PortfoliosLab logoPortfoliosLab logo
FRQIX vs. FRHMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRQIX vs. FRHMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) and Fidelity Managed Retirement Income Fund Class K6 (FRHMX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


FRQIX

1D
0.00%
1M
0.00%
6M
2.71%
YTD
3.60%
1Y
8.30%
3Y*
7.40%
5Y*
2.72%
10Y*
5.14%

FRHMX

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRQIX vs. FRHMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
3.60%9.97%4.48%8.52%-12.39%3.82%9.58%3.95%
FRHMX
Fidelity Managed Retirement Income Fund Class K6
1,464,383.96%10.02%4.50%8.28%-11.48%2.98%8.79%3.17%

Correlation

The correlation between FRQIX and FRHMX is 0.99 - 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

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2019

0.99

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FRQIX vs. FRHMX — Risk / Return Rank

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

FRQIX
FRQIX Risk / Return Rank: 7171
Overall Rank
FRQIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRQIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FRQIX Omega Ratio Rank: 7979
Omega Ratio Rank
FRQIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FRQIX Martin Ratio Rank: 6868
Martin Ratio Rank

FRHMX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FRQIX vs. FRHMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) and Fidelity Managed Retirement Income Fund Class K6 (FRHMX). 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.


FRQIXFRHMXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

2.39

Martin ratioReturn relative to average drawdown

9.97

FRQIX vs. FRHMX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

FRQIX vs. FRHMX - Drawdown Comparison


Loading charts...

Drawdown Indicators


FRQIXFRHMXDifference

Max Drawdown

Largest peak-to-trough decline

-38.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

Max Drawdown (10Y)

Largest decline over 10 years

-17.04%

Current Drawdown

Current decline from peak

-0.42%

Average Drawdown

Average peak-to-trough decline

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

FRQIX vs. FRHMX - Volatility Comparison


Loading charts...

Volatility by Period


FRQIXFRHMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

FRQIX vs. FRHMX - Expense Ratio Comparison

FRQIX has a 0.46% expense ratio, which is higher than FRHMX's 0.25% expense ratio.


Dividends

FRQIX vs. FRHMX - Dividend Comparison

FRQIX's dividend yield for the trailing twelve months is around 3.09%, less than FRHMX's 102.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FRHMX
Fidelity Managed Retirement Income Fund Class K6
102.92%3.22%3.24%3.02%4.77%3.78%2.61%1.95%0.00%0.00%0.00%0.00%
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
3.09%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 0.99, FRQIX and FRHMX 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.

Portfolio Optimizer

Find the right allocation for FRQIX and FRHMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer