FRIMX vs. NASDX
Compare and contrast key facts about Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
FRIMX is managed by BlackRock. It was launched on Aug 30, 2007. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
FRIMX vs. NASDX - Performance Comparison
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FRIMX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -6.04% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, FRIMX achieves a -0.51% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, FRIMX has underperformed NASDX with an annualized return of 3.92%, while NASDX has yielded a comparatively higher 19.48% annualized return.
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%
NASDX
- 1D
- 3.39%
- 1M
- -5.03%
- YTD
- -6.04%
- 6M
- -4.08%
- 1Y
- 22.65%
- 3Y*
- 25.90%
- 5Y*
- 14.78%
- 10Y*
- 19.48%
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FRIMX vs. NASDX - Expense Ratio Comparison
FRIMX has a 0.45% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
FRIMX vs. NASDX — Risk / Return Rank
FRIMX
NASDX
FRIMX vs. NASDX - 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 Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
| FRIMX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.04 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.17 | 1.63 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.87 | +0.21 |
Martin ratioReturn relative to average drawdown | 8.41 | 7.07 | +1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRIMX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.04 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.64 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.86 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.29 | +0.24 |
Correlation
The correlation between FRIMX and NASDX is 0.74, 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. NASDX - Dividend Comparison
FRIMX's dividend yield for the trailing twelve months is around 3.15%, less than NASDX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.80% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
FRIMX vs. NASDX - Drawdown Comparison
The maximum FRIMX drawdown since its inception was -33.73%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for FRIMX and NASDX.
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Drawdown Indicators
| FRIMX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.73% | -83.16% | +49.43% |
Max Drawdown (1Y)Largest decline over 1 year | -3.44% | -12.70% | +9.26% |
Max Drawdown (5Y)Largest decline over 5 years | -16.12% | -35.33% | +19.21% |
Max Drawdown (10Y)Largest decline over 10 years | -16.12% | -35.33% | +19.21% |
Current DrawdownCurrent decline from peak | -3.19% | -8.91% | +5.72% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -34.59% | +30.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 3.37% | -2.52% |
Volatility
FRIMX vs. NASDX - Volatility Comparison
The current volatility for Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) is 1.95%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 6.54%. This indicates that FRIMX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRIMX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 6.54% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 12.89% | -10.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 22.75% | -18.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.21% | 23.07% | -17.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 22.63% | -18.16% |