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FAHCX vs. FTHRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAHCX and FTHRX is 0.05, 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.


-0.50.00.51.00.0

Performance

FAHCX vs. FTHRX - 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 Intermediate Bond Fund (FTHRX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
608.20%
181.30%
FAHCX
FTHRX

Key characteristics

Sharpe Ratio

FAHCX:

2.10

FTHRX:

0.76

Sortino Ratio

FAHCX:

3.06

FTHRX:

1.14

Omega Ratio

FAHCX:

1.42

FTHRX:

1.14

Calmar Ratio

FAHCX:

1.78

FTHRX:

0.34

Martin Ratio

FAHCX:

13.38

FTHRX:

2.39

Ulcer Index

FAHCX:

0.74%

FTHRX:

1.13%

Daily Std Dev

FAHCX:

4.66%

FTHRX:

3.55%

Max Drawdown

FAHCX:

-48.54%

FTHRX:

-13.96%

Current Drawdown

FAHCX:

-2.21%

FTHRX:

-3.98%

Returns By Period

In the year-to-date period, FAHCX achieves a 10.07% return, which is significantly higher than FTHRX's 2.89% return. Over the past 10 years, FAHCX has outperformed FTHRX with an annualized return of 5.77%, while FTHRX has yielded a comparatively lower 1.60% annualized return.


FAHCX

YTD

10.07%

1M

-0.99%

6M

3.93%

1Y

10.28%

5Y*

4.95%

10Y*

5.77%

FTHRX

YTD

2.89%

1M

-0.30%

6M

1.87%

1Y

3.10%

5Y*

0.49%

10Y*

1.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FAHCX vs. FTHRX - Expense Ratio Comparison

FAHCX has a 0.74% expense ratio, which is higher than FTHRX's 0.45% expense ratio.


FAHCX
Fidelity Advisor High Income Advantage Fund Class I
Expense ratio chart for FAHCX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for FTHRX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FAHCX vs. FTHRX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FAHCX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.100.76
The chart of Sortino ratio for FAHCX, currently valued at 3.06, compared to the broader market-2.000.002.004.006.008.0010.003.061.14
The chart of Omega ratio for FAHCX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.421.14
The chart of Calmar ratio for FAHCX, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.0012.0014.001.780.34
The chart of Martin ratio for FAHCX, currently valued at 13.38, compared to the broader market0.0020.0040.0060.0013.382.39
FAHCX
FTHRX

The current FAHCX Sharpe Ratio is 2.10, which is higher than the FTHRX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FAHCX and FTHRX, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.10
0.76
FAHCX
FTHRX

Dividends

FAHCX vs. FTHRX - Dividend Comparison

FAHCX's dividend yield for the trailing twelve months is around 4.28%, more than FTHRX's 3.15% yield.


TTM20232022202120202019201820172016201520142013
FAHCX
Fidelity Advisor High Income Advantage Fund Class I
4.28%5.12%4.73%3.23%3.71%4.45%6.08%4.94%4.74%5.28%4.71%6.19%
FTHRX
Fidelity Intermediate Bond Fund
3.15%2.94%2.04%1.60%2.19%2.50%2.47%2.20%2.21%2.58%2.35%2.21%

Drawdowns

FAHCX vs. FTHRX - Drawdown Comparison

The maximum FAHCX drawdown since its inception was -48.54%, which is greater than FTHRX's maximum drawdown of -13.96%. Use the drawdown chart below to compare losses from any high point for FAHCX and FTHRX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.21%
-3.98%
FAHCX
FTHRX

Volatility

FAHCX vs. FTHRX - Volatility Comparison

Fidelity Advisor High Income Advantage Fund Class I (FAHCX) has a higher volatility of 1.61% compared to Fidelity Intermediate Bond Fund (FTHRX) at 0.93%. This indicates that FAHCX's price experiences larger fluctuations and is considered to be riskier than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JulyAugustSeptemberOctoberNovemberDecember
1.61%
0.93%
FAHCX
FTHRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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