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FGBCX vs. AMAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGBCX vs. AMAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Investment Grade Bond Fund Class C (FGBCX) and Amana Mutual Funds Trust Growth Fund (AMAGX). The values are adjusted to include any dividend payments, if applicable.

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FGBCX vs. AMAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGBCX
Fidelity Advisor Investment Grade Bond Fund Class C
-0.53%6.08%0.04%5.09%-14.63%-1.98%8.73%8.49%-1.43%2.68%
AMAGX
Amana Mutual Funds Trust Growth Fund
-6.55%17.62%15.73%25.67%-19.49%31.51%32.93%33.09%2.47%28.91%

Returns By Period

In the year-to-date period, FGBCX achieves a -0.53% return, which is significantly higher than AMAGX's -6.55% return. Over the past 10 years, FGBCX has underperformed AMAGX with an annualized return of 1.17%, while AMAGX has yielded a comparatively higher 15.34% annualized return.


FGBCX

1D
0.56%
1M
-2.29%
YTD
-0.53%
6M
0.05%
1Y
2.91%
3Y*
2.51%
5Y*
-0.76%
10Y*
1.17%

AMAGX

1D
-0.85%
1M
-9.83%
YTD
-6.55%
6M
-4.04%
1Y
19.84%
3Y*
14.07%
5Y*
10.31%
10Y*
15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGBCX vs. AMAGX - Expense Ratio Comparison

FGBCX has a 1.53% expense ratio, which is higher than AMAGX's 0.91% expense ratio.


Return for Risk

FGBCX vs. AMAGX — Risk / Return Rank

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

FGBCX
FGBCX Risk / Return Rank: 3636
Overall Rank
FGBCX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FGBCX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FGBCX Omega Ratio Rank: 2424
Omega Ratio Rank
FGBCX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FGBCX Martin Ratio Rank: 3636
Martin Ratio Rank

AMAGX
AMAGX Risk / Return Rank: 6262
Overall Rank
AMAGX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMAGX Sortino Ratio Rank: 6262
Sortino Ratio Rank
AMAGX Omega Ratio Rank: 5656
Omega Ratio Rank
AMAGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
AMAGX Martin Ratio Rank: 6868
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.

FGBCX vs. AMAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Investment Grade Bond Fund Class C (FGBCX) and Amana Mutual Funds Trust Growth Fund (AMAGX). 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.


FGBCXAMAGXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.02

-0.25

Sortino ratio

Return per unit of downside risk

1.12

1.54

-0.43

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

1.37

1.52

-0.15

Martin ratio

Return relative to average drawdown

3.85

6.41

-2.56

FGBCX vs. AMAGX - Sharpe Ratio Comparison

The current FGBCX Sharpe Ratio is 0.77, which is comparable to the AMAGX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FGBCX and AMAGX, 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


FGBCXAMAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.02

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.57

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.84

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.64

-0.28

Correlation

The correlation between FGBCX and AMAGX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FGBCX vs. AMAGX - Dividend Comparison

FGBCX's dividend yield for the trailing twelve months is around 2.60%, while AMAGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FGBCX
Fidelity Advisor Investment Grade Bond Fund Class C
2.60%2.82%2.44%2.27%1.10%0.47%3.73%1.69%1.76%0.99%1.54%1.64%
AMAGX
Amana Mutual Funds Trust Growth Fund
0.00%0.00%3.95%0.65%3.64%0.52%5.44%3.15%3.47%10.90%13.67%7.45%

Drawdowns

FGBCX vs. AMAGX - Drawdown Comparison

The maximum FGBCX drawdown since its inception was -19.98%, smaller than the maximum AMAGX drawdown of -57.64%. Use the drawdown chart below to compare losses from any high point for FGBCX and AMAGX.


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Drawdown Indicators


FGBCXAMAGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.98%

-57.64%

+37.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-11.84%

+9.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-28.09%

+8.67%

Max Drawdown (10Y)

Largest decline over 10 years

-19.98%

-28.09%

+8.11%

Current Drawdown

Current decline from peak

-7.47%

-11.04%

+3.57%

Average Drawdown

Average peak-to-trough decline

-5.26%

-10.32%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.80%

-1.79%

Volatility

FGBCX vs. AMAGX - Volatility Comparison

The current volatility for Fidelity Advisor Investment Grade Bond Fund Class C (FGBCX) is 1.53%, while Amana Mutual Funds Trust Growth Fund (AMAGX) has a volatility of 5.96%. This indicates that FGBCX experiences smaller price fluctuations and is considered to be less risky than AMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGBCXAMAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

5.96%

-4.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

12.00%

-9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

20.16%

-15.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

18.18%

-12.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

18.27%

-13.33%