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FIRQX vs. FRIMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIRQX vs. FRIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Retirement 2010 Fund (FIRQX) 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 FIRQX having a 3.60% return and FRIMX slightly lower at 3.59%. Over the past 10 years, FIRQX has outperformed FRIMX with an annualized return of 5.03%, while FRIMX has yielded a comparatively lower 4.19% annualized return.


FIRQX

1D
0.00%
1M
0.65%
YTD
3.60%
6M
3.73%
1Y
9.40%
3Y*
7.27%
5Y*
2.79%
10Y*
5.03%

FRIMX

1D
0.00%
1M
0.65%
YTD
3.59%
6M
3.72%
1Y
9.38%
3Y*
7.18%
5Y*
2.79%
10Y*
4.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIRQX vs. FRIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIRQX
Fidelity Managed Retirement 2010 Fund
3.60%9.97%4.48%8.52%-12.39%3.82%9.59%12.62%-2.83%10.63%
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 FIRQX 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

0.98

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

0.99

The correlation between FIRQX and FRIMX has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

FIRQX vs. FRIMX — Risk / Return Rank

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

FIRQX
FIRQX Risk / Return Rank: 6666
Overall Rank
FIRQX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FIRQX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FIRQX Omega Ratio Rank: 7474
Omega Ratio Rank
FIRQX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FIRQX Martin Ratio Rank: 6363
Martin Ratio Rank

FRIMX
FRIMX Risk / Return Rank: 6565
Overall Rank
FRIMX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FRIMX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FRIMX Omega Ratio Rank: 7474
Omega Ratio Rank
FRIMX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FRIMX Martin Ratio Rank: 6262
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.

FIRQX vs. FRIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement 2010 Fund (FIRQX) 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.


FIRQXFRIMXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.44

1.44

+0.01

Calmar ratioReturn relative to maximum drawdown

2.77

2.74

+0.04

Martin ratioReturn relative to average drawdown

11.64

11.47

+0.17

FIRQX vs. FRIMX - Sharpe Ratio Comparison

The current FIRQX Sharpe Ratio is 2.19, which is comparable to the FRIMX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FIRQX 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

FIRQX vs. FRIMX - Drawdown Comparison

The maximum FIRQX drawdown since its inception was -38.01%, which is greater than FRIMX's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for FIRQX and FRIMX.


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Drawdown Indicators


FIRQXFRIMXDifference

Max Drawdown

Largest peak-to-trough decline

-38.01%

-33.73%

-4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-3.44%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-5.19%

-4.97%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-16.12%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-17.04%

-16.12%

-0.92%

Current Drawdown

Current decline from peak

-0.44%

-0.44%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.43%

-3.70%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.82%

0.00%

Volatility

FIRQX vs. FRIMX - Volatility Comparison

Fidelity Managed Retirement 2010 Fund (FIRQX) has a higher volatility of 2.05% compared to Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) at 1.77%. This indicates that FIRQX'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


FIRQXFRIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.77%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

3.68%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

4.35%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.60%

5.32%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

4.54%

+0.81%

FIRQX vs. FRIMX - Expense Ratio Comparison

FIRQX has a 0.46% expense ratio, which is higher than FRIMX's 0.45% expense ratio.


Dividends

FIRQX vs. FRIMX - Dividend Comparison

FIRQX's dividend yield for the trailing twelve months is around 3.30%, more than FRIMX's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
FIRQX
Fidelity Managed Retirement 2010 Fund
3.30%3.14%2.95%2.75%5.01%6.00%3.50%3.15%5.59%16.31%2.43%4.08%
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, FIRQX 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.

FIRQX has higher volatility (2.05%) compared to FRIMX (1.77%). In terms of maximum drawdown, FIRQX dropped -38.01% vs FRIMX's -33.73%.

FIRQX currently has the higher Sharpe Ratio (2.19 vs 2.16), 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 FIRQX 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.

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