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FRIMX vs. FAFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRIMX vs. FAFAX - Performance Comparison

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

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FRIMX vs. FAFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FAFAX
Fidelity Advisor Freedom Income Fund Class A
-0.68%9.76%4.04%7.83%-11.67%2.92%8.46%10.85%-2.03%7.12%

Returns By Period

In the year-to-date period, FRIMX achieves a -0.51% return, which is significantly higher than FAFAX's -0.68% return. Both investments have delivered pretty close results over the past 10 years, with FRIMX having a 3.92% annualized return and FAFAX not far behind at 3.77%.


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%

FAFAX

1D
0.19%
1M
-3.55%
YTD
-0.68%
6M
0.52%
1Y
6.76%
3Y*
5.74%
5Y*
2.23%
10Y*
3.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRIMX vs. FAFAX - Expense Ratio Comparison

FRIMX has a 0.45% expense ratio, which is lower than FAFAX's 0.72% expense ratio.


Return for Risk

FRIMX vs. FAFAX — Risk / Return Rank

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

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

FAFAX
FAFAX Risk / Return Rank: 7777
Overall Rank
FAFAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FAFAX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FAFAX Omega Ratio Rank: 7474
Omega Ratio Rank
FAFAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FAFAX Martin Ratio Rank: 7979
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.

FRIMX vs. FAFAX - Risk-Adjusted Trends Comparison

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


FRIMXFAFAXDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.43

+0.14

Sortino ratio

Return per unit of downside risk

2.17

1.97

+0.20

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.03

Calmar ratio

Return relative to maximum drawdown

2.08

1.84

+0.24

Martin ratio

Return relative to average drawdown

8.41

7.65

+0.75

FRIMX vs. FAFAX - Sharpe Ratio Comparison

The current FRIMX Sharpe Ratio is 1.56, which is comparable to the FAFAX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of FRIMX and FAFAX, 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


FRIMXFAFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.43

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.43

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.83

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.77

-0.24

Correlation

The correlation between FRIMX and FAFAX is 0.94, 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

FRIMX vs. FAFAX - Dividend Comparison

FRIMX's dividend yield for the trailing twelve months is around 3.15%, more than FAFAX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
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%
FAFAX
Fidelity Advisor Freedom Income Fund Class A
3.01%2.93%2.88%2.66%5.70%5.06%3.60%3.52%5.39%3.13%2.86%2.82%

Drawdowns

FRIMX vs. FAFAX - Drawdown Comparison

The maximum FRIMX drawdown since its inception was -33.73%, which is greater than FAFAX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for FRIMX and FAFAX.


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Drawdown Indicators


FRIMXFAFAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-19.07%

-14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-3.73%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.12%

-16.11%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-16.12%

-16.11%

-0.01%

Current Drawdown

Current decline from peak

-3.19%

-3.55%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.74%

-2.18%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.90%

-0.05%

Volatility

FRIMX vs. FAFAX - Volatility Comparison

The current volatility for Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) is 1.95%, while Fidelity Advisor Freedom Income Fund Class A (FAFAX) has a volatility of 2.12%. This indicates that FRIMX experiences smaller price fluctuations and is considered to be less risky than FAFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRIMXFAFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

2.12%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

3.11%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

4.77%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.21%

5.25%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

4.57%

-0.10%