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FIRFX vs. FRIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIRFX vs. FRIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Managed Retirement 2025 Fund Class I (FIRFX) and Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX). The values are adjusted to include any dividend payments, if applicable.

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FIRFX vs. FRIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIRFX
Fidelity Advisor Managed Retirement 2025 Fund Class I
-1.37%13.43%6.55%11.83%-15.66%8.02%13.09%17.53%-5.07%14.27%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
-0.51%9.94%4.30%8.06%-11.66%2.78%8.57%10.57%-1.82%7.08%

Returns By Period

In the year-to-date period, FIRFX achieves a -1.37% return, which is significantly lower than FRIMX's -0.51% return. Over the past 10 years, FIRFX has outperformed FRIMX with an annualized return of 6.45%, while FRIMX has yielded a comparatively lower 3.92% annualized return.


FIRFX

1D
0.17%
1M
-4.93%
YTD
-1.37%
6M
0.41%
1Y
10.02%
3Y*
8.27%
5Y*
3.65%
10Y*
6.45%

FRIMX

1D
0.26%
1M
-3.19%
YTD
-0.51%
6M
0.75%
1Y
7.05%
3Y*
5.96%
5Y*
2.40%
10Y*
3.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIRFX vs. FRIMX - Expense Ratio Comparison

FIRFX has a 0.48% expense ratio, which is higher than FRIMX's 0.45% expense ratio.


Return for Risk

FIRFX vs. FRIMX — Risk / Return Rank

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

FIRFX
FIRFX Risk / Return Rank: 7474
Overall Rank
FIRFX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FIRFX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FIRFX Omega Ratio Rank: 7373
Omega Ratio Rank
FIRFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FIRFX Martin Ratio Rank: 7676
Martin Ratio Rank

FRIMX
FRIMX Risk / Return Rank: 8282
Overall Rank
FRIMX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FRIMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRIMX Omega Ratio Rank: 7979
Omega Ratio Rank
FRIMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRIMX Martin Ratio Rank: 8383
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.

FIRFX vs. FRIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Managed Retirement 2025 Fund Class I (FIRFX) and Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX). 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.


FIRFXFRIMXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.56

-0.22

Sortino ratio

Return per unit of downside risk

1.88

2.17

-0.29

Omega ratio

Gain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

1.72

2.08

-0.36

Martin ratio

Return relative to average drawdown

7.34

8.41

-1.07

FIRFX vs. FRIMX - Sharpe Ratio Comparison

The current FIRFX Sharpe Ratio is 1.34, which is comparable to the FRIMX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FIRFX and FRIMX, 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


FIRFXFRIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.56

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.46

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.88

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.53

-0.04

Correlation

The correlation between FIRFX and FRIMX is 0.95, 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

FIRFX vs. FRIMX - Dividend Comparison

FIRFX's dividend yield for the trailing twelve months is around 2.72%, less than FRIMX's 3.15% yield.


TTM20252024202320222021202020192018201720162015
FIRFX
Fidelity Advisor Managed Retirement 2025 Fund Class I
2.72%2.66%2.56%2.43%4.63%5.08%3.57%3.80%7.10%24.68%2.44%4.49%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
3.15%3.11%3.01%2.82%4.52%3.54%2.41%2.56%4.67%8.56%1.67%1.68%

Drawdowns

FIRFX vs. FRIMX - Drawdown Comparison

The maximum FIRFX drawdown since its inception was -41.29%, which is greater than FRIMX's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for FIRFX and FRIMX.


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Drawdown Indicators


FIRFXFRIMXDifference

Max Drawdown

Largest peak-to-trough decline

-41.29%

-33.73%

-7.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.65%

-3.44%

-2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.56%

-16.12%

-5.44%

Max Drawdown (10Y)

Largest decline over 10 years

-21.56%

-16.12%

-5.44%

Current Drawdown

Current decline from peak

-4.95%

-3.19%

-1.76%

Average Drawdown

Average peak-to-trough decline

-5.25%

-3.74%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

0.85%

+0.47%

Volatility

FIRFX vs. FRIMX - Volatility Comparison

Fidelity Advisor Managed Retirement 2025 Fund Class I (FIRFX) has a higher volatility of 2.93% compared to Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) at 1.95%. This indicates that FIRFX's price experiences larger fluctuations and is considered to be riskier than FRIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIRFXFRIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

1.95%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

4.56%

2.86%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

7.58%

4.59%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.12%

5.21%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

4.47%

+3.86%