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FCBAX vs. FXNAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCBAX vs. FXNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Corporate Bond Fund Class A (FCBAX) and Fidelity U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

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FCBAX vs. FXNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCBAX
Fidelity Advisor Corporate Bond Fund Class A
-0.97%7.51%2.21%8.10%-17.32%-1.85%10.46%14.11%-2.90%6.47%
FXNAX
Fidelity U.S. Bond Index Fund
-0.26%7.14%1.35%5.82%-13.55%-2.10%7.63%8.50%0.04%3.50%

Returns By Period

In the year-to-date period, FCBAX achieves a -0.97% return, which is significantly lower than FXNAX's -0.26% return. Over the past 10 years, FCBAX has outperformed FXNAX with an annualized return of 2.51%, while FXNAX has yielded a comparatively lower 1.54% annualized return.


FCBAX

1D
0.28%
1M
-1.94%
YTD
-0.97%
6M
-0.45%
1Y
3.77%
3Y*
4.38%
5Y*
-0.02%
10Y*
2.51%

FXNAX

1D
0.19%
1M
-1.60%
YTD
-0.26%
6M
0.47%
1Y
3.69%
3Y*
3.52%
5Y*
0.10%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCBAX vs. FXNAX - Expense Ratio Comparison

FCBAX has a 0.77% expense ratio, which is higher than FXNAX's 0.03% expense ratio.


Return for Risk

FCBAX vs. FXNAX — Risk / Return Rank

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

FCBAX
FCBAX Risk / Return Rank: 3333
Overall Rank
FCBAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FCBAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FCBAX Omega Ratio Rank: 2222
Omega Ratio Rank
FCBAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FCBAX Martin Ratio Rank: 3434
Martin Ratio Rank

FXNAX
FXNAX Risk / Return Rank: 4646
Overall Rank
FXNAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FXNAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FXNAX Omega Ratio Rank: 3030
Omega Ratio Rank
FXNAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FXNAX Martin Ratio Rank: 4545
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.

FCBAX vs. FXNAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Corporate Bond Fund Class A (FCBAX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


FCBAXFXNAXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.93

-0.07

Sortino ratio

Return per unit of downside risk

1.20

1.33

-0.13

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

1.39

1.66

-0.27

Martin ratio

Return relative to average drawdown

4.38

4.68

-0.30

FCBAX vs. FXNAX - Sharpe Ratio Comparison

The current FCBAX Sharpe Ratio is 0.86, which is comparable to the FXNAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FCBAX and FXNAX, 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


FCBAXFXNAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.93

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.02

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.31

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.45

+0.18

Correlation

The correlation between FCBAX and FXNAX is 0.94, 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

FCBAX vs. FXNAX - Dividend Comparison

FCBAX's dividend yield for the trailing twelve months is around 3.55%, more than FXNAX's 3.34% yield.


TTM20252024202320222021202020192018201720162015
FCBAX
Fidelity Advisor Corporate Bond Fund Class A
3.55%3.79%3.35%3.13%2.27%2.55%3.09%2.96%3.29%2.83%3.19%2.69%
FXNAX
Fidelity U.S. Bond Index Fund
3.34%3.58%3.40%3.15%1.81%1.74%2.92%2.68%2.74%2.57%2.76%2.52%

Drawdowns

FCBAX vs. FXNAX - Drawdown Comparison

The maximum FCBAX drawdown since its inception was -23.56%, which is greater than FXNAX's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for FCBAX and FXNAX.


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Drawdown Indicators


FCBAXFXNAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.56%

-19.51%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-2.71%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.44%

-18.54%

-4.90%

Max Drawdown (10Y)

Largest decline over 10 years

-23.56%

-19.51%

-4.05%

Current Drawdown

Current decline from peak

-4.54%

-3.53%

-1.01%

Average Drawdown

Average peak-to-trough decline

-4.34%

-3.87%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.96%

+0.09%

Volatility

FCBAX vs. FXNAX - Volatility Comparison

Fidelity Advisor Corporate Bond Fund Class A (FCBAX) has a higher volatility of 1.84% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.55%. This indicates that FCBAX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCBAXFXNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

1.55%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.58%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

4.35%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

6.04%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

4.99%

+0.94%