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FSIGX vs. FADMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSIGX and FADMX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FSIGX vs. FADMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Investment Grade Bond Fund (FSIGX) and Fidelity Strategic Income Fund (FADMX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.48%
3.54%
FSIGX
FADMX

Key characteristics

Sharpe Ratio

FSIGX:

0.75

FADMX:

2.28

Sortino Ratio

FSIGX:

1.10

FADMX:

3.43

Omega Ratio

FSIGX:

1.13

FADMX:

1.44

Calmar Ratio

FSIGX:

0.39

FADMX:

2.28

Martin Ratio

FSIGX:

2.09

FADMX:

10.47

Ulcer Index

FSIGX:

2.05%

FADMX:

0.82%

Daily Std Dev

FSIGX:

5.67%

FADMX:

3.76%

Max Drawdown

FSIGX:

-19.00%

FADMX:

-16.24%

Current Drawdown

FSIGX:

-5.47%

FADMX:

-1.25%

Returns By Period

In the year-to-date period, FSIGX achieves a -0.20% return, which is significantly lower than FADMX's 0.52% return.


FSIGX

YTD

-0.20%

1M

-0.04%

6M

1.48%

1Y

4.49%

5Y*

0.38%

10Y*

1.86%

FADMX

YTD

0.52%

1M

0.71%

6M

3.53%

1Y

8.90%

5Y*

2.82%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FSIGX vs. FADMX - Expense Ratio Comparison


FADMX
Fidelity Strategic Income Fund
Expense ratio chart for FADMX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

FSIGX vs. FADMX — Risk-Adjusted Performance Rank

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

FSIGX
The Risk-Adjusted Performance Rank of FSIGX is 3030
Overall Rank
The Sharpe Ratio Rank of FSIGX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FSIGX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FSIGX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FSIGX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FSIGX is 2626
Martin Ratio Rank

FADMX
The Risk-Adjusted Performance Rank of FADMX is 8888
Overall Rank
The Sharpe Ratio Rank of FADMX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FADMX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FADMX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FADMX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FADMX is 8686
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.

FSIGX vs. FADMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Bond Fund (FSIGX) and Fidelity Strategic Income Fund (FADMX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSIGX, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.000.752.28
The chart of Sortino ratio for FSIGX, currently valued at 1.10, compared to the broader market0.005.0010.001.103.43
The chart of Omega ratio for FSIGX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.44
The chart of Calmar ratio for FSIGX, currently valued at 0.39, compared to the broader market0.005.0010.0015.0020.000.392.28
The chart of Martin ratio for FSIGX, currently valued at 2.09, compared to the broader market0.0020.0040.0060.0080.002.0910.47
FSIGX
FADMX

The current FSIGX Sharpe Ratio is 0.75, which is lower than the FADMX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of FSIGX and FADMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.75
2.28
FSIGX
FADMX

Dividends

FSIGX vs. FADMX - Dividend Comparison

FSIGX's dividend yield for the trailing twelve months is around 5.46%, more than FADMX's 5.23% yield.


TTM20242023202220212020201920182017201620152014
FSIGX
Fidelity Series Investment Grade Bond Fund
5.46%5.45%4.68%3.97%2.17%2.58%3.09%3.89%2.76%2.78%3.50%2.68%
FADMX
Fidelity Strategic Income Fund
5.23%5.26%5.33%4.57%2.75%3.33%3.46%2.61%0.00%0.00%0.00%0.00%

Drawdowns

FSIGX vs. FADMX - Drawdown Comparison

The maximum FSIGX drawdown since its inception was -19.00%, which is greater than FADMX's maximum drawdown of -16.24%. Use the drawdown chart below to compare losses from any high point for FSIGX and FADMX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.47%
-1.25%
FSIGX
FADMX

Volatility

FSIGX vs. FADMX - Volatility Comparison

Fidelity Series Investment Grade Bond Fund (FSIGX) has a higher volatility of 1.61% compared to Fidelity Strategic Income Fund (FADMX) at 1.35%. This indicates that FSIGX's price experiences larger fluctuations and is considered to be riskier than FADMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
1.61%
1.35%
FSIGX
FADMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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