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FSIAX vs. PRDGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSIAX and PRDGX is 0.27, 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.


Performance

FSIAX vs. PRDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Strategic Income Fund Class M (FSIAX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSIAX:

1.51

PRDGX:

0.33

Sortino Ratio

FSIAX:

2.26

PRDGX:

0.65

Omega Ratio

FSIAX:

1.29

PRDGX:

1.10

Calmar Ratio

FSIAX:

1.98

PRDGX:

0.38

Martin Ratio

FSIAX:

5.68

PRDGX:

1.27

Ulcer Index

FSIAX:

1.04%

PRDGX:

5.00%

Daily Std Dev

FSIAX:

3.90%

PRDGX:

16.17%

Max Drawdown

FSIAX:

-17.80%

PRDGX:

-52.60%

Current Drawdown

FSIAX:

-0.64%

PRDGX:

-4.98%

Returns By Period

In the year-to-date period, FSIAX achieves a 1.25% return, which is significantly lower than PRDGX's 4.05% return. Over the past 10 years, FSIAX has underperformed PRDGX with an annualized return of 3.27%, while PRDGX has yielded a comparatively higher 9.27% annualized return.


FSIAX

YTD

1.25%

1M

2.32%

6M

0.67%

1Y

5.89%

5Y*

3.92%

10Y*

3.27%

PRDGX

YTD

4.05%

1M

6.94%

6M

-3.61%

1Y

5.28%

5Y*

12.86%

10Y*

9.27%

*Annualized

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FSIAX vs. PRDGX - Expense Ratio Comparison

FSIAX has a 0.96% expense ratio, which is higher than PRDGX's 0.62% expense ratio.


Risk-Adjusted Performance

FSIAX vs. PRDGX — Risk-Adjusted Performance Rank

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

FSIAX
The Risk-Adjusted Performance Rank of FSIAX is 9090
Overall Rank
The Sharpe Ratio Rank of FSIAX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FSIAX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FSIAX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FSIAX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FSIAX is 8989
Martin Ratio Rank

PRDGX
The Risk-Adjusted Performance Rank of PRDGX is 5454
Overall Rank
The Sharpe Ratio Rank of PRDGX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDGX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of PRDGX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PRDGX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PRDGX is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSIAX vs. PRDGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Income Fund Class M (FSIAX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.


The current FSIAX Sharpe Ratio is 1.51, which is higher than the PRDGX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FSIAX and PRDGX, 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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Dividends

FSIAX vs. PRDGX - Dividend Comparison

FSIAX's dividend yield for the trailing twelve months is around 3.50%, more than PRDGX's 0.99% yield.


TTM20242023202220212020201920182017201620152014
FSIAX
Fidelity Advisor Strategic Income Fund Class M
3.50%3.92%4.05%3.37%2.44%3.06%3.18%3.40%2.88%3.23%3.46%5.09%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
0.99%1.02%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%

Drawdowns

FSIAX vs. PRDGX - Drawdown Comparison

The maximum FSIAX drawdown since its inception was -17.80%, smaller than the maximum PRDGX drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for FSIAX and PRDGX. For additional features, visit the drawdowns tool.


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Volatility

FSIAX vs. PRDGX - Volatility Comparison

The current volatility for Fidelity Advisor Strategic Income Fund Class M (FSIAX) is 1.14%, while T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a volatility of 5.07%. This indicates that FSIAX experiences smaller price fluctuations and is considered to be less risky than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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