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FSIAX vs. FIWDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSIAX vs. FIWDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Strategic Income Fund Class M (FSIAX) and Fidelity Advisor Strategic Income Fund Class Z (FIWDX). 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 FSIAX having a 3.28% return and FIWDX slightly higher at 3.40%.


FSIAX

1D
-0.08%
1M
1.24%
YTD
3.28%
6M
3.57%
1Y
8.93%
3Y*
7.49%
5Y*
2.73%
10Y*
4.08%

FIWDX

1D
-0.08%
1M
1.26%
YTD
3.40%
6M
3.72%
1Y
9.32%
3Y*
8.10%
5Y*
3.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSIAX vs. FIWDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSIAX
Fidelity Advisor Strategic Income Fund Class M
3.28%8.59%5.03%8.83%-12.06%3.22%7.30%10.76%-1.81%
FIWDX
Fidelity Advisor Strategic Income Fund Class Z
3.40%8.98%6.07%9.20%-11.76%3.51%7.60%11.20%-1.63%

Correlation

The correlation between FSIAX and FIWDX is 0.97 - 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

0.97

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2018

0.97

The correlation between FSIAX and FIWDX has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

FSIAX vs. FIWDX — Risk / Return Rank

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

FSIAX
FSIAX Risk / Return Rank: 8484
Overall Rank
FSIAX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FSIAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FSIAX Omega Ratio Rank: 8484
Omega Ratio Rank
FSIAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FSIAX Martin Ratio Rank: 8585
Martin Ratio Rank

FIWDX
FIWDX Risk / Return Rank: 8686
Overall Rank
FIWDX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FIWDX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FIWDX Omega Ratio Rank: 8686
Omega Ratio Rank
FIWDX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FIWDX Martin Ratio Rank: 8888
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.

FSIAX vs. FIWDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Income Fund Class M (FSIAX) and Fidelity Advisor Strategic Income Fund Class Z (FIWDX). 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.


FSIAXFIWDXDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.53

1.55

-0.02

Calmar ratioReturn relative to maximum drawdown

3.48

3.65

-0.17

Martin ratioReturn relative to average drawdown

14.83

15.56

-0.74

FSIAX vs. FIWDX - Sharpe Ratio Comparison

The current FSIAX Sharpe Ratio is 2.52, which is comparable to the FIWDX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of FSIAX and FIWDX, 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

FSIAX vs. FIWDX - Drawdown Comparison

The maximum FSIAX drawdown since its inception was -17.81%, which is greater than FIWDX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for FSIAX and FIWDX.


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Drawdown Indicators


FSIAXFIWDXDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-15.96%

-1.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-2.61%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-4.13%

-3.97%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-15.96%

-0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-16.19%

Current Drawdown

Current decline from peak

-0.08%

-0.08%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.83%

-3.18%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.61%

+0.01%

Volatility

FSIAX vs. FIWDX - Volatility Comparison

Fidelity Advisor Strategic Income Fund Class M (FSIAX) and Fidelity Advisor Strategic Income Fund Class Z (FIWDX) have volatilities of 1.36% and 1.40%, 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


FSIAXFIWDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.40%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

3.13%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

3.68%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.54%

4.57%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

4.88%

-0.42%

FSIAX vs. FIWDX - Expense Ratio Comparison

FSIAX has a 0.96% expense ratio, which is higher than FIWDX's 0.61% expense ratio.


Dividends

FSIAX vs. FIWDX - Dividend Comparison

FSIAX's dividend yield for the trailing twelve months is around 4.01%, less than FIWDX's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
FIWDX
Fidelity Advisor Strategic Income Fund Class Z
4.34%4.39%4.21%4.02%2.99%4.28%4.62%4.39%1.13%0.00%0.00%0.00%
FSIAX
Fidelity Advisor Strategic Income Fund Class M
4.01%4.06%3.21%3.71%2.71%4.01%4.32%4.07%3.51%3.70%3.49%3.18%

Frequently Asked Questions


With a correlation of 0.97, FSIAX and FIWDX 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.

FIWDX has higher volatility (1.40%) compared to FSIAX (1.36%). In terms of maximum drawdown, FSIAX dropped -17.81% vs FIWDX's -15.96%.

FIWDX currently has the higher Sharpe Ratio (2.60 vs 2.52), 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 FSIAX and FIWDX

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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