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FRQAX vs. FIRMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRQAX vs. FIRMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Managed Retirement 2010 Fund Class A (FRQAX) and Fidelity Managed Retirement Income Fund (FIRMX). 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 FRQAX having a 3.51% return and FIRMX slightly higher at 3.60%. Over the past 10 years, FRQAX has outperformed FIRMX with an annualized return of 4.87%, while FIRMX has yielded a comparatively lower 4.21% annualized return.


FRQAX

1D
0.00%
1M
0.00%
6M
2.66%
YTD
3.51%
1Y
8.05%
3Y*
7.10%
5Y*
2.44%
10Y*
4.87%

FIRMX

1D
0.00%
1M
0.00%
6M
2.74%
YTD
3.60%
1Y
8.29%
3Y*
7.18%
5Y*
2.79%
10Y*
4.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRQAX vs. FIRMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRQAX
Fidelity Advisor Managed Retirement 2010 Fund Class A
3.51%9.54%4.21%8.24%-12.60%3.56%9.32%12.33%-3.06%10.34%
FIRMX
Fidelity Managed Retirement Income Fund
3.60%9.95%4.29%8.07%-11.66%2.77%8.57%10.57%-1.80%7.08%

Correlation

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

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Return for Risk

FRQAX vs. FIRMX — Risk / Return Rank

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

FRQAX
FRQAX Risk / Return Rank: 6767
Overall Rank
FRQAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FRQAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FRQAX Omega Ratio Rank: 7575
Omega Ratio Rank
FRQAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FRQAX Martin Ratio Rank: 6363
Martin Ratio Rank

FIRMX
FIRMX Risk / Return Rank: 8282
Overall Rank
FIRMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FIRMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FIRMX Omega Ratio Rank: 8484
Omega Ratio Rank
FIRMX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FIRMX Martin Ratio Rank: 8282
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.

FRQAX vs. FIRMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Managed Retirement 2010 Fund Class A (FRQAX) and Fidelity Managed Retirement Income Fund (FIRMX). 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.


FRQAXFIRMXDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.07

Calmar ratioReturn relative to maximum drawdown

2.30

2.77

-0.48

Martin ratioReturn relative to average drawdown

9.55

11.63

-2.08

FRQAX vs. FIRMX - Sharpe Ratio Comparison

The current FRQAX Sharpe Ratio is 1.84, which is comparable to the FIRMX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FRQAX and FIRMX, 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

FRQAX vs. FIRMX - Drawdown Comparison

The maximum FRQAX drawdown since its inception was -38.22%, which is greater than FIRMX's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for FRQAX and FIRMX.


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Drawdown Indicators


FRQAXFIRMXDifference

Max Drawdown

Largest peak-to-trough decline

-38.22%

-33.73%

-4.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-3.44%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-5.27%

-4.96%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-16.11%

-1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-17.24%

-16.11%

-1.13%

Current Drawdown

Current decline from peak

-0.43%

-0.42%

-0.01%

Average Drawdown

Average peak-to-trough decline

-4.56%

-3.70%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.82%

+0.01%

Volatility

FRQAX vs. FIRMX - Volatility Comparison

The current volatility for Fidelity Advisor Managed Retirement 2010 Fund Class A (FRQAX) is 1.58%, while Fidelity Managed Retirement Income Fund (FIRMX) has a volatility of 2.02%. This indicates that FRQAX experiences smaller price fluctuations and is considered to be less risky than FIRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRQAXFIRMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

2.02%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.67%

3.70%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

4.36%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

5.32%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

4.54%

+0.74%

FRQAX vs. FIRMX - Expense Ratio Comparison

FRQAX has a 0.71% expense ratio, which is higher than FIRMX's 0.45% expense ratio.


Dividends

FRQAX vs. FIRMX - Dividend Comparison

FRQAX's dividend yield for the trailing twelve months is around 2.99%, less than FIRMX's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
FIRMX
Fidelity Managed Retirement Income Fund
3.12%3.13%3.02%2.81%4.54%3.56%2.48%2.59%4.65%8.57%1.67%1.68%
FRQAX
Fidelity Advisor Managed Retirement 2010 Fund Class A
2.89%2.72%2.71%2.46%4.74%5.76%3.26%2.93%5.33%16.05%2.18%3.81%

Frequently Asked Questions


With a correlation of 1.00, FRQAX and FIRMX 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.

FIRMX has higher volatility (2.02%) compared to FRQAX (1.58%). In terms of maximum drawdown, FRQAX dropped -38.22% vs FIRMX's -33.73%.

FIRMX currently has the higher Sharpe Ratio (2.19 vs 1.84), 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 FRQAX and FIRMX

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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