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FRIMX vs. TBLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRIMX vs. TBLEX - 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 T. Rowe Price Retirement Blend 2025 Fund (TBLEX). The values are adjusted to include any dividend payments, if applicable.

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FRIMX vs. TBLEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
-0.51%9.94%4.30%8.06%-11.66%0.05%
TBLEX
T. Rowe Price Retirement Blend 2025 Fund
-2.19%13.88%10.29%15.00%-15.23%2.43%

Returns By Period

In the year-to-date period, FRIMX achieves a -0.51% return, which is significantly higher than TBLEX's -2.19% 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%

TBLEX

1D
0.00%
1M
-5.64%
YTD
-2.19%
6M
-0.18%
1Y
10.49%
3Y*
10.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRIMX vs. TBLEX - Expense Ratio Comparison

FRIMX has a 0.45% expense ratio, which is higher than TBLEX's 0.22% expense ratio.


Return for Risk

FRIMX vs. TBLEX — 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

TBLEX
TBLEX Risk / Return Rank: 6565
Overall Rank
TBLEX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TBLEX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TBLEX Omega Ratio Rank: 6666
Omega Ratio Rank
TBLEX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TBLEX Martin Ratio Rank: 6767
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. TBLEX - 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 T. Rowe Price Retirement Blend 2025 Fund (TBLEX). 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.


FRIMXTBLEXDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.17

+0.39

Sortino ratio

Return per unit of downside risk

2.17

1.66

+0.51

Omega ratio

Gain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratio

Return relative to maximum drawdown

2.08

1.40

+0.68

Martin ratio

Return relative to average drawdown

8.41

6.38

+2.03

FRIMX vs. TBLEX - Sharpe Ratio Comparison

The current FRIMX Sharpe Ratio is 1.56, which is higher than the TBLEX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FRIMX and TBLEX, 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


FRIMXTBLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.17

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.46

+0.07

Correlation

The correlation between FRIMX and TBLEX is 0.78, 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. TBLEX - Dividend Comparison

FRIMX's dividend yield for the trailing twelve months is around 3.15%, less than TBLEX's 3.32% 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%
TBLEX
T. Rowe Price Retirement Blend 2025 Fund
3.32%3.25%2.73%2.41%3.09%2.07%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FRIMX vs. TBLEX - Drawdown Comparison

The maximum FRIMX drawdown since its inception was -33.73%, which is greater than TBLEX's maximum drawdown of -21.51%. Use the drawdown chart below to compare losses from any high point for FRIMX and TBLEX.


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Drawdown Indicators


FRIMXTBLEXDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-21.51%

-12.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-6.95%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-16.12%

Max Drawdown (10Y)

Largest decline over 10 years

-16.12%

Current Drawdown

Current decline from peak

-3.19%

-5.80%

+2.61%

Average Drawdown

Average peak-to-trough decline

-3.74%

-5.58%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.52%

-0.67%

Volatility

FRIMX vs. TBLEX - Volatility Comparison

The current volatility for Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) is 1.95%, while T. Rowe Price Retirement Blend 2025 Fund (TBLEX) has a volatility of 3.08%. This indicates that FRIMX experiences smaller price fluctuations and is considered to be less risky than TBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRIMXTBLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

3.08%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

5.26%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

9.12%

-4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.21%

9.82%

-4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

9.82%

-5.35%