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FIQSX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FIQSX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Floating Rate High Income Fund Class Z (FIQSX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.50%
13.98%
FIQSX
VTI

Returns By Period

In the year-to-date period, FIQSX achieves a 8.39% return, which is significantly lower than VTI's 26.27% return.


FIQSX

YTD

8.39%

1M

1.01%

6M

4.49%

1Y

10.17%

5Y (annualized)

5.79%

10Y (annualized)

N/A

VTI

YTD

26.27%

1M

4.02%

6M

13.98%

1Y

33.61%

5Y (annualized)

15.21%

10Y (annualized)

12.73%

Key characteristics


FIQSXVTI
Sharpe Ratio3.852.69
Sortino Ratio11.693.58
Omega Ratio3.481.49
Calmar Ratio11.643.92
Martin Ratio61.5717.17
Ulcer Index0.16%1.96%
Daily Std Dev2.59%12.51%
Max Drawdown-22.19%-55.45%
Current Drawdown0.00%-0.35%

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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.


FIQSX
Fidelity Advisor Floating Rate High Income Fund Class Z
Expense ratio chart for FIQSX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.3

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.

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.


Sharpe ratio
The chart of Sharpe ratio for FIQSX, currently valued at 3.85, compared to the broader market-1.000.001.002.003.004.005.003.852.68
The chart of Sortino ratio for FIQSX, currently valued at 11.69, compared to the broader market0.005.0010.0011.693.57
The chart of Omega ratio for FIQSX, currently valued at 3.48, compared to the broader market1.002.003.004.003.481.49
The chart of Calmar ratio for FIQSX, currently valued at 11.64, compared to the broader market0.005.0010.0015.0020.0025.0011.643.91
The chart of Martin ratio for FIQSX, currently valued at 61.57, compared to the broader market0.0020.0040.0060.0080.00100.0061.5717.11
FIQSX
VTI

The current FIQSX Sharpe Ratio is 3.85, which is higher than the VTI Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of FIQSX and VTI, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.85
2.68
FIQSX
VTI

Dividends

FIQSX vs. VTI - Dividend Comparison

FIQSX's dividend yield for the trailing twelve months is around 8.43%, more than VTI's 1.26% yield.


TTM20232022202120202019201820172016201520142013
FIQSX
Fidelity Advisor Floating Rate High Income Fund Class Z
8.43%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.35%
FIQSX
VTI

Volatility

FIQSX vs. VTI - Volatility Comparison

The current volatility for Fidelity Advisor Floating Rate High Income Fund Class Z (FIQSX) is 0.60%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.20%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.60%
4.20%
FIQSX
VTI