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FDIAX vs. FNSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIAX vs. FNSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Limited Term Bond Fund Class A (FDIAX) and Fidelity Short-Term Bond Index Fund (FNSOX). The values are adjusted to include any dividend payments, if applicable.

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FDIAX vs. FNSOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIAX
Fidelity Advisor Limited Term Bond Fund Class A
-0.46%6.38%4.09%5.76%-6.45%-1.62%4.86%5.72%0.40%-0.25%
FNSOX
Fidelity Short-Term Bond Index Fund
-0.22%6.01%3.90%4.90%-5.76%-1.25%4.28%4.95%1.14%-0.22%

Returns By Period

In the year-to-date period, FDIAX achieves a -0.46% return, which is significantly lower than FNSOX's -0.22% return.


FDIAX

1D
0.26%
1M
-1.37%
YTD
-0.46%
6M
0.73%
1Y
4.00%
3Y*
4.60%
5Y*
1.67%
10Y*
2.01%

FNSOX

1D
0.20%
1M
-1.18%
YTD
-0.22%
6M
0.91%
1Y
3.69%
3Y*
4.22%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIAX vs. FNSOX - Expense Ratio Comparison

FDIAX has a 0.75% expense ratio, which is higher than FNSOX's 0.03% expense ratio.


Return for Risk

FDIAX vs. FNSOX — Risk / Return Rank

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

FDIAX
FDIAX Risk / Return Rank: 9292
Overall Rank
FDIAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FDIAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FDIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FDIAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FDIAX Martin Ratio Rank: 9292
Martin Ratio Rank

FNSOX
FNSOX Risk / Return Rank: 9191
Overall Rank
FNSOX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FNSOX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FNSOX Omega Ratio Rank: 8888
Omega Ratio Rank
FNSOX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FNSOX Martin Ratio Rank: 9191
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.

FDIAX vs. FNSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Limited Term Bond Fund Class A (FDIAX) and Fidelity Short-Term Bond Index Fund (FNSOX). 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.


FDIAXFNSOXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.82

+0.12

Sortino ratio

Return per unit of downside risk

3.09

2.83

+0.26

Omega ratio

Gain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratio

Return relative to maximum drawdown

2.76

2.86

-0.10

Martin ratio

Return relative to average drawdown

11.16

10.76

+0.40

FDIAX vs. FNSOX - Sharpe Ratio Comparison

The current FDIAX Sharpe Ratio is 1.94, which is comparable to the FNSOX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of FDIAX and FNSOX, 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


FDIAXFNSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.82

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.55

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.83

+0.21

Correlation

The correlation between FDIAX and FNSOX is 0.87, 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

FDIAX vs. FNSOX - Dividend Comparison

FDIAX's dividend yield for the trailing twelve months is around 3.42%, more than FNSOX's 3.15% yield.


TTM20252024202320222021202020192018201720162015
FDIAX
Fidelity Advisor Limited Term Bond Fund Class A
3.42%3.63%2.57%1.90%1.03%1.09%2.09%2.14%1.99%1.48%1.55%1.31%
FNSOX
Fidelity Short-Term Bond Index Fund
3.15%3.22%2.80%1.74%0.81%0.80%1.54%2.61%2.04%0.34%0.00%0.00%

Drawdowns

FDIAX vs. FNSOX - Drawdown Comparison

The maximum FDIAX drawdown since its inception was -12.45%, which is greater than FNSOX's maximum drawdown of -8.92%. Use the drawdown chart below to compare losses from any high point for FDIAX and FNSOX.


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Drawdown Indicators


FDIAXFNSOXDifference

Max Drawdown

Largest peak-to-trough decline

-12.45%

-8.92%

-3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-1.47%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-9.99%

-8.77%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-10.20%

Current Drawdown

Current decline from peak

-1.37%

-1.18%

-0.19%

Average Drawdown

Average peak-to-trough decline

-1.72%

-1.75%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.39%

+0.01%

Volatility

FDIAX vs. FNSOX - Volatility Comparison

Fidelity Advisor Limited Term Bond Fund Class A (FDIAX) and Fidelity Short-Term Bond Index Fund (FNSOX) have volatilities of 0.80% and 0.78%, 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


FDIAXFNSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.78%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

1.37%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

2.21%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

2.86%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

2.48%

-0.10%