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FGBPX vs. NOCBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGBPX and NOCBX is -0.95. 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.


Performance

FGBPX vs. NOCBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Investment Grade Bond Fund Class I (FGBPX) and Northern Core Bond Fund (NOCBX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FGBPX:

5.48%

NOCBX:

3.70%

Max Drawdown

FGBPX:

-20.21%

NOCBX:

-0.34%

Current Drawdown

FGBPX:

-8.29%

NOCBX:

-0.34%

Returns By Period


FGBPX

YTD

1.79%

1M

0.99%

6M

0.80%

1Y

5.24%

5Y*

-0.66%

10Y*

1.64%

NOCBX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FGBPX vs. NOCBX - Expense Ratio Comparison

FGBPX has a 0.49% expense ratio, which is higher than NOCBX's 0.42% expense ratio.


Risk-Adjusted Performance

FGBPX vs. NOCBX — Risk-Adjusted Performance Rank

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

FGBPX
The Risk-Adjusted Performance Rank of FGBPX is 7575
Overall Rank
The Sharpe Ratio Rank of FGBPX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FGBPX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FGBPX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FGBPX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FGBPX is 7373
Martin Ratio Rank

NOCBX
The Risk-Adjusted Performance Rank of NOCBX is 7373
Overall Rank
The Sharpe Ratio Rank of NOCBX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of NOCBX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of NOCBX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of NOCBX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of NOCBX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FGBPX vs. NOCBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Investment Grade Bond Fund Class I (FGBPX) and Northern Core Bond Fund (NOCBX). 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.



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Dividends

FGBPX vs. NOCBX - Dividend Comparison

FGBPX's dividend yield for the trailing twelve months is around 3.58%, less than NOCBX's 4.19% yield.


TTM20242023202220212020201920182017201620152014
FGBPX
Fidelity Advisor Investment Grade Bond Fund Class I
3.58%3.94%3.48%2.59%1.52%1.80%2.72%2.82%2.12%2.45%2.86%2.48%
NOCBX
Northern Core Bond Fund
4.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FGBPX vs. NOCBX - Drawdown Comparison

The maximum FGBPX drawdown since its inception was -20.21%, which is greater than NOCBX's maximum drawdown of -0.34%. Use the drawdown chart below to compare losses from any high point for FGBPX and NOCBX. For additional features, visit the drawdowns tool.


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Volatility

FGBPX vs. NOCBX - Volatility Comparison


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