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FIKOX vs. VFIDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

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.

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.53%
1.55%
FIKOX
VFIDX

Key characteristics

Sharpe Ratio

FIKOX:

0.82

VFIDX:

0.81

Sortino Ratio

FIKOX:

1.22

VFIDX:

1.20

Omega Ratio

FIKOX:

1.15

VFIDX:

1.14

Calmar Ratio

FIKOX:

0.41

VFIDX:

0.33

Martin Ratio

FIKOX:

2.50

VFIDX:

2.38

Ulcer Index

FIKOX:

1.94%

VFIDX:

1.89%

Daily Std Dev

FIKOX:

5.88%

VFIDX:

5.53%

Max Drawdown

FIKOX:

-22.72%

VFIDX:

-22.52%

Current Drawdown

FIKOX:

-5.94%

VFIDX:

-8.09%

Returns By Period

In the year-to-date period, FIKOX achieves a -0.19% return, which is significantly higher than VFIDX's -0.23% return.


FIKOX

YTD

-0.19%

1M

-0.51%

6M

1.54%

1Y

5.16%

5Y*

0.60%

10Y*

N/A

VFIDX

YTD

-0.23%

1M

-0.17%

6M

1.55%

1Y

4.49%

5Y*

-0.02%

10Y*

1.67%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIKOX vs. VFIDX - Expense Ratio Comparison

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


FIKOX
Fidelity Advisor Corporate Bond Fund Class Z
Expense ratio chart for FIKOX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for VFIDX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

FIKOX vs. VFIDX — Risk-Adjusted Performance Rank

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

FIKOX
The Risk-Adjusted Performance Rank of FIKOX is 3939
Overall Rank
The Sharpe Ratio Rank of FIKOX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FIKOX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FIKOX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FIKOX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of FIKOX is 3535
Martin Ratio Rank

VFIDX
The Risk-Adjusted Performance Rank of VFIDX is 3333
Overall Rank
The Sharpe Ratio Rank of VFIDX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIDX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VFIDX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VFIDX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VFIDX is 3131
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.

FIKOX vs. VFIDX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FIKOX, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.000.820.77
The chart of Sortino ratio for FIKOX, currently valued at 1.22, compared to the broader market0.005.0010.001.221.14
The chart of Omega ratio for FIKOX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.13
The chart of Calmar ratio for FIKOX, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.410.31
The chart of Martin ratio for FIKOX, currently valued at 2.50, compared to the broader market0.0020.0040.0060.0080.002.502.25
FIKOX
VFIDX

The current FIKOX Sharpe Ratio is 0.82, which is comparable to the VFIDX Sharpe Ratio of 0.81. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.82
0.77
FIKOX
VFIDX

Dividends

FIKOX vs. VFIDX - Dividend Comparison

FIKOX's dividend yield for the trailing twelve months is around 5.07%, more than VFIDX's 4.66% yield.


TTM20242023202220212020201920182017201620152014
FIKOX
Fidelity Advisor Corporate Bond Fund Class Z
5.07%5.06%4.78%4.35%2.62%2.66%3.37%0.98%0.00%0.00%0.00%0.00%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.66%4.65%3.89%3.21%2.36%2.59%3.12%3.32%2.91%2.98%3.21%3.26%

Drawdowns

FIKOX vs. VFIDX - Drawdown Comparison

The maximum FIKOX drawdown since its inception was -22.72%, roughly equal to the maximum VFIDX drawdown of -22.52%. Use the drawdown chart below to compare losses from any high point for FIKOX and VFIDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%AugustSeptemberOctoberNovemberDecember2025
-5.94%
-8.09%
FIKOX
VFIDX

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 1.74% and 1.73%, 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.


1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
1.74%
1.73%
FIKOX
VFIDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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