FIQSX vs. VTI
Compare and contrast key facts about Fidelity Advisor Floating Rate High Income Fund Class Z (FIQSX) and Vanguard Total Stock Market ETF (VTI).
FIQSX is managed by Fidelity. It was launched on Oct 2, 2018. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIQSX or VTI.
Key characteristics
| FIQSX | VTI | |
|---|---|---|
| YTD Return | 8.16% | 26.21% |
| 1Y Return | 10.05% | 38.35% |
| 3Y Return (Ann) | 6.43% | 8.70% |
| 5Y Return (Ann) | 5.71% | 15.34% |
| Sharpe Ratio | 3.80 | 3.04 |
| Sortino Ratio | 11.56 | 4.05 |
| Omega Ratio | 3.45 | 1.57 |
| Calmar Ratio | 11.50 | 4.46 |
| Martin Ratio | 60.85 | 19.72 |
| Ulcer Index | 0.16% | 1.94% |
| Daily Std Dev | 2.60% | 12.58% |
| Max Drawdown | -22.19% | -55.45% |
| Current Drawdown | 0.00% | -0.39% |
Correlation
The correlation between FIQSX and VTI is 0.28, 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.
Performance
FIQSX vs. VTI - Performance Comparison
In the year-to-date period, FIQSX achieves a 8.16% return, which is significantly lower than VTI's 26.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIQSX vs. VTI - Expense Ratio Comparison
FIQSX has a 0.62% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
FIQSX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Floating Rate High Income Fund Class Z (FIQSX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
FIQSX vs. VTI - Dividend Comparison
FIQSX's dividend yield for the trailing twelve months is around 8.44%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIQSX Fidelity Advisor Floating Rate High Income Fund Class Z | 8.44% | 8.29% | 5.13% | 3.33% | 3.91% | 5.19% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FIQSX vs. VTI - Drawdown Comparison
The maximum FIQSX drawdown since its inception was -22.19%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FIQSX and VTI. For additional features, visit the drawdowns tool.
Volatility
FIQSX vs. VTI - Volatility Comparison
The current volatility for Fidelity Advisor Floating Rate High Income Fund Class Z (FIQSX) is 0.61%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.06%. This indicates that FIQSX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.