FRQIX vs. WFSPX
Compare and contrast key facts about Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) and iShares S&P 500 Index Fund (WFSPX).
FRQIX is managed by BlackRock. It was launched on Aug 30, 2007. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
FRQIX vs. WFSPX - Performance Comparison
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FRQIX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRQIX Fidelity Advisor Managed Retirement 2010 Fund Class I | -0.50% | 9.97% | 4.48% | 8.52% | -12.39% | 3.82% | 9.58% | 12.63% | -2.84% | 10.64% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, FRQIX achieves a -0.50% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, FRQIX has underperformed WFSPX with an annualized return of 4.73%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
FRQIX
- 1D
- 0.27%
- 1M
- -3.17%
- YTD
- -0.50%
- 6M
- 0.77%
- 1Y
- 7.09%
- 3Y*
- 6.12%
- 5Y*
- 2.48%
- 10Y*
- 4.73%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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FRQIX vs. WFSPX - Expense Ratio Comparison
FRQIX has a 0.46% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
FRQIX vs. WFSPX — Risk / Return Rank
FRQIX
WFSPX
FRQIX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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.
| FRQIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 0.84 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.17 | 1.30 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.06 | +1.04 |
Martin ratioReturn relative to average drawdown | 8.45 | 5.13 | +3.32 |
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
| FRQIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 0.84 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.68 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.76 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.13 | +0.41 |
Correlation
The correlation between FRQIX and WFSPX is 0.86, 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
FRQIX vs. WFSPX - Dividend Comparison
FRQIX's dividend yield for the trailing twelve months is around 3.07%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRQIX Fidelity Advisor Managed Retirement 2010 Fund Class I | 3.07% | 3.14% | 2.97% | 2.75% | 5.01% | 6.00% | 3.51% | 3.14% | 5.60% | 16.32% | 2.43% | 4.08% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
FRQIX vs. WFSPX - Drawdown Comparison
The maximum FRQIX drawdown since its inception was -38.01%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for FRQIX and WFSPX.
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Drawdown Indicators
| FRQIX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.01% | -58.21% | +20.20% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -12.11% | +8.68% |
Max Drawdown (5Y)Largest decline over 5 years | -17.04% | -24.51% | +7.47% |
Max Drawdown (10Y)Largest decline over 10 years | -17.04% | -33.74% | +16.70% |
Current DrawdownCurrent decline from peak | -3.17% | -8.90% | +5.73% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -12.84% | +8.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 2.49% | -1.64% |
Volatility
FRQIX vs. WFSPX - Volatility Comparison
The current volatility for Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) is 1.95%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.24%. This indicates that FRQIX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRQIX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 4.24% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 9.08% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.61% | 18.06% | -13.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.52% | 16.84% | -11.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.33% | 17.98% | -12.65% |