PortfoliosLab logoPortfoliosLab logo
FAHEX vs. THHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAHEX vs. THHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor High Income Advantage Fund Class C (FAHEX) and Toews Tactical Income Fund (THHYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FAHEX vs. THHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAHEX
Fidelity Advisor High Income Advantage Fund Class C
0.30%10.97%8.51%11.23%-11.89%10.09%7.88%16.50%-6.17%10.57%
THHYX
Toews Tactical Income Fund
-0.03%3.44%5.48%4.51%-5.33%0.28%5.21%7.37%-0.80%2.57%

Returns By Period

In the year-to-date period, FAHEX achieves a 0.30% return, which is significantly higher than THHYX's -0.03% return. Over the past 10 years, FAHEX has outperformed THHYX with an annualized return of 6.56%, while THHYX has yielded a comparatively lower 3.04% annualized return.


FAHEX

1D
1.21%
1M
-1.72%
YTD
0.30%
6M
1.43%
1Y
12.48%
3Y*
9.12%
5Y*
4.61%
10Y*
6.56%

THHYX

1D
-0.10%
1M
-0.56%
YTD
-0.03%
6M
-0.33%
1Y
4.81%
3Y*
4.35%
5Y*
1.60%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FAHEX vs. THHYX - Expense Ratio Comparison

FAHEX has a 1.75% expense ratio, which is higher than THHYX's 1.46% expense ratio.


Return for Risk

FAHEX vs. THHYX — Risk / Return Rank

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

FAHEX
FAHEX Risk / Return Rank: 9191
Overall Rank
FAHEX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FAHEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FAHEX Omega Ratio Rank: 8888
Omega Ratio Rank
FAHEX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FAHEX Martin Ratio Rank: 9494
Martin Ratio Rank

THHYX
THHYX Risk / Return Rank: 9191
Overall Rank
THHYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
THHYX Sortino Ratio Rank: 9292
Sortino Ratio Rank
THHYX Omega Ratio Rank: 8888
Omega Ratio Rank
THHYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
THHYX Martin Ratio Rank: 9090
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.

FAHEX vs. THHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor High Income Advantage Fund Class C (FAHEX) and Toews Tactical Income Fund (THHYX). 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.


FAHEXTHHYXDifference

Sharpe ratio

Return per unit of total volatility

1.92

1.80

+0.11

Sortino ratio

Return per unit of downside risk

2.67

2.78

-0.11

Omega ratio

Gain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratio

Return relative to maximum drawdown

3.05

4.39

-1.34

Martin ratio

Return relative to average drawdown

12.96

10.88

+2.08

FAHEX vs. THHYX - Sharpe Ratio Comparison

The current FAHEX Sharpe Ratio is 1.92, which is comparable to the THHYX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FAHEX and THHYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FAHEXTHHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.80

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.41

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.83

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.13

-0.39

Correlation

The correlation between FAHEX and THHYX is 0.55, 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

FAHEX vs. THHYX - Dividend Comparison

FAHEX's dividend yield for the trailing twelve months is around 3.42%, less than THHYX's 5.52% yield.


TTM20252024202320222021202020192018201720162015
FAHEX
Fidelity Advisor High Income Advantage Fund Class C
3.42%3.73%3.34%3.80%6.26%3.92%2.76%3.50%4.90%3.91%4.50%3.45%
THHYX
Toews Tactical Income Fund
5.52%4.91%5.44%4.33%1.61%2.79%2.21%3.84%2.43%6.56%3.30%1.59%

Drawdowns

FAHEX vs. THHYX - Drawdown Comparison

The maximum FAHEX drawdown since its inception was -49.00%, which is greater than THHYX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for FAHEX and THHYX.


Loading graphics...

Drawdown Indicators


FAHEXTHHYXDifference

Max Drawdown

Largest peak-to-trough decline

-49.00%

-8.83%

-40.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

-1.12%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.76%

-8.83%

-6.93%

Max Drawdown (10Y)

Largest decline over 10 years

-28.52%

-8.83%

-19.69%

Current Drawdown

Current decline from peak

-1.97%

-0.90%

-1.07%

Average Drawdown

Average peak-to-trough decline

-5.04%

-1.64%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.45%

+0.56%

Volatility

FAHEX vs. THHYX - Volatility Comparison

Fidelity Advisor High Income Advantage Fund Class C (FAHEX) has a higher volatility of 2.59% compared to Toews Tactical Income Fund (THHYX) at 0.59%. This indicates that FAHEX's price experiences larger fluctuations and is considered to be riskier than THHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FAHEXTHHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

0.59%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.30%

1.57%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

6.74%

2.74%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

3.90%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.60%

3.68%

+3.92%