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FIFZX vs. FFHCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIFZX and FFHCX is 0.10, 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.


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Performance

FIFZX vs. FFHCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Bond Index Fund (FIFZX) and Fidelity Series Floating Rate High Income Fund (FFHCX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
1.14%
5.68%
FIFZX
FFHCX

Key characteristics

Sharpe Ratio

FIFZX:

0.60

FFHCX:

3.80

Sortino Ratio

FIFZX:

0.89

FFHCX:

12.63

Omega Ratio

FIFZX:

1.11

FFHCX:

3.48

Calmar Ratio

FIFZX:

0.26

FFHCX:

13.40

Martin Ratio

FIFZX:

1.55

FFHCX:

63.10

Ulcer Index

FIFZX:

2.16%

FFHCX:

0.19%

Daily Std Dev

FIFZX:

5.55%

FFHCX:

3.13%

Max Drawdown

FIFZX:

-19.29%

FFHCX:

-21.45%

Current Drawdown

FIFZX:

-8.11%

FFHCX:

-0.22%

Returns By Period

In the year-to-date period, FIFZX achieves a -0.23% return, which is significantly lower than FFHCX's -0.11% return.


FIFZX

YTD

-0.23%

1M

-0.14%

6M

1.02%

1Y

3.58%

5Y*

-0.21%

10Y*

N/A

FFHCX

YTD

-0.11%

1M

0.40%

6M

5.68%

1Y

11.94%

5Y*

7.14%

10Y*

6.13%

*Annualized

Compare stocks, funds, or ETFs

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FIFZX vs. FFHCX - Expense Ratio Comparison

FIFZX has a 0.00% expense ratio, which is lower than FFHCX's 0.00% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for FIFZX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%
Expense ratio chart for FFHCX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FIFZX vs. FFHCX — Risk-Adjusted Performance Rank

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

FIFZX
The Risk-Adjusted Performance Rank of FIFZX is 2626
Overall Rank
The Sharpe Ratio Rank of FIFZX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FIFZX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FIFZX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FIFZX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FIFZX is 2323
Martin Ratio Rank

FFHCX
The Risk-Adjusted Performance Rank of FFHCX is 9898
Overall Rank
The Sharpe Ratio Rank of FFHCX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of FFHCX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FFHCX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of FFHCX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FFHCX is 9898
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.

FIFZX vs. FFHCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Bond Index Fund (FIFZX) and Fidelity Series Floating Rate High Income Fund (FFHCX). 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.


The chart of Sharpe ratio for FIFZX, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.000.603.80
The chart of Sortino ratio for FIFZX, currently valued at 0.89, compared to the broader market0.005.0010.000.8912.63
The chart of Omega ratio for FIFZX, currently valued at 1.11, compared to the broader market1.002.003.004.001.113.48
The chart of Calmar ratio for FIFZX, currently valued at 0.26, compared to the broader market0.005.0010.0015.0020.000.2613.40
The chart of Martin ratio for FIFZX, currently valued at 1.55, compared to the broader market0.0020.0040.0060.0080.001.5563.10
FIFZX
FFHCX

The current FIFZX Sharpe Ratio is 0.60, which is lower than the FFHCX Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of FIFZX and FFHCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.60
3.80
FIFZX
FFHCX

Dividends

FIFZX vs. FFHCX - Dividend Comparison

FIFZX's dividend yield for the trailing twelve months is around 4.58%, less than FFHCX's 11.59% yield.


TTM20242023202220212020201920182017201620152014
FIFZX
Fidelity Series Bond Index Fund
4.58%4.57%3.88%2.91%1.59%2.11%1.82%0.00%0.00%0.00%0.00%0.00%
FFHCX
Fidelity Series Floating Rate High Income Fund
11.59%11.57%11.02%6.77%4.31%4.61%5.94%8.77%4.79%4.42%5.15%8.23%

Drawdowns

FIFZX vs. FFHCX - Drawdown Comparison

The maximum FIFZX drawdown since its inception was -19.29%, smaller than the maximum FFHCX drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for FIFZX and FFHCX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.11%
-0.22%
FIFZX
FFHCX

Volatility

FIFZX vs. FFHCX - Volatility Comparison

Fidelity Series Bond Index Fund (FIFZX) has a higher volatility of 1.53% compared to Fidelity Series Floating Rate High Income Fund (FFHCX) at 0.83%. This indicates that FIFZX's price experiences larger fluctuations and is considered to be riskier than FFHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
1.53%
0.83%
FIFZX
FFHCX