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FRQKX vs. VFAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRQKX vs. VFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Retirement 2010 Fund Class K (FRQKX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). The values are adjusted to include any dividend payments, if applicable.

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FRQKX vs. VFAIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
-0.48%9.91%4.42%8.62%-12.30%3.95%9.68%3.94%
VFAIX
Vanguard Financials Index Fund Admiral Shares
-11.11%14.90%30.46%14.07%-12.26%36.27%-2.15%11.63%

Returns By Period

In the year-to-date period, FRQKX achieves a -0.48% return, which is significantly higher than VFAIX's -11.11% return.


FRQKX

1D
0.25%
1M
-3.18%
YTD
-0.48%
6M
0.80%
1Y
7.18%
3Y*
6.11%
5Y*
2.52%
10Y*

VFAIX

1D
1.06%
1M
-5.57%
YTD
-11.11%
6M
-9.20%
1Y
0.51%
3Y*
17.09%
5Y*
9.31%
10Y*
12.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRQKX vs. VFAIX - Expense Ratio Comparison

FRQKX has a 0.36% expense ratio, which is higher than VFAIX's 0.10% expense ratio.


Return for Risk

FRQKX vs. VFAIX — Risk / Return Rank

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

FRQKX
FRQKX Risk / Return Rank: 8383
Overall Rank
FRQKX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FRQKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRQKX Omega Ratio Rank: 8080
Omega Ratio Rank
FRQKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRQKX Martin Ratio Rank: 8484
Martin Ratio Rank

VFAIX
VFAIX Risk / Return Rank: 77
Overall Rank
VFAIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VFAIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VFAIX Omega Ratio Rank: 77
Omega Ratio Rank
VFAIX Calmar Ratio Rank: 66
Calmar Ratio Rank
VFAIX Martin Ratio Rank: 66
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.

FRQKX vs. VFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement 2010 Fund Class K (FRQKX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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.


FRQKXVFAIXDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.08

+1.50

Sortino ratio

Return per unit of downside risk

2.20

0.25

+1.95

Omega ratio

Gain probability vs. loss probability

1.32

1.04

+0.28

Calmar ratio

Return relative to maximum drawdown

2.12

-0.02

+2.14

Martin ratio

Return relative to average drawdown

8.53

-0.07

+8.60

FRQKX vs. VFAIX - Sharpe Ratio Comparison

The current FRQKX Sharpe Ratio is 1.58, which is higher than the VFAIX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of FRQKX and VFAIX, 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


FRQKXVFAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.08

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.48

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.22

+0.46

Correlation

The correlation between FRQKX and VFAIX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FRQKX vs. VFAIX - Dividend Comparison

FRQKX's dividend yield for the trailing twelve months is around 3.27%, more than VFAIX's 1.64% yield.


TTM20252024202320222021202020192018201720162015
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
3.27%3.09%2.91%2.86%5.12%6.11%3.61%2.57%0.00%0.00%0.00%0.00%
VFAIX
Vanguard Financials Index Fund Admiral Shares
1.64%1.56%1.75%2.08%2.31%2.62%2.21%2.17%2.30%1.54%1.64%2.00%

Drawdowns

FRQKX vs. VFAIX - Drawdown Comparison

The maximum FRQKX drawdown since its inception was -16.97%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for FRQKX and VFAIX.


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Drawdown Indicators


FRQKXVFAIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.97%

-78.64%

+61.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-14.72%

+11.30%

Max Drawdown (5Y)

Largest decline over 5 years

-16.97%

-25.71%

+8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-44.37%

Current Drawdown

Current decline from peak

-3.18%

-13.82%

+10.64%

Average Drawdown

Average peak-to-trough decline

-3.95%

-18.69%

+14.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

4.86%

-4.01%

Volatility

FRQKX vs. VFAIX - Volatility Comparison

The current volatility for Fidelity Managed Retirement 2010 Fund Class K (FRQKX) is 1.97%, while Vanguard Financials Index Fund Admiral Shares (VFAIX) has a volatility of 4.20%. This indicates that FRQKX experiences smaller price fluctuations and is considered to be less risky than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRQKXVFAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

4.20%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

11.53%

-8.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.62%

19.86%

-15.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

19.40%

-13.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

22.62%

-16.85%