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FSHGX vs. FSHNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSHGX vs. FSHNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI High Income Fund (FSHGX) and Fidelity Series High Income Fund (FSHNX). The values are adjusted to include any dividend payments, if applicable.

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FSHGX vs. FSHNX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSHGX
Fidelity SAI High Income Fund
-0.69%10.26%9.79%10.82%-12.03%2.72%
FSHNX
Fidelity Series High Income Fund
-0.85%11.17%8.75%11.25%-11.52%5.17%

Returns By Period

In the year-to-date period, FSHGX achieves a -0.69% return, which is significantly higher than FSHNX's -0.85% return.


FSHGX

1D
0.00%
1M
-2.31%
YTD
-0.69%
6M
0.79%
1Y
8.50%
3Y*
9.00%
5Y*
10Y*

FSHNX

1D
0.00%
1M
-2.13%
YTD
-0.85%
6M
1.07%
1Y
9.23%
3Y*
9.00%
5Y*
4.58%
10Y*
6.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSHGX vs. FSHNX - Expense Ratio Comparison

FSHGX has a 0.60% expense ratio, which is higher than FSHNX's 0.00% expense ratio.


Return for Risk

FSHGX vs. FSHNX — Risk / Return Rank

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

FSHGX
FSHGX Risk / Return Rank: 9494
Overall Rank
FSHGX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FSHGX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FSHGX Omega Ratio Rank: 9595
Omega Ratio Rank
FSHGX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FSHGX Martin Ratio Rank: 9393
Martin Ratio Rank

FSHNX
FSHNX Risk / Return Rank: 9595
Overall Rank
FSHNX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FSHNX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FSHNX Omega Ratio Rank: 9696
Omega Ratio Rank
FSHNX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FSHNX Martin Ratio Rank: 9595
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.

FSHGX vs. FSHNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI High Income Fund (FSHGX) and Fidelity Series High Income Fund (FSHNX). 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.


FSHGXFSHNXDifference

Sharpe ratio

Return per unit of total volatility

2.24

2.40

-0.16

Sortino ratio

Return per unit of downside risk

3.21

3.54

-0.33

Omega ratio

Gain probability vs. loss probability

1.53

1.59

-0.06

Calmar ratio

Return relative to maximum drawdown

2.67

2.82

-0.15

Martin ratio

Return relative to average drawdown

11.44

13.13

-1.70

FSHGX vs. FSHNX - Sharpe Ratio Comparison

The current FSHGX Sharpe Ratio is 2.24, which is comparable to the FSHNX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FSHGX and FSHNX, 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


FSHGXFSHNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.40

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.96

-0.22

Correlation

The correlation between FSHGX and FSHNX is 0.95, 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

FSHGX vs. FSHNX - Dividend Comparison

FSHGX's dividend yield for the trailing twelve months is around 5.92%, less than FSHNX's 6.57% yield.


TTM20252024202320222021202020192018201720162015
FSHGX
Fidelity SAI High Income Fund
5.92%6.34%6.15%5.47%3.99%2.28%0.00%0.00%0.00%0.00%0.00%0.00%
FSHNX
Fidelity Series High Income Fund
6.57%7.04%5.97%6.21%4.90%5.01%5.57%6.35%6.95%6.03%6.24%5.79%

Drawdowns

FSHGX vs. FSHNX - Drawdown Comparison

The maximum FSHGX drawdown since its inception was -15.77%, smaller than the maximum FSHNX drawdown of -21.98%. Use the drawdown chart below to compare losses from any high point for FSHGX and FSHNX.


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Drawdown Indicators


FSHGXFSHNXDifference

Max Drawdown

Largest peak-to-trough decline

-15.77%

-21.98%

+6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.26%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Max Drawdown (10Y)

Largest decline over 10 years

-21.98%

Current Drawdown

Current decline from peak

-2.31%

-2.13%

-0.18%

Average Drawdown

Average peak-to-trough decline

-3.96%

-2.44%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.70%

+0.04%

Volatility

FSHGX vs. FSHNX - Volatility Comparison

Fidelity SAI High Income Fund (FSHGX) and Fidelity Series High Income Fund (FSHNX) have volatilities of 1.29% and 1.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSHGXFSHNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.23%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

2.26%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

4.02%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

5.27%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

5.83%

-0.57%