PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FAHDX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAHDX and BND is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

FAHDX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor High Income Advantage Fund Class A (FAHDX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.40%
-0.66%
FAHDX
BND

Key characteristics

Sharpe Ratio

FAHDX:

2.24

BND:

0.14

Sortino Ratio

FAHDX:

3.30

BND:

0.23

Omega Ratio

FAHDX:

1.44

BND:

1.03

Calmar Ratio

FAHDX:

2.24

BND:

0.05

Martin Ratio

FAHDX:

13.31

BND:

0.35

Ulcer Index

FAHDX:

0.81%

BND:

2.10%

Daily Std Dev

FAHDX:

4.80%

BND:

5.37%

Max Drawdown

FAHDX:

-48.83%

BND:

-18.84%

Current Drawdown

FAHDX:

-1.63%

BND:

-10.22%

Returns By Period

In the year-to-date period, FAHDX achieves a 0.17% return, which is significantly higher than BND's -0.96% return. Over the past 10 years, FAHDX has outperformed BND with an annualized return of 5.69%, while BND has yielded a comparatively lower 1.05% annualized return.


FAHDX

YTD

0.17%

1M

-0.91%

6M

3.40%

1Y

10.28%

5Y*

4.71%

10Y*

5.69%

BND

YTD

-0.96%

1M

-1.68%

6M

-0.66%

1Y

0.54%

5Y*

-0.70%

10Y*

1.05%

*Annualized

Compare stocks, funds, or ETFs

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


FAHDX vs. BND - Expense Ratio Comparison

FAHDX has a 0.99% expense ratio, which is higher than BND's 0.03% expense ratio.


FAHDX
Fidelity Advisor High Income Advantage Fund Class A
Expense ratio chart for FAHDX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FAHDX vs. BND — Risk-Adjusted Performance Rank

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

FAHDX
The Risk-Adjusted Performance Rank of FAHDX is 9292
Overall Rank
The Sharpe Ratio Rank of FAHDX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FAHDX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FAHDX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of FAHDX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FAHDX is 9494
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 1414
Overall Rank
The Sharpe Ratio Rank of BND is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BND is 1414
Omega Ratio Rank
The Calmar Ratio Rank of BND is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BND is 1515
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.

FAHDX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor High Income Advantage Fund Class A (FAHDX) and Vanguard Total Bond Market ETF (BND). 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 FAHDX, currently valued at 2.24, compared to the broader market-1.000.001.002.003.004.002.240.31
The chart of Sortino ratio for FAHDX, currently valued at 3.30, compared to the broader market0.002.004.006.008.0010.003.300.46
The chart of Omega ratio for FAHDX, currently valued at 1.44, compared to the broader market1.002.003.001.441.05
The chart of Calmar ratio for FAHDX, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.240.12
The chart of Martin ratio for FAHDX, currently valued at 13.31, compared to the broader market0.0020.0040.0060.0013.310.78
FAHDX
BND

The current FAHDX Sharpe Ratio is 2.24, which is higher than the BND Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of FAHDX and BND, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.24
0.31
FAHDX
BND

Dividends

FAHDX vs. BND - Dividend Comparison

FAHDX's dividend yield for the trailing twelve months is around 4.68%, more than BND's 3.70% yield.


TTM20242023202220212020201920182017201620152014
FAHDX
Fidelity Advisor High Income Advantage Fund Class A
4.68%4.69%4.87%4.42%2.96%3.47%4.21%5.74%4.65%4.50%5.08%4.24%
BND
Vanguard Total Bond Market ETF
3.70%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

FAHDX vs. BND - Drawdown Comparison

The maximum FAHDX drawdown since its inception was -48.83%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FAHDX and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.63%
-10.22%
FAHDX
BND

Volatility

FAHDX vs. BND - Volatility Comparison

Fidelity Advisor High Income Advantage Fund Class A (FAHDX) has a higher volatility of 1.64% compared to Vanguard Total Bond Market ETF (BND) at 1.30%. This indicates that FAHDX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%AugustSeptemberOctoberNovemberDecember2025
1.64%
1.30%
FAHDX
BND
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab