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FSRIX vs. VFIDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSRIX vs. VFIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Strategic Income Fund Class I (FSRIX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). The values are adjusted to include any dividend payments, if applicable.

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FSRIX vs. VFIDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSRIX
Fidelity Advisor Strategic Income Fund Class I
-0.90%8.97%6.02%9.51%-11.91%3.50%7.50%11.01%-2.70%8.08%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
-1.43%9.67%3.29%8.63%-13.77%-1.51%10.44%10.50%-0.44%4.28%

Returns By Period

In the year-to-date period, FSRIX achieves a -0.90% return, which is significantly higher than VFIDX's -1.43% return. Over the past 10 years, FSRIX has outperformed VFIDX with an annualized return of 4.24%, while VFIDX has yielded a comparatively lower 2.74% annualized return.


FSRIX

1D
0.00%
1M
-2.70%
YTD
-0.90%
6M
0.46%
1Y
7.05%
3Y*
6.73%
5Y*
2.78%
10Y*
4.24%

VFIDX

1D
0.46%
1M
-2.89%
YTD
-1.43%
6M
-0.20%
1Y
5.19%
3Y*
5.32%
5Y*
1.39%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSRIX vs. VFIDX - Expense Ratio Comparison

FSRIX has a 0.71% expense ratio, which is higher than VFIDX's 0.10% expense ratio.


Return for Risk

FSRIX vs. VFIDX — Risk / Return Rank

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

FSRIX
FSRIX Risk / Return Rank: 9393
Overall Rank
FSRIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FSRIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSRIX Omega Ratio Rank: 9191
Omega Ratio Rank
FSRIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FSRIX Martin Ratio Rank: 9292
Martin Ratio Rank

VFIDX
VFIDX Risk / Return Rank: 7171
Overall Rank
VFIDX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VFIDX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VFIDX Omega Ratio Rank: 6060
Omega Ratio Rank
VFIDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
VFIDX Martin Ratio Rank: 7272
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.

FSRIX vs. VFIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Income Fund Class I (FSRIX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). 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.


FSRIXVFIDXDifference

Sharpe ratio

Return per unit of total volatility

2.12

1.23

+0.89

Sortino ratio

Return per unit of downside risk

2.94

1.77

+1.18

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.20

Calmar ratio

Return relative to maximum drawdown

2.75

1.87

+0.88

Martin ratio

Return relative to average drawdown

10.91

6.78

+4.13

FSRIX vs. VFIDX - Sharpe Ratio Comparison

The current FSRIX Sharpe Ratio is 2.12, which is higher than the VFIDX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FSRIX and VFIDX, 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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Sharpe Ratios by Period


FSRIXVFIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.23

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.22

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.53

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.87

-0.35

Correlation

The correlation between FSRIX and VFIDX is 0.57, 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.


Dividends

FSRIX vs. VFIDX - Dividend Comparison

FSRIX's dividend yield for the trailing twelve months is around 4.03%, less than VFIDX's 4.66% yield.


TTM20252024202320222021202020192018201720162015
FSRIX
Fidelity Advisor Strategic Income Fund Class I
4.03%4.29%4.16%4.28%2.91%4.18%4.53%4.30%3.74%4.17%3.75%3.09%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.66%4.91%4.65%3.90%3.20%3.61%5.80%3.13%3.32%3.06%3.94%3.64%

Drawdowns

FSRIX vs. VFIDX - Drawdown Comparison

The maximum FSRIX drawdown since its inception was -22.98%, which is greater than VFIDX's maximum drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for FSRIX and VFIDX.


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Drawdown Indicators


FSRIXVFIDXDifference

Max Drawdown

Largest peak-to-trough decline

-22.98%

-20.14%

-2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-3.34%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

-20.14%

+4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-15.99%

-20.14%

+4.15%

Current Drawdown

Current decline from peak

-2.70%

-2.89%

+0.19%

Average Drawdown

Average peak-to-trough decline

-4.72%

-2.61%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.92%

-0.24%

Volatility

FSRIX vs. VFIDX - Volatility Comparison

The current volatility for Fidelity Advisor Strategic Income Fund Class I (FSRIX) is 1.57%, while Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a volatility of 1.70%. This indicates that FSRIX experiences smaller price fluctuations and is considered to be less risky than VFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSRIXVFIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

1.70%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

2.67%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

4.70%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.44%

6.35%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.43%

5.17%

-0.74%