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FFRCX vs. THHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFRCX vs. THHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Floating Rate High Income Fund Class C (FFRCX) and Toews Tactical Income Fund (THHYX). The values are adjusted to include any dividend payments, if applicable.

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FFRCX vs. THHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFRCX
Fidelity Advisor Floating Rate High Income Fund Class C
-0.67%4.38%6.18%10.70%-2.34%4.08%0.61%7.49%-0.95%2.85%
THHYX
Toews Tactical Income Fund
-0.03%3.44%5.48%4.51%-5.33%0.28%5.21%7.37%-0.80%2.57%

Returns By Period

In the year-to-date period, FFRCX achieves a -0.67% return, which is significantly lower than THHYX's -0.03% return. Over the past 10 years, FFRCX has outperformed THHYX with an annualized return of 3.89%, while THHYX has yielded a comparatively lower 3.04% annualized return.


FFRCX

1D
0.11%
1M
0.34%
YTD
-0.67%
6M
0.33%
1Y
3.78%
3Y*
5.83%
5Y*
4.07%
10Y*
3.89%

THHYX

1D
-0.10%
1M
-0.56%
YTD
-0.03%
6M
-0.33%
1Y
4.81%
3Y*
4.35%
5Y*
1.60%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFRCX vs. THHYX - Expense Ratio Comparison

FFRCX has a 1.73% expense ratio, which is higher than THHYX's 1.46% expense ratio.


Return for Risk

FFRCX vs. THHYX — Risk / Return Rank

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

FFRCX
FFRCX Risk / Return Rank: 5959
Overall Rank
FFRCX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FFRCX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FFRCX Omega Ratio Rank: 8585
Omega Ratio Rank
FFRCX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FFRCX Martin Ratio Rank: 5858
Martin Ratio Rank

THHYX
THHYX Risk / Return Rank: 9191
Overall Rank
THHYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
THHYX Sortino Ratio Rank: 9292
Sortino Ratio Rank
THHYX Omega Ratio Rank: 8888
Omega Ratio Rank
THHYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
THHYX Martin Ratio Rank: 9090
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.

FFRCX vs. THHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Floating Rate High Income Fund Class C (FFRCX) and Toews Tactical Income Fund (THHYX). 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.


FFRCXTHHYXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.80

-0.64

Sortino ratio

Return per unit of downside risk

1.58

2.78

-1.20

Omega ratio

Gain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratio

Return relative to maximum drawdown

1.41

4.39

-2.98

Martin ratio

Return relative to average drawdown

6.52

10.88

-4.37

FFRCX vs. THHYX - Sharpe Ratio Comparison

The current FFRCX Sharpe Ratio is 1.16, which is lower than the THHYX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FFRCX and THHYX, 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


FFRCXTHHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.80

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.53

0.41

+1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.83

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.13

-0.16

Correlation

The correlation between FFRCX and THHYX is 0.29, 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.


Dividends

FFRCX vs. THHYX - Dividend Comparison

FFRCX's dividend yield for the trailing twelve months is around 5.78%, more than THHYX's 5.52% yield.


TTM20252024202320222021202020192018201720162015
FFRCX
Fidelity Advisor Floating Rate High Income Fund Class C
5.78%6.37%6.09%6.56%2.98%1.86%2.83%4.11%3.64%3.02%3.35%2.70%
THHYX
Toews Tactical Income Fund
5.52%4.91%5.44%4.33%1.61%2.79%2.21%3.84%2.43%6.56%3.30%1.59%

Drawdowns

FFRCX vs. THHYX - Drawdown Comparison

The maximum FFRCX drawdown since its inception was -22.31%, which is greater than THHYX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for FFRCX and THHYX.


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Drawdown Indicators


FFRCXTHHYXDifference

Max Drawdown

Largest peak-to-trough decline

-22.31%

-8.83%

-13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-1.12%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-6.30%

-8.83%

+2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-22.31%

-8.83%

-13.48%

Current Drawdown

Current decline from peak

-0.89%

-0.90%

+0.01%

Average Drawdown

Average peak-to-trough decline

-1.13%

-1.64%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.45%

+0.16%

Volatility

FFRCX vs. THHYX - Volatility Comparison

Fidelity Advisor Floating Rate High Income Fund Class C (FFRCX) has a higher volatility of 0.69% compared to Toews Tactical Income Fund (THHYX) at 0.59%. This indicates that FFRCX's price experiences larger fluctuations and is considered to be riskier than THHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFRCXTHHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.59%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

1.57%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.18%

2.74%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

3.90%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

3.68%

+0.33%