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FIQTX vs. DCHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIQTX vs. DCHYX - 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 Dunham High Yield Bond Fund (DCHYX). The values are adjusted to include any dividend payments, if applicable.

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FIQTX vs. DCHYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
0.47%12.17%10.38%12.37%-11.16%11.13%9.06%17.93%-6.84%
DCHYX
Dunham High Yield Bond Fund
-1.31%6.74%5.42%13.87%-10.93%4.22%6.92%13.64%-4.85%

Returns By Period

In the year-to-date period, FIQTX achieves a 0.47% return, which is significantly higher than DCHYX's -1.31% return.


FIQTX

1D
1.21%
1M
-1.84%
YTD
0.47%
6M
1.90%
1Y
13.62%
3Y*
10.49%
5Y*
5.80%
10Y*

DCHYX

1D
0.00%
1M
-1.62%
YTD
-1.31%
6M
-0.57%
1Y
5.13%
3Y*
7.00%
5Y*
3.09%
10Y*
4.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIQTX vs. DCHYX - Expense Ratio Comparison

FIQTX has a 0.64% expense ratio, which is lower than DCHYX's 1.92% expense ratio.


Return for Risk

FIQTX vs. DCHYX — Risk / Return Rank

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

FIQTX
FIQTX Risk / Return Rank: 9494
Overall Rank
FIQTX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FIQTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FIQTX Omega Ratio Rank: 9292
Omega Ratio Rank
FIQTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FIQTX Martin Ratio Rank: 9696
Martin Ratio Rank

DCHYX
DCHYX Risk / Return Rank: 7171
Overall Rank
DCHYX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DCHYX Sortino Ratio Rank: 7575
Sortino Ratio Rank
DCHYX Omega Ratio Rank: 8484
Omega Ratio Rank
DCHYX Calmar Ratio Rank: 5353
Calmar Ratio Rank
DCHYX Martin Ratio Rank: 6363
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.

FIQTX vs. DCHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) and Dunham High Yield Bond Fund (DCHYX). 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.


FIQTXDCHYXDifference

Sharpe ratio

Return per unit of total volatility

2.08

1.52

+0.57

Sortino ratio

Return per unit of downside risk

2.90

2.04

+0.87

Omega ratio

Gain probability vs. loss probability

1.44

1.36

+0.07

Calmar ratio

Return relative to maximum drawdown

3.30

1.55

+1.75

Martin ratio

Return relative to average drawdown

14.47

7.03

+7.44

FIQTX vs. DCHYX - Sharpe Ratio Comparison

The current FIQTX Sharpe Ratio is 2.08, which is higher than the DCHYX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FIQTX and DCHYX, 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


FIQTXDCHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

1.52

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.65

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.73

+0.11

Correlation

The correlation between FIQTX and DCHYX is 0.71, 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

FIQTX vs. DCHYX - Dividend Comparison

FIQTX's dividend yield for the trailing twelve months is around 4.44%, less than DCHYX's 5.09% yield.


TTM20252024202320222021202020192018201720162015
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
4.44%4.83%5.06%4.79%7.43%5.01%3.80%4.61%2.54%0.00%0.00%0.00%
DCHYX
Dunham High Yield Bond Fund
5.09%5.58%4.58%5.47%5.36%3.26%3.74%4.17%4.70%3.67%4.03%4.32%

Drawdowns

FIQTX vs. DCHYX - Drawdown Comparison

The maximum FIQTX drawdown since its inception was -28.49%, smaller than the maximum DCHYX drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for FIQTX and DCHYX.


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Drawdown Indicators


FIQTXDCHYXDifference

Max Drawdown

Largest peak-to-trough decline

-28.49%

-33.54%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.34%

-3.41%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-15.01%

-0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-18.26%

Current Drawdown

Current decline from peak

-1.95%

-2.01%

+0.06%

Average Drawdown

Average peak-to-trough decline

-3.37%

-3.61%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.75%

+0.24%

Volatility

FIQTX vs. DCHYX - Volatility Comparison

Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) has a higher volatility of 2.65% compared to Dunham High Yield Bond Fund (DCHYX) at 1.23%. This indicates that FIQTX's price experiences larger fluctuations and is considered to be riskier than DCHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIQTXDCHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

1.23%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

4.31%

1.83%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

6.72%

3.56%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

4.75%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.40%

5.14%

+3.26%