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FFHCX vs. FDAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFHCX vs. FDAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Floating Rate High Income Fund (FFHCX) and Franklin Floating Rate Daily Access Fund (FDAAX). The values are adjusted to include any dividend payments, if applicable.

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FFHCX vs. FDAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFHCX
Fidelity Series Floating Rate High Income Fund
-0.54%6.02%8.49%13.19%-1.55%5.66%2.54%9.42%1.36%4.80%
FDAAX
Franklin Floating Rate Daily Access Fund
-1.34%4.68%8.52%14.35%-1.37%8.55%-3.71%3.30%0.95%2.44%

Returns By Period

In the year-to-date period, FFHCX achieves a -0.54% return, which is significantly higher than FDAAX's -1.34% return. Over the past 10 years, FFHCX has outperformed FDAAX with an annualized return of 5.78%, while FDAAX has yielded a comparatively lower 4.50% annualized return.


FFHCX

1D
-0.12%
1M
0.12%
YTD
-0.54%
6M
0.95%
1Y
5.16%
3Y*
7.87%
5Y*
5.83%
10Y*
5.78%

FDAAX

1D
0.00%
1M
-0.55%
YTD
-1.34%
6M
-0.58%
1Y
3.30%
3Y*
7.13%
5Y*
6.09%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFHCX vs. FDAAX - Expense Ratio Comparison

FFHCX has a 0.00% expense ratio, which is lower than FDAAX's 0.67% expense ratio.


Return for Risk

FFHCX vs. FDAAX — Risk / Return Rank

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

FFHCX
FFHCX Risk / Return Rank: 8989
Overall Rank
FFHCX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FFHCX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FFHCX Omega Ratio Rank: 9696
Omega Ratio Rank
FFHCX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FFHCX Martin Ratio Rank: 9090
Martin Ratio Rank

FDAAX
FDAAX Risk / Return Rank: 6767
Overall Rank
FDAAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FDAAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FDAAX Omega Ratio Rank: 7676
Omega Ratio Rank
FDAAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FDAAX Martin Ratio Rank: 5656
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.

FFHCX vs. FDAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Floating Rate High Income Fund (FFHCX) and Franklin Floating Rate Daily Access Fund (FDAAX). 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.


FFHCXFDAAXDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.09

+0.57

Sortino ratio

Return per unit of downside risk

2.45

1.75

+0.70

Omega ratio

Gain probability vs. loss probability

1.58

1.29

+0.29

Calmar ratio

Return relative to maximum drawdown

2.04

1.61

+0.43

Martin ratio

Return relative to average drawdown

10.03

5.44

+4.58

FFHCX vs. FDAAX - Sharpe Ratio Comparison

The current FFHCX Sharpe Ratio is 1.65, which is higher than the FDAAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FFHCX and FDAAX, 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


FFHCXFDAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.09

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.92

1.85

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.40

1.18

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

1.21

+0.15

Correlation

The correlation between FFHCX and FDAAX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFHCX vs. FDAAX - Dividend Comparison

FFHCX's dividend yield for the trailing twelve months is around 7.31%, less than FDAAX's 7.41% yield.


TTM20252024202320222021202020192018201720162015
FFHCX
Fidelity Series Floating Rate High Income Fund
7.31%8.11%8.46%9.47%3.83%3.64%4.61%5.92%6.68%4.80%5.16%4.37%
FDAAX
Franklin Floating Rate Daily Access Fund
7.41%8.00%9.42%7.64%5.84%3.73%5.07%5.62%5.18%3.79%4.57%4.71%

Drawdowns

FFHCX vs. FDAAX - Drawdown Comparison

The maximum FFHCX drawdown since its inception was -21.45%, smaller than the maximum FDAAX drawdown of -25.74%. Use the drawdown chart below to compare losses from any high point for FFHCX and FDAAX.


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Drawdown Indicators


FFHCXFDAAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.45%

-25.74%

+4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.26%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-5.81%

-6.22%

+0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

-18.08%

-3.37%

Current Drawdown

Current decline from peak

-0.73%

-1.73%

+1.00%

Average Drawdown

Average peak-to-trough decline

-0.94%

-1.52%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.67%

-0.12%

Volatility

FFHCX vs. FDAAX - Volatility Comparison

The current volatility for Fidelity Series Floating Rate High Income Fund (FFHCX) is 0.68%, while Franklin Floating Rate Daily Access Fund (FDAAX) has a volatility of 0.95%. This indicates that FFHCX experiences smaller price fluctuations and is considered to be less risky than FDAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFHCXFDAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.95%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

2.35%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

3.38%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.06%

3.31%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

3.83%

+0.32%