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FRIMX vs. FRQIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRIMX vs. FRQIX - 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 Managed Retirement 2010 Fund Class I (FRQIX). 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 investments are quite close, with FRIMX having a 3.59% return and FRQIX slightly higher at 3.60%. Over the past 10 years, FRIMX has underperformed FRQIX with an annualized return of 4.19%, while FRQIX has yielded a comparatively higher 4.98% annualized return.


FRIMX

1D
0.00%
1M
0.68%
YTD
3.59%
6M
3.81%
1Y
9.38%
3Y*
7.18%
5Y*
2.79%
10Y*
4.19%

FRQIX

1D
0.00%
1M
0.70%
YTD
3.60%
6M
3.83%
1Y
9.41%
3Y*
7.28%
5Y*
2.83%
10Y*
4.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRIMX vs. FRQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
3.60%9.97%4.48%8.52%-12.39%3.82%9.58%12.63%-2.84%10.64%

Correlation

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

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Return for Risk

FRIMX vs. FRQIX — Risk / Return Rank

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

FRIMX
FRIMX Risk / Return Rank: 6767
Overall Rank
FRIMX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FRIMX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FRIMX Omega Ratio Rank: 7575
Omega Ratio Rank
FRIMX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FRIMX Martin Ratio Rank: 6464
Martin Ratio Rank

FRQIX
FRQIX Risk / Return Rank: 6767
Overall Rank
FRQIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FRQIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FRQIX Omega Ratio Rank: 7575
Omega Ratio Rank
FRQIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FRQIX Martin Ratio Rank: 6363
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. FRQIX - 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 Managed Retirement 2010 Fund Class I (FRQIX). 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.


FRIMXFRQIXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.44

1.44

0.00

Calmar ratioReturn relative to maximum drawdown

2.74

2.75

-0.01

Martin ratioReturn relative to average drawdown

11.47

11.51

-0.04

FRIMX vs. FRQIX - Sharpe Ratio Comparison

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

FRIMX vs. FRQIX - Drawdown Comparison

The maximum FRIMX drawdown since its inception was -33.73%, smaller than the maximum FRQIX drawdown of -38.01%. Use the drawdown chart below to compare losses from any high point for FRIMX and FRQIX.


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Drawdown Indicators


FRIMXFRQIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-38.01%

+4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-3.43%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-4.97%

-5.21%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.12%

-17.04%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-16.12%

-17.04%

+0.92%

Current Drawdown

Current decline from peak

-0.44%

-0.42%

-0.02%

Average Drawdown

Average peak-to-trough decline

-3.70%

-4.42%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.82%

0.00%

Volatility

FRIMX vs. FRQIX - Volatility Comparison

Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) and Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) have volatilities of 1.77% and 1.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRIMXFRQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.78%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

3.68%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

4.35%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

5.60%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

5.34%

-0.80%

FRIMX vs. FRQIX - Expense Ratio Comparison

FRIMX has a 0.45% expense ratio, which is lower than FRQIX's 0.46% expense ratio.


Dividends

FRIMX vs. FRQIX - Dividend Comparison

FRIMX's dividend yield for the trailing twelve months is around 3.24%, which matches FRQIX's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
3.22%3.14%2.97%2.75%5.01%6.00%3.51%3.14%5.60%16.32%2.43%4.08%

Frequently Asked Questions


With a correlation of 1.00, FRIMX and FRQIX 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.

FRQIX has higher volatility (1.78%) compared to FRIMX (1.77%). In terms of maximum drawdown, FRIMX dropped -33.73% vs FRQIX's -38.01%.

FRQIX currently has the higher Sharpe Ratio (2.16 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 FRIMX and FRQIX

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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