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FFRAX vs. CRDOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFRAX vs. CRDOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Floating Rate High Income Fund Class A (FFRAX) and Six Circles Credit Opportunities Fund (CRDOX). The values are adjusted to include any dividend payments, if applicable.

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FFRAX vs. CRDOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FFRAX
Fidelity Advisor Floating Rate High Income Fund Class A
-0.66%5.28%6.83%11.35%-1.77%4.83%1.96%
CRDOX
Six Circles Credit Opportunities Fund
-1.45%7.48%8.69%8.06%-10.62%2.66%1.71%

Returns By Period

In the year-to-date period, FFRAX achieves a -0.66% return, which is significantly higher than CRDOX's -1.45% return.


FFRAX

1D
0.11%
1M
0.34%
YTD
-0.66%
6M
0.65%
1Y
4.50%
3Y*
6.53%
5Y*
4.76%
10Y*
4.62%

CRDOX

1D
0.34%
1M
-2.43%
YTD
-1.45%
6M
0.10%
1Y
6.40%
3Y*
6.56%
5Y*
2.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFRAX vs. CRDOX - Expense Ratio Comparison

FFRAX has a 0.98% expense ratio, which is higher than CRDOX's 0.29% expense ratio.


Return for Risk

FFRAX vs. CRDOX — Risk / Return Rank

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

FFRAX
FFRAX Risk / Return Rank: 7777
Overall Rank
FFRAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FFRAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FFRAX Omega Ratio Rank: 9292
Omega Ratio Rank
FFRAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFRAX Martin Ratio Rank: 8080
Martin Ratio Rank

CRDOX
CRDOX Risk / Return Rank: 8484
Overall Rank
CRDOX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CRDOX Sortino Ratio Rank: 9292
Sortino Ratio Rank
CRDOX Omega Ratio Rank: 9393
Omega Ratio Rank
CRDOX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CRDOX Martin Ratio Rank: 7474
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.

FFRAX vs. CRDOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Floating Rate High Income Fund Class A (FFRAX) and Six Circles Credit Opportunities Fund (CRDOX). 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.


FFRAXCRDOXDifference

Sharpe ratio

Return per unit of total volatility

1.33

2.04

-0.71

Sortino ratio

Return per unit of downside risk

1.85

2.80

-0.95

Omega ratio

Gain probability vs. loss probability

1.44

1.47

-0.04

Calmar ratio

Return relative to maximum drawdown

1.69

1.81

-0.12

Martin ratio

Return relative to average drawdown

8.19

8.08

+0.11

FFRAX vs. CRDOX - Sharpe Ratio Comparison

The current FFRAX Sharpe Ratio is 1.33, which is lower than the CRDOX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FFRAX and CRDOX, 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


FFRAXCRDOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.04

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.69

0.66

+1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.72

+0.44

Correlation

The correlation between FFRAX and CRDOX is 0.44, 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

FFRAX vs. CRDOX - Dividend Comparison

FFRAX's dividend yield for the trailing twelve months is around 6.48%, more than CRDOX's 6.34% yield.


TTM20252024202320222021202020192018201720162015
FFRAX
Fidelity Advisor Floating Rate High Income Fund Class A
6.48%7.12%6.69%7.24%3.57%2.47%3.56%4.86%4.42%3.77%4.14%3.42%
CRDOX
Six Circles Credit Opportunities Fund
6.34%5.18%6.96%6.86%5.82%2.73%0.33%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFRAX vs. CRDOX - Drawdown Comparison

The maximum FFRAX drawdown since its inception was -22.21%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for FFRAX and CRDOX.


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Drawdown Indicators


FFRAXCRDOXDifference

Max Drawdown

Largest peak-to-trough decline

-22.21%

-15.92%

-6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-3.14%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-6.02%

-15.92%

+9.90%

Max Drawdown (10Y)

Largest decline over 10 years

-22.21%

Current Drawdown

Current decline from peak

-0.77%

-2.81%

+2.04%

Average Drawdown

Average peak-to-trough decline

-1.03%

-3.63%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.70%

-0.12%

Volatility

FFRAX vs. CRDOX - Volatility Comparison

The current volatility for Fidelity Advisor Floating Rate High Income Fund Class A (FFRAX) is 0.67%, while Six Circles Credit Opportunities Fund (CRDOX) has a volatility of 1.44%. This indicates that FFRAX experiences smaller price fluctuations and is considered to be less risky than CRDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFRAXCRDOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

1.44%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

2.19%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

3.28%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.84%

4.11%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.12%

4.04%

+0.08%