PortfoliosLab logoPortfoliosLab logo
FARSX vs. FRQKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FARSX vs. FRQKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Managed Retirement 2015 Fund Class A (FARSX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FARSX vs. FRQKX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FARSX
Fidelity Advisor Managed Retirement 2015 Fund Class A
-0.81%10.71%4.91%9.25%-13.76%5.06%10.62%4.60%
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
-0.48%9.91%4.42%8.62%-12.30%3.95%9.68%3.94%

Returns By Period

In the year-to-date period, FARSX achieves a -0.81% return, which is significantly lower than FRQKX's -0.48% return.


FARSX

1D
0.23%
1M
-3.72%
YTD
-0.81%
6M
0.54%
1Y
7.82%
3Y*
6.51%
5Y*
2.58%
10Y*
5.08%

FRQKX

1D
0.25%
1M
-3.18%
YTD
-0.48%
6M
0.80%
1Y
7.18%
3Y*
6.11%
5Y*
2.52%
10Y*
*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.


FARSX vs. FRQKX - Expense Ratio Comparison

FARSX has a 0.71% expense ratio, which is higher than FRQKX's 0.36% expense ratio.


Return for Risk

FARSX vs. FRQKX — Risk / Return Rank

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

FARSX
FARSX Risk / Return Rank: 7878
Overall Rank
FARSX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FARSX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FARSX Omega Ratio Rank: 7676
Omega Ratio Rank
FARSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FARSX Martin Ratio Rank: 7979
Martin Ratio Rank

FRQKX
FRQKX Risk / Return Rank: 8383
Overall Rank
FRQKX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FRQKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRQKX Omega Ratio Rank: 8080
Omega Ratio Rank
FRQKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRQKX Martin Ratio Rank: 8484
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.

FARSX vs. FRQKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Managed Retirement 2015 Fund Class A (FARSX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). 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.


FARSXFRQKXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.58

-0.15

Sortino ratio

Return per unit of downside risk

2.00

2.20

-0.20

Omega ratio

Gain probability vs. loss probability

1.29

1.32

-0.03

Calmar ratio

Return relative to maximum drawdown

1.93

2.12

-0.19

Martin ratio

Return relative to average drawdown

7.74

8.53

-0.78

FARSX vs. FRQKX - Sharpe Ratio Comparison

The current FARSX Sharpe Ratio is 1.44, which is comparable to the FRQKX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FARSX and FRQKX, 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


FARSXFRQKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.58

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.46

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.68

-0.20

Correlation

The correlation between FARSX and FRQKX is 0.99, 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

FARSX vs. FRQKX - Dividend Comparison

FARSX's dividend yield for the trailing twelve months is around 2.77%, less than FRQKX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
FARSX
Fidelity Advisor Managed Retirement 2015 Fund Class A
2.77%2.63%2.64%2.32%4.65%4.97%3.17%3.05%6.06%23.98%1.80%4.22%
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
3.27%3.09%2.91%2.86%5.12%6.11%3.61%2.57%0.00%0.00%0.00%0.00%

Drawdowns

FARSX vs. FRQKX - Drawdown Comparison

The maximum FARSX drawdown since its inception was -40.28%, which is greater than FRQKX's maximum drawdown of -16.97%. Use the drawdown chart below to compare losses from any high point for FARSX and FRQKX.


Loading graphics...

Drawdown Indicators


FARSXFRQKXDifference

Max Drawdown

Largest peak-to-trough decline

-40.28%

-16.97%

-23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.03%

-3.42%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.75%

-16.97%

-1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

Current Drawdown

Current decline from peak

-3.72%

-3.18%

-0.54%

Average Drawdown

Average peak-to-trough decline

-5.07%

-3.95%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.85%

+0.15%

Volatility

FARSX vs. FRQKX - Volatility Comparison

Fidelity Advisor Managed Retirement 2015 Fund Class A (FARSX) has a higher volatility of 2.26% compared to Fidelity Managed Retirement 2010 Fund Class K (FRQKX) at 1.97%. This indicates that FARSX's price experiences larger fluctuations and is considered to be riskier than FRQKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FARSXFRQKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

1.97%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

2.87%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

5.52%

4.62%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

5.52%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.34%

5.77%

+0.57%