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FARFX vs. VTMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FARFX vs. VTMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Managed Retirement 2025 Fund Class A (FARFX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). The values are adjusted to include any dividend payments, if applicable.

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FARFX vs. VTMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FARFX
Fidelity Advisor Managed Retirement 2025 Fund Class A
-0.13%13.15%6.30%11.55%-15.86%7.73%12.80%17.23%-5.29%13.98%
VTMFX
Vanguard Tax-Managed Balanced Fund Admiral Shares
-2.15%11.28%12.17%15.55%-12.69%13.10%13.31%18.01%-1.40%12.61%

Returns By Period

In the year-to-date period, FARFX achieves a -0.13% return, which is significantly higher than VTMFX's -2.15% return. Over the past 10 years, FARFX has underperformed VTMFX with an annualized return of 6.33%, while VTMFX has yielded a comparatively higher 7.97% annualized return.


FARFX

1D
1.34%
1M
-3.23%
YTD
-0.13%
6M
1.39%
1Y
10.82%
3Y*
8.48%
5Y*
3.49%
10Y*
6.33%

VTMFX

1D
1.46%
1M
-3.58%
YTD
-2.15%
6M
-0.34%
1Y
10.95%
3Y*
10.43%
5Y*
6.18%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FARFX vs. VTMFX - Expense Ratio Comparison

FARFX has a 0.73% expense ratio, which is higher than VTMFX's 0.09% expense ratio.


Return for Risk

FARFX vs. VTMFX — Risk / Return Rank

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

FARFX
FARFX Risk / Return Rank: 7676
Overall Rank
FARFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FARFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FARFX Omega Ratio Rank: 7575
Omega Ratio Rank
FARFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FARFX Martin Ratio Rank: 7777
Martin Ratio Rank

VTMFX
VTMFX Risk / Return Rank: 7575
Overall Rank
VTMFX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VTMFX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VTMFX Omega Ratio Rank: 7474
Omega Ratio Rank
VTMFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VTMFX Martin Ratio Rank: 8181
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.

FARFX vs. VTMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Managed Retirement 2025 Fund Class A (FARFX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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.


FARFXVTMFXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.34

+0.13

Sortino ratio

Return per unit of downside risk

2.07

1.94

+0.13

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

1.99

1.73

+0.27

Martin ratio

Return relative to average drawdown

8.36

8.12

+0.24

FARFX vs. VTMFX - Sharpe Ratio Comparison

The current FARFX Sharpe Ratio is 1.47, which is comparable to the VTMFX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FARFX and VTMFX, 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


FARFXVTMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.34

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.73

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.88

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.82

-0.35

Correlation

The correlation between FARFX and VTMFX is 0.92, 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

FARFX vs. VTMFX - Dividend Comparison

FARFX's dividend yield for the trailing twelve months is around 2.45%, more than VTMFX's 2.28% yield.


TTM20252024202320222021202020192018201720162015
FARFX
Fidelity Advisor Managed Retirement 2025 Fund Class A
2.45%2.43%2.35%2.21%4.50%4.96%3.36%3.64%6.83%24.58%2.20%4.23%
VTMFX
Vanguard Tax-Managed Balanced Fund Admiral Shares
2.28%2.14%2.08%1.94%1.85%1.38%1.72%2.05%2.22%2.00%2.13%2.06%

Drawdowns

FARFX vs. VTMFX - Drawdown Comparison

The maximum FARFX drawdown since its inception was -41.46%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for FARFX and VTMFX.


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Drawdown Indicators


FARFXVTMFXDifference

Max Drawdown

Largest peak-to-trough decline

-41.46%

-28.49%

-12.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.65%

-6.82%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-17.40%

-4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-21.75%

-21.87%

+0.12%

Current Drawdown

Current decline from peak

-3.70%

-4.00%

+0.30%

Average Drawdown

Average peak-to-trough decline

-5.38%

-3.57%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

1.45%

-0.10%

Volatility

FARFX vs. VTMFX - Volatility Comparison

Fidelity Advisor Managed Retirement 2025 Fund Class A (FARFX) has a higher volatility of 3.32% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.86%. This indicates that FARFX's price experiences larger fluctuations and is considered to be riskier than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FARFXVTMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

2.86%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

4.82%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

7.67%

8.55%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.13%

8.51%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

9.10%

-0.76%