PortfoliosLab logoPortfoliosLab logo
FIQTX vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIQTX vs. VCIT - 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 Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FIQTX vs. VCIT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
-0.73%12.17%10.38%12.37%-11.16%11.13%9.06%17.93%-6.84%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.45%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%1.36%

Returns By Period

In the year-to-date period, FIQTX achieves a -0.73% return, which is significantly lower than VCIT's -0.45% return.


FIQTX

1D
-0.52%
1M
-2.85%
YTD
-0.73%
6M
0.86%
1Y
12.57%
3Y*
10.05%
5Y*
5.63%
10Y*

VCIT

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.69%
1Y
6.08%
3Y*
5.56%
5Y*
1.42%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VCIT - Expense Ratio Comparison

FIQTX has a 0.64% expense ratio, which is higher than VCIT's 0.04% expense ratio.


Return for Risk

FIQTX vs. VCIT — Risk / Return Rank

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

FIQTX
FIQTX Risk / Return Rank: 9292
Overall Rank
FIQTX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FIQTX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FIQTX Omega Ratio Rank: 9191
Omega Ratio Rank
FIQTX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FIQTX Martin Ratio Rank: 9494
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 7474
Overall Rank
VCIT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6767
Omega Ratio Rank
VCIT Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCIT Martin Ratio Rank: 7575
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. VCIT - 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 Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


FIQTXVCITDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.26

+0.70

Sortino ratio

Return per unit of downside risk

2.71

1.76

+0.95

Omega ratio

Gain probability vs. loss probability

1.41

1.24

+0.17

Calmar ratio

Return relative to maximum drawdown

2.79

2.07

+0.72

Martin ratio

Return relative to average drawdown

12.34

7.31

+5.04

FIQTX vs. VCIT - Sharpe Ratio Comparison

The current FIQTX Sharpe Ratio is 1.96, which is higher than the VCIT Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FIQTX and VCIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FIQTXVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.26

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.22

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.75

+0.06

Correlation

The correlation between FIQTX and VCIT is 0.30, 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.


Dividends

FIQTX vs. VCIT - Dividend Comparison

FIQTX's dividend yield for the trailing twelve months is around 4.50%, less than VCIT's 4.72% yield.


TTM20252024202320222021202020192018201720162015
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
4.50%4.83%5.06%4.79%7.43%5.01%3.80%4.61%2.54%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.72%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Drawdowns

FIQTX vs. VCIT - Drawdown Comparison

The maximum FIQTX drawdown since its inception was -28.49%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for FIQTX and VCIT.


Loading graphics...

Drawdown Indicators


FIQTXVCITDifference

Max Drawdown

Largest peak-to-trough decline

-28.49%

-20.56%

-7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.34%

-2.99%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-20.56%

+5.40%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-3.12%

-1.98%

-1.14%

Average Drawdown

Average peak-to-trough decline

-3.37%

-3.18%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.85%

+0.13%

Volatility

FIQTX vs. VCIT - Volatility Comparison

Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) has a higher volatility of 2.30% compared to Vanguard Intermediate-Term Corporate Bond ETF (VCIT) at 2.07%. This indicates that FIQTX's price experiences larger fluctuations and is considered to be riskier than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FIQTXVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

2.07%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

2.84%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

6.63%

4.85%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

6.60%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.39%

6.27%

+2.12%