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FIRMX vs. FRIMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIRMX vs. FRIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Retirement Income Fund (FIRMX) 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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Returns By Period

The year-to-date returns for both stocks are quite close, with FIRMX having a 3.60% return and FRIMX slightly lower at 3.59%. Both investments have delivered pretty close results over the past 10 years, with FIRMX having a 4.21% annualized return and FRIMX not far ahead at 4.26%.


FIRMX

1D
0.00%
1M
0.65%
YTD
3.60%
6M
3.40%
1Y
8.61%
3Y*
7.18%
5Y*
2.79%
10Y*
4.21%

FRIMX

1D
0.00%
1M
0.65%
YTD
3.59%
6M
3.41%
1Y
8.60%
3Y*
7.33%
5Y*
2.73%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIRMX vs. FRIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIRMX
Fidelity Managed Retirement Income Fund
3.60%9.95%4.29%8.07%-11.66%2.77%8.57%10.57%-1.80%7.08%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
3.59%9.94%4.30%8.06%-11.66%2.78%8.57%10.57%-1.82%7.08%

Correlation

The correlation between FIRMX and FRIMX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2007

1.00

The correlation between FIRMX and FRIMX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FIRMX vs. FRIMX — Risk / Return Rank

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

FIRMX
FIRMX Risk / Return Rank: 6969
Overall Rank
FIRMX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FIRMX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FIRMX Omega Ratio Rank: 7676
Omega Ratio Rank
FIRMX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FIRMX Martin Ratio Rank: 6565
Martin Ratio Rank

FRIMX
FRIMX Risk / Return Rank: 6464
Overall Rank
FRIMX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FRIMX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FRIMX Omega Ratio Rank: 7373
Omega Ratio Rank
FRIMX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FRIMX Martin Ratio Rank: 6161
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.

FIRMX vs. FRIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement Income Fund (FIRMX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIRMXFRIMXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.44

1.43

+0.02

Calmar ratioReturn relative to maximum drawdown

2.77

2.65

+0.12

Martin ratioReturn relative to average drawdown

11.63

11.11

+0.53

FIRMX vs. FRIMX - Sharpe Ratio Comparison

The current FIRMX Sharpe Ratio is 2.19, which is comparable to the FRIMX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FIRMX and FRIMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIRMX vs. FRIMX - Drawdown Comparison

The maximum FIRMX drawdown since its inception was -33.73%, roughly equal to the maximum FRIMX drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for FIRMX and FRIMX.


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Drawdown Indicators


FIRMXFRIMXDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-33.73%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-3.44%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.96%

-4.97%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

-16.12%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

-16.12%

+0.01%

Current Drawdown

Current decline from peak

-0.42%

-0.44%

+0.02%

Average Drawdown

Average peak-to-trough decline

-3.70%

-3.70%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.82%

0.00%

Volatility

FIRMX vs. FRIMX - Volatility Comparison

Fidelity Managed Retirement Income Fund (FIRMX) has a higher volatility of 2.02% compared to Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) at 1.67%. This indicates that FIRMX'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


FIRMXFRIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

1.67%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.70%

3.67%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

4.35%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

5.32%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

4.52%

+0.02%

FIRMX vs. FRIMX - Expense Ratio Comparison

Both FIRMX and FRIMX have an expense ratio of 0.45%.


Dividends

FIRMX vs. FRIMX - Dividend Comparison

FIRMX's dividend yield for the trailing twelve months is around 3.25%, which matches FRIMX's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
FIRMX
Fidelity Managed Retirement Income Fund
3.25%3.13%3.02%2.81%4.54%3.56%2.48%2.59%4.65%8.57%1.67%1.68%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
3.24%3.11%3.01%2.82%4.52%3.54%2.41%2.56%4.67%8.56%1.67%1.68%

Frequently Asked Questions


With a correlation of 1.00, FIRMX and FRIMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FIRMX has higher volatility (2.02%) compared to FRIMX (1.67%). In terms of maximum drawdown, FIRMX dropped -33.73% vs FRIMX's -33.73%.

FIRMX currently has the higher Sharpe Ratio (2.19 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FIRMX and FRIMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer