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FSIAX vs. FTBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSIAX vs. FTBFX - 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 Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSIAX achieves a 3.28% return, which is significantly higher than FTBFX's 0.25% return. Over the past 10 years, FSIAX has outperformed FTBFX with an annualized return of 4.08%, while FTBFX has yielded a comparatively lower 2.41% annualized return.


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%

FTBFX

1D
-0.31%
1M
0.57%
YTD
0.25%
6M
0.60%
1Y
4.53%
3Y*
4.65%
5Y*
0.57%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSIAX vs. FTBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSIAX
Fidelity Advisor Strategic Income Fund Class M
3.28%8.59%5.03%8.83%-12.06%3.22%7.30%10.76%-2.93%7.54%
FTBFX
Fidelity Total Bond Fund
0.25%7.50%2.13%7.25%-13.58%-0.44%9.34%9.89%-0.66%4.19%

Correlation

The correlation between FSIAX and FTBFX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

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

0.82

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

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2002

0.67

The correlation between FSIAX and FTBFX shifts across timeframes, from 0.67 (all time) to 0.83 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSIAX vs. FTBFX — 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

FTBFX
FTBFX Risk / Return Rank: 2222
Overall Rank
FTBFX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 2121
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FTBFX Martin Ratio Rank: 2020
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. FTBFX - 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 Total Bond Fund (FTBFX). 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.


FSIAXFTBFXDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.53

1.22

+0.30

Calmar ratioReturn relative to maximum drawdown

3.48

1.65

+1.84

Martin ratioReturn relative to average drawdown

14.83

4.75

+10.08

FSIAX vs. FTBFX - Sharpe Ratio Comparison

The current FSIAX Sharpe Ratio is 2.52, which is higher than the FTBFX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FSIAX and FTBFX, 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. FTBFX - Drawdown Comparison

The maximum FSIAX drawdown since its inception was -17.81%, roughly equal to the maximum FTBFX drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for FSIAX and FTBFX.


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Drawdown Indicators


FSIAXFTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-18.25%

+0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-2.89%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-4.13%

-5.82%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-18.25%

+2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-16.19%

-18.25%

+2.06%

Current Drawdown

Current decline from peak

-0.08%

-1.62%

+1.54%

Average Drawdown

Average peak-to-trough decline

-1.83%

-2.32%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

1.00%

-0.38%

Volatility

FSIAX vs. FTBFX - Volatility Comparison

Fidelity Advisor Strategic Income Fund Class M (FSIAX) has a higher volatility of 1.36% compared to Fidelity Total Bond Fund (FTBFX) at 1.18%. This indicates that FSIAX's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSIAXFTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.18%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

2.89%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

3.82%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.54%

5.68%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

4.74%

-0.28%

FSIAX vs. FTBFX - Expense Ratio Comparison

FSIAX has a 0.96% expense ratio, which is higher than FTBFX's 0.45% expense ratio.


Dividends

FSIAX vs. FTBFX - Dividend Comparison

FSIAX's dividend yield for the trailing twelve months is around 4.01%, less than FTBFX's 4.37% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FTBFX
Fidelity Total Bond Fund
4.37%4.36%4.15%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%

Frequently Asked Questions


FSIAX and FTBFX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSIAX has higher volatility (1.36%) compared to FTBFX (1.18%). In terms of maximum drawdown, FSIAX dropped -17.81% vs FTBFX's -18.25%.

FSIAX currently has the higher Sharpe Ratio (2.52 vs 1.25), 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

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