FSRIX vs. FUTBX
Compare and contrast key facts about Fidelity Advisor Strategic Income Fund Class I (FSRIX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX).
FSRIX is managed by Fidelity. It was launched on Jul 3, 1995. FUTBX is managed by Fidelity. It was launched on Mar 1, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSRIX or FUTBX.
Key characteristics
| FSRIX | FUTBX | |
|---|---|---|
| YTD Return | 6.50% | 0.86% |
| 1Y Return | 11.96% | 5.40% |
| 3Y Return (Ann) | 0.62% | -2.67% |
| 5Y Return (Ann) | 2.38% | -1.29% |
| Sharpe Ratio | 2.96 | 0.88 |
| Sortino Ratio | 4.68 | 1.32 |
| Omega Ratio | 1.61 | 1.16 |
| Calmar Ratio | 1.24 | 0.25 |
| Martin Ratio | 17.48 | 2.64 |
| Ulcer Index | 0.65% | 1.81% |
| Daily Std Dev | 3.82% | 5.43% |
| Max Drawdown | -17.71% | -21.39% |
| Current Drawdown | -1.01% | -14.86% |
Correlation
The correlation between FSRIX and FUTBX is 0.51, 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.
Performance
FSRIX vs. FUTBX - Performance Comparison
In the year-to-date period, FSRIX achieves a 6.50% return, which is significantly higher than FUTBX's 0.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSRIX vs. FUTBX - Expense Ratio Comparison
FSRIX has a 0.71% expense ratio, which is higher than FUTBX's 0.03% expense ratio.
Risk-Adjusted Performance
FSRIX vs. FUTBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Income Fund Class I (FSRIX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX). 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.
Dividends
FSRIX vs. FUTBX - Dividend Comparison
FSRIX's dividend yield for the trailing twelve months is around 4.29%, more than FUTBX's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRIX Fidelity Advisor Strategic Income Fund Class I | 4.29% | 4.28% | 3.65% | 2.69% | 3.30% | 3.41% | 3.63% | 3.35% | 3.48% | 3.68% | 5.26% | 3.76% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 2.59% | 2.11% | 1.52% | 1.00% | 1.84% | 2.15% | 2.04% | 1.64% | 0.92% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSRIX vs. FUTBX - Drawdown Comparison
The maximum FSRIX drawdown since its inception was -17.71%, smaller than the maximum FUTBX drawdown of -21.39%. Use the drawdown chart below to compare losses from any high point for FSRIX and FUTBX. For additional features, visit the drawdowns tool.
Volatility
FSRIX vs. FUTBX - Volatility Comparison
The current volatility for Fidelity Advisor Strategic Income Fund Class I (FSRIX) is 0.94%, while Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) has a volatility of 1.53%. This indicates that FSRIX experiences smaller price fluctuations and is considered to be less risky than FUTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.