PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIQTX vs. BPRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIQTX and BPRIX is 0.20, 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.


-0.50.00.51.00.2

Performance

FIQTX vs. BPRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) and BlackRock Inflation Protected Bond Fund (BPRIX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
5.90%
-0.27%
FIQTX
BPRIX

Key characteristics

Sharpe Ratio

FIQTX:

2.31

BPRIX:

1.04

Sortino Ratio

FIQTX:

3.30

BPRIX:

1.52

Omega Ratio

FIQTX:

1.46

BPRIX:

1.19

Calmar Ratio

FIQTX:

4.03

BPRIX:

0.39

Martin Ratio

FIQTX:

14.25

BPRIX:

2.77

Ulcer Index

FIQTX:

0.82%

BPRIX:

1.67%

Daily Std Dev

FIQTX:

5.03%

BPRIX:

4.43%

Max Drawdown

FIQTX:

-28.49%

BPRIX:

-15.18%

Current Drawdown

FIQTX:

-0.09%

BPRIX:

-6.78%

Returns By Period

In the year-to-date period, FIQTX achieves a 2.27% return, which is significantly higher than BPRIX's 1.66% return.


FIQTX

YTD

2.27%

1M

0.72%

6M

5.90%

1Y

11.57%

5Y*

5.38%

10Y*

N/A

BPRIX

YTD

1.66%

1M

1.23%

6M

-0.27%

1Y

4.41%

5Y*

1.63%

10Y*

1.90%

*Annualized

Compare stocks, funds, or ETFs

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


FIQTX vs. BPRIX - Expense Ratio Comparison

FIQTX has a 0.64% expense ratio, which is higher than BPRIX's 0.40% expense ratio.


FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
Expense ratio chart for FIQTX: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%
Expense ratio chart for BPRIX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

FIQTX vs. BPRIX — Risk-Adjusted Performance Rank

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

FIQTX
The Risk-Adjusted Performance Rank of FIQTX is 9191
Overall Rank
The Sharpe Ratio Rank of FIQTX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FIQTX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FIQTX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FIQTX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FIQTX is 9292
Martin Ratio Rank

BPRIX
The Risk-Adjusted Performance Rank of BPRIX is 4343
Overall Rank
The Sharpe Ratio Rank of BPRIX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BPRIX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BPRIX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BPRIX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of BPRIX is 3939
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.

FIQTX vs. BPRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) and BlackRock Inflation Protected Bond Fund (BPRIX). 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 FIQTX, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.002.311.05
The chart of Sortino ratio for FIQTX, currently valued at 3.30, compared to the broader market0.002.004.006.008.0010.0012.003.301.52
The chart of Omega ratio for FIQTX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.19
The chart of Calmar ratio for FIQTX, currently valued at 4.03, compared to the broader market0.005.0010.0015.0020.004.030.39
The chart of Martin ratio for FIQTX, currently valued at 14.25, compared to the broader market0.0020.0040.0060.0080.0014.252.77
FIQTX
BPRIX

The current FIQTX Sharpe Ratio is 2.31, which is higher than the BPRIX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FIQTX and BPRIX, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
2.31
1.05
FIQTX
BPRIX

Dividends

FIQTX vs. BPRIX - Dividend Comparison

FIQTX's dividend yield for the trailing twelve months is around 4.93%, more than BPRIX's 3.66% yield.


TTM20242023202220212020201920182017201620152014
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
4.93%5.05%5.22%4.84%3.32%3.81%4.53%2.55%0.00%0.00%0.00%0.00%
BPRIX
BlackRock Inflation Protected Bond Fund
3.66%3.62%3.46%7.68%4.92%1.30%2.30%2.80%2.21%1.19%0.17%1.90%

Drawdowns

FIQTX vs. BPRIX - Drawdown Comparison

The maximum FIQTX drawdown since its inception was -28.49%, which is greater than BPRIX's maximum drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for FIQTX and BPRIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.09%
-6.78%
FIQTX
BPRIX

Volatility

FIQTX vs. BPRIX - Volatility Comparison

Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) has a higher volatility of 1.89% compared to BlackRock Inflation Protected Bond Fund (BPRIX) at 1.16%. This indicates that FIQTX's price experiences larger fluctuations and is considered to be riskier than BPRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
1.89%
1.16%
FIQTX
BPRIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab