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FFRHX vs. FFRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFRHX vs. FFRIX - Performance Comparison

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

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FFRHX vs. FFRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFRHX
Fidelity Floating Rate High Income Fund
-0.61%5.47%7.10%12.63%-1.55%5.01%1.69%8.63%0.10%3.91%
FFRIX
Fidelity Advisor Floating Rate High Income Fund Class I
-0.73%5.54%7.07%11.63%-1.58%5.06%1.64%8.47%0.13%3.86%

Returns By Period

In the year-to-date period, FFRHX achieves a -0.61% return, which is significantly higher than FFRIX's -0.73% return. Both investments have delivered pretty close results over the past 10 years, with FFRHX having a 4.98% annualized return and FFRIX not far behind at 4.85%.


FFRHX

1D
-0.11%
1M
0.11%
YTD
-0.61%
6M
0.66%
1Y
4.54%
3Y*
7.04%
5Y*
5.20%
10Y*
4.98%

FFRIX

1D
-0.11%
1M
0.00%
YTD
-0.73%
6M
0.64%
1Y
4.50%
3Y*
6.70%
5Y*
4.98%
10Y*
4.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFRHX vs. FFRIX - Expense Ratio Comparison

FFRHX has a 0.67% expense ratio, which is lower than FFRIX's 0.72% expense ratio.


Return for Risk

FFRHX vs. FFRIX — Risk / Return Rank

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

FFRHX
FFRHX Risk / Return Rank: 8484
Overall Rank
FFRHX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFRHX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFRHX Omega Ratio Rank: 9595
Omega Ratio Rank
FFRHX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FFRHX Martin Ratio Rank: 8383
Martin Ratio Rank

FFRIX
FFRIX Risk / Return Rank: 8282
Overall Rank
FFRIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FFRIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FFRIX Omega Ratio Rank: 9494
Omega Ratio Rank
FFRIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FFRIX Martin Ratio Rank: 8383
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.

FFRHX vs. FFRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Floating Rate High Income Fund (FFRHX) and Fidelity Advisor Floating Rate High Income Fund Class I (FFRIX). 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.


FFRHXFFRIXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.47

+0.04

Sortino ratio

Return per unit of downside risk

2.14

2.07

+0.07

Omega ratio

Gain probability vs. loss probability

1.50

1.49

+0.02

Calmar ratio

Return relative to maximum drawdown

1.71

1.69

+0.02

Martin ratio

Return relative to average drawdown

8.28

8.29

-0.01

FFRHX vs. FFRIX - Sharpe Ratio Comparison

The current FFRHX Sharpe Ratio is 1.51, which is comparable to the FFRIX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FFRHX and FFRIX, 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


FFRHXFFRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.47

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.84

1.74

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

1.18

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

1.20

-0.08

Correlation

The correlation between FFRHX and FFRIX is 0.72, 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

FFRHX vs. FFRIX - Dividend Comparison

FFRHX's dividend yield for the trailing twelve months is around 6.75%, which matches FFRIX's 6.72% yield.


TTM20252024202320222021202020192018201720162015
FFRHX
Fidelity Floating Rate High Income Fund
6.75%7.41%6.94%8.24%3.81%2.74%3.84%5.15%4.74%4.05%4.44%3.69%
FFRIX
Fidelity Advisor Floating Rate High Income Fund Class I
6.72%7.37%6.92%7.47%3.78%2.69%3.80%5.12%4.65%4.00%4.38%3.32%

Drawdowns

FFRHX vs. FFRIX - Drawdown Comparison

The maximum FFRHX drawdown since its inception was -22.20%, roughly equal to the maximum FFRIX drawdown of -22.12%. Use the drawdown chart below to compare losses from any high point for FFRHX and FFRIX.


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Drawdown Indicators


FFRHXFFRIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.20%

-22.12%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-2.74%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-5.90%

-5.92%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-22.20%

-22.12%

-0.08%

Current Drawdown

Current decline from peak

-0.83%

-0.86%

+0.03%

Average Drawdown

Average peak-to-trough decline

-1.16%

-1.01%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.58%

+0.01%

Volatility

FFRHX vs. FFRIX - Volatility Comparison

The current volatility for Fidelity Floating Rate High Income Fund (FFRHX) is 0.66%, while Fidelity Advisor Floating Rate High Income Fund Class I (FFRIX) has a volatility of 0.71%. This indicates that FFRHX experiences smaller price fluctuations and is considered to be less risky than FFRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFRHXFFRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

0.71%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

1.74%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

3.38%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.84%

2.88%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

4.14%

-0.01%