PortfoliosLab logoPortfoliosLab logo
FSIAX vs. FJTDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSIAX vs. FJTDX - 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 Flex Conservative Income Bond Fund (FJTDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSIAX vs. FJTDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSIAX
Fidelity Advisor Strategic Income Fund Class M
-0.29%8.59%5.03%8.83%-12.06%3.22%7.30%10.76%-2.54%
FJTDX
Fidelity Flex Conservative Income Bond Fund
0.55%4.75%5.69%5.48%1.00%0.16%1.57%3.20%0.50%

Returns By Period

In the year-to-date period, FSIAX achieves a -0.29% return, which is significantly lower than FJTDX's 0.55% return.


FSIAX

1D
0.60%
1M
-1.83%
YTD
-0.29%
6M
0.76%
1Y
7.12%
3Y*
6.28%
5Y*
2.38%
10Y*
3.91%

FJTDX

1D
0.00%
1M
-0.10%
YTD
0.55%
6M
1.62%
1Y
4.10%
3Y*
5.05%
5Y*
3.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FSIAX vs. FJTDX - Expense Ratio Comparison

FSIAX has a 0.96% expense ratio, which is higher than FJTDX's 0.00% expense ratio.


Return for Risk

FSIAX vs. FJTDX — Risk / Return Rank

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

FSIAX
FSIAX Risk / Return Rank: 9292
Overall Rank
FSIAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSIAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSIAX Omega Ratio Rank: 9191
Omega Ratio Rank
FSIAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FSIAX Martin Ratio Rank: 9292
Martin Ratio Rank

FJTDX
FJTDX Risk / Return Rank: 9999
Overall Rank
FJTDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FJTDX Sortino Ratio Rank: 100100
Sortino Ratio Rank
FJTDX Omega Ratio Rank: 100100
Omega Ratio Rank
FJTDX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FJTDX Martin Ratio Rank: 100100
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. FJTDX - 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 Flex Conservative Income Bond Fund (FJTDX). 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.


FSIAXFJTDXDifference

Sharpe ratio

Return per unit of total volatility

2.11

3.21

-1.10

Sortino ratio

Return per unit of downside risk

2.94

11.70

-8.75

Omega ratio

Gain probability vs. loss probability

1.43

4.96

-3.54

Calmar ratio

Return relative to maximum drawdown

2.95

15.13

-12.18

Martin ratio

Return relative to average drawdown

11.41

67.60

-56.19

FSIAX vs. FJTDX - Sharpe Ratio Comparison

The current FSIAX Sharpe Ratio is 2.11, which is lower than the FJTDX Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of FSIAX and FJTDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FSIAXFJTDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

3.21

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

2.49

-1.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

2.37

-0.84

Correlation

The correlation between FSIAX and FJTDX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSIAX vs. FJTDX - Dividend Comparison

FSIAX's dividend yield for the trailing twelve months is around 3.78%, less than FJTDX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
FSIAX
Fidelity Advisor Strategic Income Fund Class M
3.78%4.06%3.21%3.71%2.71%4.01%4.32%4.07%3.51%3.70%3.49%3.18%
FJTDX
Fidelity Flex Conservative Income Bond Fund
4.11%4.63%5.42%4.70%1.39%0.36%1.45%2.65%1.17%0.00%0.00%0.00%

Drawdowns

FSIAX vs. FJTDX - Drawdown Comparison

The maximum FSIAX drawdown since its inception was -17.81%, which is greater than FJTDX's maximum drawdown of -1.90%. Use the drawdown chart below to compare losses from any high point for FSIAX and FJTDX.


Loading graphics...

Drawdown Indicators


FSIAXFJTDXDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-1.90%

-15.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-0.30%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-0.90%

-15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-16.19%

Current Drawdown

Current decline from peak

-2.07%

-0.10%

-1.97%

Average Drawdown

Average peak-to-trough decline

-1.84%

-0.08%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.07%

+0.62%

Volatility

FSIAX vs. FJTDX - Volatility Comparison

Fidelity Advisor Strategic Income Fund Class M (FSIAX) has a higher volatility of 1.68% compared to Fidelity Flex Conservative Income Bond Fund (FJTDX) at 0.10%. This indicates that FSIAX's price experiences larger fluctuations and is considered to be riskier than FJTDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSIAXFJTDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

0.10%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

0.87%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

1.35%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

1.41%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

1.27%

+3.15%