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FIKOX vs. VFIDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIKOX vs. VFIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Corporate Bond Fund Class Z (FIKOX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). The values are adjusted to include any dividend payments, if applicable.

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FIKOX vs. VFIDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIKOX
Fidelity Advisor Corporate Bond Fund Class Z
-0.81%7.96%2.83%8.64%-17.06%-1.60%10.91%14.58%0.53%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
-0.98%9.67%3.29%8.63%-13.77%-1.51%10.44%10.50%1.89%

Returns By Period

In the year-to-date period, FIKOX achieves a -0.81% return, which is significantly higher than VFIDX's -0.98% return.


FIKOX

1D
0.38%
1M
-1.94%
YTD
-0.81%
6M
-0.28%
1Y
4.17%
3Y*
4.89%
5Y*
0.44%
10Y*

VFIDX

1D
0.46%
1M
-2.01%
YTD
-0.98%
6M
0.04%
1Y
5.43%
3Y*
5.48%
5Y*
1.40%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIKOX vs. VFIDX - Expense Ratio Comparison

FIKOX has a 0.36% expense ratio, which is higher than VFIDX's 0.10% expense ratio.


Return for Risk

FIKOX vs. VFIDX — Risk / Return Rank

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

FIKOX
FIKOX Risk / Return Rank: 4141
Overall Rank
FIKOX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FIKOX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FIKOX Omega Ratio Rank: 2828
Omega Ratio Rank
FIKOX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FIKOX Martin Ratio Rank: 4343
Martin Ratio Rank

VFIDX
VFIDX Risk / Return Rank: 6767
Overall Rank
VFIDX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VFIDX Sortino Ratio Rank: 6868
Sortino Ratio Rank
VFIDX Omega Ratio Rank: 5454
Omega Ratio Rank
VFIDX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VFIDX Martin Ratio Rank: 6969
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.

FIKOX vs. VFIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Corporate Bond Fund Class Z (FIKOX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). 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.


FIKOXVFIDXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.22

-0.28

Sortino ratio

Return per unit of downside risk

1.33

1.75

-0.41

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.53

1.87

-0.34

Martin ratio

Return relative to average drawdown

4.99

6.68

-1.69

FIKOX vs. VFIDX - Sharpe Ratio Comparison

The current FIKOX Sharpe Ratio is 0.94, which is comparable to the VFIDX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FIKOX and VFIDX, 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


FIKOXVFIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.22

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.22

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.87

-0.41

Correlation

The correlation between FIKOX and VFIDX is 0.94, 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

FIKOX vs. VFIDX - Dividend Comparison

FIKOX's dividend yield for the trailing twelve months is around 3.92%, less than VFIDX's 4.64% yield.


TTM20252024202320222021202020192018201720162015
FIKOX
Fidelity Advisor Corporate Bond Fund Class Z
3.92%4.20%4.05%3.51%2.62%2.90%3.47%3.37%0.98%0.00%0.00%0.00%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.64%4.91%4.65%3.90%3.20%3.61%5.80%3.13%3.32%3.06%3.94%3.64%

Drawdowns

FIKOX vs. VFIDX - Drawdown Comparison

The maximum FIKOX drawdown since its inception was -23.22%, which is greater than VFIDX's maximum drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for FIKOX and VFIDX.


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Drawdown Indicators


FIKOXVFIDXDifference

Max Drawdown

Largest peak-to-trough decline

-23.22%

-20.14%

-3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-3.34%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.22%

-20.14%

-3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-20.14%

Current Drawdown

Current decline from peak

-2.39%

-2.45%

+0.06%

Average Drawdown

Average peak-to-trough decline

-6.77%

-2.61%

-4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.93%

+0.08%

Volatility

FIKOX vs. VFIDX - Volatility Comparison

Fidelity Advisor Corporate Bond Fund Class Z (FIKOX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) have volatilities of 1.78% and 1.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIKOXVFIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.77%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.70%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.81%

4.71%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

6.35%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.57%

5.17%

+1.40%