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FCEPX vs. FCNVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCEPX vs. FCNVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total Bond Fund Class C (FCEPX) and Fidelity Conservative Income Bond Institutional Class (FCNVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCEPX achieves a 0.13% return, which is significantly lower than FCNVX's 1.40% return. Over the past 10 years, FCEPX has underperformed FCNVX with an annualized return of 1.37%, while FCNVX has yielded a comparatively higher 2.57% annualized return.


FCEPX

1D
0.21%
1M
0.90%
YTD
0.13%
6M
0.39%
1Y
3.97%
3Y*
3.52%
5Y*
-0.53%
10Y*
1.37%

FCNVX

1D
0.00%
1M
0.23%
YTD
1.40%
6M
1.75%
1Y
4.03%
3Y*
5.00%
5Y*
3.58%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCEPX vs. FCNVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCEPX
Fidelity Advisor Total Bond Fund Class C
0.13%6.37%0.85%5.79%-14.26%-1.29%8.20%8.70%-1.70%3.08%
FCNVX
Fidelity Conservative Income Bond Institutional Class
1.40%4.51%5.43%5.86%0.85%-0.06%1.10%3.00%1.82%1.42%

Correlation

The correlation between FCEPX and FCNVX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since May 26, 2011

0.26

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Return for Risk

FCEPX vs. FCNVX — Risk / Return Rank

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

FCEPX
FCEPX Risk / Return Rank: 1616
Overall Rank
FCEPX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FCEPX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FCEPX Omega Ratio Rank: 1515
Omega Ratio Rank
FCEPX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FCEPX Martin Ratio Rank: 1515
Martin Ratio Rank

FCNVX
FCNVX Risk / Return Rank: 9999
Overall Rank
FCNVX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FCNVX Sortino Ratio Rank: 100100
Sortino Ratio Rank
FCNVX Omega Ratio Rank: 100100
Omega Ratio Rank
FCNVX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FCNVX Martin Ratio Rank: 100100
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.

FCEPX vs. FCNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total Bond Fund Class C (FCEPX) and Fidelity Conservative Income Bond Institutional Class (FCNVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCEPXFCNVXDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-21.31

Omega ratioGain probability vs. loss probability

1.19

13.46

-12.28

Calmar ratioReturn relative to maximum drawdown

1.34

40.73

-39.40

Martin ratioReturn relative to average drawdown

3.81

142.35

-138.54

FCEPX vs. FCNVX - Sharpe Ratio Comparison

The current FCEPX Sharpe Ratio is 1.08, which is lower than the FCNVX Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of FCEPX and FCNVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCEPX vs. FCNVX - Drawdown Comparison

The maximum FCEPX drawdown since its inception was -19.05%, which is greater than FCNVX's maximum drawdown of -2.19%. Use the drawdown chart below to compare losses from any high point for FCEPX and FCNVX.


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Drawdown Indicators


FCEPXFCNVXDifference

Max Drawdown

Largest peak-to-trough decline

-19.05%

-2.19%

-16.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-0.10%

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-0.30%

-5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-0.59%

-18.45%

Max Drawdown (10Y)

Largest decline over 10 years

-19.05%

-2.19%

-16.86%

Current Drawdown

Current decline from peak

-3.82%

-0.10%

-3.72%

Average Drawdown

Average peak-to-trough decline

-3.03%

-0.05%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.03%

+1.04%

Volatility

FCEPX vs. FCNVX - Volatility Comparison

Fidelity Advisor Total Bond Fund Class C (FCEPX) has a higher volatility of 1.10% compared to Fidelity Conservative Income Bond Institutional Class (FCNVX) at 0.35%. This indicates that FCEPX's price experiences larger fluctuations and is considered to be riskier than FCNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCEPXFCNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.35%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

0.79%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

1.18%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.67%

1.29%

+4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

1.04%

+3.67%

FCEPX vs. FCNVX - Expense Ratio Comparison

FCEPX has a 1.51% expense ratio, which is higher than FCNVX's 0.25% expense ratio.


Dividends

FCEPX vs. FCNVX - Dividend Comparison

FCEPX's dividend yield for the trailing twelve months is around 3.29%, less than FCNVX's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
FCEPX
Fidelity Advisor Total Bond Fund Class C
3.29%3.32%2.88%2.82%1.68%1.03%4.18%1.98%2.12%1.90%2.44%2.27%
FCNVX
Fidelity Conservative Income Bond Institutional Class
4.15%4.41%5.17%4.97%1.24%0.24%0.99%2.45%2.21%1.30%1.01%0.48%

Frequently Asked Questions


FCEPX and FCNVX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCEPX has higher volatility (1.10%) compared to FCNVX (0.35%). In terms of maximum drawdown, FCEPX dropped -19.05% vs FCNVX's -2.19%.

FCNVX currently has the higher Sharpe Ratio (3.44 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FCEPX and FCNVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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