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FFHCX vs. DODLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFHCX and DODLX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

FFHCX vs. DODLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Floating Rate High Income Fund (FFHCX) and Dodge & Cox Global Bond Fund (DODLX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
67.05%
38.75%
FFHCX
DODLX

Key characteristics

Sharpe Ratio

FFHCX:

1.77

DODLX:

1.54

Sortino Ratio

FFHCX:

2.97

DODLX:

2.28

Omega Ratio

FFHCX:

1.66

DODLX:

1.28

Calmar Ratio

FFHCX:

1.92

DODLX:

1.33

Martin Ratio

FFHCX:

9.67

DODLX:

3.30

Ulcer Index

FFHCX:

0.62%

DODLX:

2.51%

Daily Std Dev

FFHCX:

3.38%

DODLX:

5.36%

Max Drawdown

FFHCX:

-21.45%

DODLX:

-17.05%

Current Drawdown

FFHCX:

-1.54%

DODLX:

-0.79%

Returns By Period

In the year-to-date period, FFHCX achieves a -0.86% return, which is significantly lower than DODLX's 4.67% return. Over the past 10 years, FFHCX has outperformed DODLX with an annualized return of 5.01%, while DODLX has yielded a comparatively lower 3.63% annualized return.


FFHCX

YTD

-0.86%

1M

-0.87%

6M

1.31%

1Y

5.99%

5Y*

8.14%

10Y*

5.01%

DODLX

YTD

4.67%

1M

1.02%

6M

2.29%

1Y

8.29%

5Y*

4.15%

10Y*

3.63%

*Annualized

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FFHCX vs. DODLX - Expense Ratio Comparison

FFHCX has a 0.00% expense ratio, which is lower than DODLX's 0.45% expense ratio.


Expense ratio chart for DODLX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DODLX: 0.45%
Expense ratio chart for FFHCX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFHCX: 0.00%

Risk-Adjusted Performance

FFHCX vs. DODLX — Risk-Adjusted Performance Rank

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

FFHCX
The Risk-Adjusted Performance Rank of FFHCX is 9393
Overall Rank
The Sharpe Ratio Rank of FFHCX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FFHCX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of FFHCX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FFHCX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FFHCX is 9393
Martin Ratio Rank

DODLX
The Risk-Adjusted Performance Rank of DODLX is 8686
Overall Rank
The Sharpe Ratio Rank of DODLX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of DODLX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DODLX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of DODLX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of DODLX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFHCX vs. DODLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Floating Rate High Income Fund (FFHCX) and Dodge & Cox Global Bond Fund (DODLX). 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.


The chart of Sharpe ratio for FFHCX, currently valued at 1.77, compared to the broader market-1.000.001.002.003.00
FFHCX: 1.77
DODLX: 1.55
The chart of Sortino ratio for FFHCX, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.00
FFHCX: 2.97
DODLX: 2.29
The chart of Omega ratio for FFHCX, currently valued at 1.66, compared to the broader market0.501.001.502.002.503.00
FFHCX: 1.66
DODLX: 1.28
The chart of Calmar ratio for FFHCX, currently valued at 1.92, compared to the broader market0.002.004.006.008.0010.00
FFHCX: 1.92
DODLX: 1.33
The chart of Martin ratio for FFHCX, currently valued at 9.67, compared to the broader market0.0010.0020.0030.0040.0050.00
FFHCX: 9.67
DODLX: 3.30

The current FFHCX Sharpe Ratio is 1.77, which is comparable to the DODLX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of FFHCX and DODLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.77
1.55
FFHCX
DODLX

Dividends

FFHCX vs. DODLX - Dividend Comparison

FFHCX's dividend yield for the trailing twelve months is around 9.18%, more than DODLX's 4.61% yield.


TTM20242023202220212020201920182017201620152014
FFHCX
Fidelity Series Floating Rate High Income Fund
9.18%9.23%9.47%5.91%4.31%4.61%5.94%6.69%4.79%4.42%5.15%8.23%
DODLX
Dodge & Cox Global Bond Fund
4.61%4.73%3.31%5.05%2.49%2.21%3.40%4.21%2.34%1.69%0.00%1.40%

Drawdowns

FFHCX vs. DODLX - Drawdown Comparison

The maximum FFHCX drawdown since its inception was -21.45%, which is greater than DODLX's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for FFHCX and DODLX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.54%
-0.79%
FFHCX
DODLX

Volatility

FFHCX vs. DODLX - Volatility Comparison

Fidelity Series Floating Rate High Income Fund (FFHCX) and Dodge & Cox Global Bond Fund (DODLX) have volatilities of 2.12% and 2.17%, 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.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.12%
2.17%
FFHCX
DODLX