAHCX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FAHCX Omega Ratio Rank: 9090
Omega Ratio Rank
FAHCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FAHCX Martin Ratio Rank: 9494
Martin Ratio Rank

FMSDX
FMSDX Risk / Return Rank: 8080
Overall Rank
FMSDX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FMSDX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FMSDX Omega Ratio Rank: 7575
Omega Ratio Rank
FMSDX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FMSDX Martin Ratio Rank: 8080
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.

FAHCX vs. FMSDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor High Income Advantage Fund Class I (FAHCX) and Fidelity Multi-Asset Income Fund (FMSDX). 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.


FAHCXFMSDXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.46

+0.48

Sortino ratio

Return per unit of downside risk

2.67

1.99

+0.68

Omega ratio

Gain probability vs. loss probability

1.40

1.28

+0.12

Calmar ratio

Return relative to maximum drawdown

2.79

2.06

+0.73

Martin ratio

Return relative to average drawdown

12.20

7.80

+4.40

FAHCX vs. FMSDX - Sharpe Ratio Comparison

The current FAHCX Sharpe Ratio is 1.94, which is higher than the FMSDX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FAHCX and FMSDX, 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


FAHCXFMSDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.46

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.61

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.84

+0.11

Correlation

The correlation between FAHCX and FMSDX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FAHCX vs. FMSDX - Dividend Comparison

FAHCX's dividend yield for the trailing twelve months is around 4.41%, more than FMSDX's 3.53% yield.


TTM20252024202320222021202020192018201720162015
FAHCX
Fidelity Advisor High Income Advantage Fund Class I
4.41%4.73%4.18%4.70%7.35%4.94%3.70%4.51%6.09%4.95%5.53%4.42%
FMSDX
Fidelity Multi-Asset Income Fund
3.53%3.81%3.84%4.23%3.74%2.81%1.79%2.82%4.36%0.00%0.00%0.00%

Drawdowns

FAHCX vs. FMSDX - Drawdown Comparison

The maximum FAHCX drawdown since its inception was -48.10%, which is greater than FMSDX's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for FAHCX and FMSDX.


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Drawdown Indicators


FAHCXFMSDXDifference

Max Drawdown

Largest peak-to-trough decline

-48.10%

-21.64%

-26.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.34%

-7.94%

+3.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-18.12%

+2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-28.49%

Current Drawdown

Current decline from peak

-3.13%

-6.47%

+3.34%

Average Drawdown

Average peak-to-trough decline

-4.64%

-3.87%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.09%

-1.10%

Volatility

FAHCX vs. FMSDX - Volatility Comparison

The current volatility for Fidelity Advisor High Income Advantage Fund Class I (FAHCX) is 2.18%, while Fidelity Multi-Asset Income Fund (FMSDX) has a volatility of 3.94%. This indicates that FAHCX experiences smaller price fluctuations and is considered to be less risky than FMSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAHCXFMSDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

3.94%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

8.00%

-3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

6.66%

11.87%

-5.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.29%

9.75%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.60%

10.61%

-3.01%