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FCBAX vs. VICSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCBAX vs. VICSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Corporate Bond Fund Class A (FCBAX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). The values are adjusted to include any dividend payments, if applicable.

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FCBAX vs. VICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCBAX
Fidelity Advisor Corporate Bond Fund Class A
-1.25%7.51%2.21%8.10%-17.32%-1.85%10.46%14.11%-2.90%6.47%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
-0.94%9.36%3.66%8.88%-14.09%-1.56%9.52%13.99%-1.73%5.47%

Returns By Period

In the year-to-date period, FCBAX achieves a -1.25% return, which is significantly lower than VICSX's -0.94% return. Over the past 10 years, FCBAX has underperformed VICSX with an annualized return of 2.48%, while VICSX has yielded a comparatively higher 3.05% annualized return.


FCBAX

1D
0.57%
1M
-2.76%
YTD
-1.25%
6M
-0.55%
1Y
3.77%
3Y*
4.28%
5Y*
0.03%
10Y*
2.48%

VICSX

1D
0.54%
1M
-2.45%
YTD
-0.94%
6M
0.27%
1Y
5.56%
3Y*
5.58%
5Y*
1.50%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCBAX vs. VICSX - Expense Ratio Comparison

FCBAX has a 0.77% expense ratio, which is higher than VICSX's 0.07% expense ratio.


Return for Risk

FCBAX vs. VICSX — Risk / Return Rank

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

FCBAX
FCBAX Risk / Return Rank: 4444
Overall Rank
FCBAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FCBAX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FCBAX Omega Ratio Rank: 3131
Omega Ratio Rank
FCBAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FCBAX Martin Ratio Rank: 4545
Martin Ratio Rank

VICSX
VICSX Risk / Return Rank: 7575
Overall Rank
VICSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VICSX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VICSX Omega Ratio Rank: 6565
Omega Ratio Rank
VICSX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VICSX Martin Ratio Rank: 7777
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. VICSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Corporate Bond Fund Class A (FCBAX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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.


FCBAXVICSXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.32

-0.41

Sortino ratio

Return per unit of downside risk

1.27

1.86

-0.58

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratio

Return relative to maximum drawdown

1.45

2.04

-0.58

Martin ratio

Return relative to average drawdown

4.62

7.46

-2.84

FCBAX vs. VICSX - Sharpe Ratio Comparison

The current FCBAX Sharpe Ratio is 0.91, which is lower than the VICSX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FCBAX and VICSX, 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


FCBAXVICSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.32

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.25

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.57

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.84

-0.21

Correlation

The correlation between FCBAX and VICSX 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. VICSX - Dividend Comparison

FCBAX's dividend yield for the trailing twelve months is around 3.56%, less than VICSX's 4.32% yield.


TTM20252024202320222021202020192018201720162015
FCBAX
Fidelity Advisor Corporate Bond Fund Class A
3.56%3.79%3.35%3.13%2.27%2.55%3.09%2.96%3.29%2.83%3.19%2.69%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.32%4.59%4.77%3.70%3.00%2.76%2.77%3.35%3.62%3.22%3.03%3.36%

Drawdowns

FCBAX vs. VICSX - Drawdown Comparison

The maximum FCBAX drawdown since its inception was -23.56%, which is greater than VICSX's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for FCBAX and VICSX.


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Drawdown Indicators


FCBAXVICSXDifference

Max Drawdown

Largest peak-to-trough decline

-23.56%

-20.53%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-3.07%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.44%

-20.53%

-2.91%

Max Drawdown (10Y)

Largest decline over 10 years

-23.56%

-20.53%

-3.03%

Current Drawdown

Current decline from peak

-4.81%

-2.45%

-2.36%

Average Drawdown

Average peak-to-trough decline

-4.34%

-3.18%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.84%

+0.20%

Volatility

FCBAX vs. VICSX - Volatility Comparison

Fidelity Advisor Corporate Bond Fund Class A (FCBAX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) have volatilities of 1.85% and 1.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCBAXVICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.81%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

2.65%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

4.38%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

6.14%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

5.33%

+0.60%