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FICVX vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FICVX vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Convertible Securities Fund Class I (FICVX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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FICVX vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FICVX
Fidelity Advisor Convertible Securities Fund Class I
1.37%18.28%8.11%11.39%-15.38%9.93%42.46%28.58%-1.31%9.03%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.45%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%

Returns By Period

In the year-to-date period, FICVX achieves a 1.37% return, which is significantly higher than VCIT's -0.45% return. Over the past 10 years, FICVX has outperformed VCIT with an annualized return of 11.11%, while VCIT has yielded a comparatively lower 3.06% annualized return.


FICVX

1D
-1.71%
1M
-5.61%
YTD
1.37%
6M
2.53%
1Y
24.52%
3Y*
11.55%
5Y*
5.27%
10Y*
11.11%

VCIT

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.69%
1Y
6.08%
3Y*
5.56%
5Y*
1.42%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FICVX vs. VCIT - Expense Ratio Comparison

FICVX has a 0.70% expense ratio, which is higher than VCIT's 0.04% expense ratio.


Return for Risk

FICVX vs. VCIT — Risk / Return Rank

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

FICVX
FICVX Risk / Return Rank: 8585
Overall Rank
FICVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FICVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FICVX Omega Ratio Rank: 7676
Omega Ratio Rank
FICVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FICVX Martin Ratio Rank: 9292
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 7474
Overall Rank
VCIT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6767
Omega Ratio Rank
VCIT Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCIT Martin Ratio Rank: 7575
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.

FICVX vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Convertible Securities Fund Class I (FICVX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


FICVXVCITDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.26

+0.29

Sortino ratio

Return per unit of downside risk

2.11

1.76

+0.36

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

2.87

2.07

+0.80

Martin ratio

Return relative to average drawdown

10.86

7.31

+3.56

FICVX vs. VCIT - Sharpe Ratio Comparison

The current FICVX Sharpe Ratio is 1.55, which is comparable to the VCIT Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FICVX and VCIT, 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


FICVXVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.26

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.22

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.49

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.75

+0.19

Correlation

The correlation between FICVX and VCIT is 0.05, 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

FICVX vs. VCIT - Dividend Comparison

FICVX's dividend yield for the trailing twelve months is around 11.23%, more than VCIT's 4.72% yield.


TTM20252024202320222021202020192018201720162015
FICVX
Fidelity Advisor Convertible Securities Fund Class I
11.23%11.38%2.02%2.12%3.73%20.65%10.73%3.28%9.85%4.09%4.90%10.39%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.72%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Drawdowns

FICVX vs. VCIT - Drawdown Comparison

The maximum FICVX drawdown since its inception was -25.06%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for FICVX and VCIT.


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Drawdown Indicators


FICVXVCITDifference

Max Drawdown

Largest peak-to-trough decline

-25.06%

-20.56%

-4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-2.99%

-4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-24.20%

-20.56%

-3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-25.06%

-20.56%

-4.50%

Current Drawdown

Current decline from peak

-6.80%

-1.98%

-4.82%

Average Drawdown

Average peak-to-trough decline

-5.68%

-3.18%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

0.85%

+1.20%

Volatility

FICVX vs. VCIT - Volatility Comparison

Fidelity Advisor Convertible Securities Fund Class I (FICVX) has a higher volatility of 6.34% compared to Vanguard Intermediate-Term Corporate Bond ETF (VCIT) at 2.07%. This indicates that FICVX's price experiences larger fluctuations and is considered to be riskier than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICVXVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

2.07%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

2.84%

+9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

4.85%

+10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

6.60%

+6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

6.27%

+7.23%