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FSTAX vs. OPSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTAX vs. OPSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Strategic Income Fund Class A (FSTAX) and Invesco Global Strategic Income Fund (OPSIX). The values are adjusted to include any dividend payments, if applicable.

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FSTAX vs. OPSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTAX
Fidelity Advisor Strategic Income Fund Class A
-0.88%8.68%4.93%8.82%-11.98%3.22%7.21%10.74%-2.94%7.63%
OPSIX
Invesco Global Strategic Income Fund
-6.99%11.76%2.79%7.62%-12.37%-3.32%3.52%10.60%-4.67%6.22%

Returns By Period

In the year-to-date period, FSTAX achieves a -0.88% return, which is significantly higher than OPSIX's -6.99% return. Over the past 10 years, FSTAX has outperformed OPSIX with an annualized return of 3.84%, while OPSIX has yielded a comparatively lower 1.67% annualized return.


FSTAX

1D
0.00%
1M
-2.65%
YTD
-0.88%
6M
0.34%
1Y
6.86%
3Y*
6.09%
5Y*
2.33%
10Y*
3.84%

OPSIX

1D
0.66%
1M
-8.11%
YTD
-6.99%
6M
-5.12%
1Y
0.60%
3Y*
3.84%
5Y*
0.11%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTAX vs. OPSIX - Expense Ratio Comparison

FSTAX has a 0.97% expense ratio, which is lower than OPSIX's 1.00% expense ratio.


Return for Risk

FSTAX vs. OPSIX — Risk / Return Rank

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

FSTAX
FSTAX Risk / Return Rank: 9292
Overall Rank
FSTAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSTAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSTAX Omega Ratio Rank: 9090
Omega Ratio Rank
FSTAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FSTAX Martin Ratio Rank: 9191
Martin Ratio Rank

OPSIX
OPSIX Risk / Return Rank: 77
Overall Rank
OPSIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OPSIX Sortino Ratio Rank: 66
Sortino Ratio Rank
OPSIX Omega Ratio Rank: 66
Omega Ratio Rank
OPSIX Calmar Ratio Rank: 88
Calmar Ratio Rank
OPSIX Martin Ratio Rank: 99
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.

FSTAX vs. OPSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Income Fund Class A (FSTAX) and Invesco Global Strategic Income Fund (OPSIX). 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.


FSTAXOPSIXDifference

Sharpe ratio

Return per unit of total volatility

2.03

0.09

+1.94

Sortino ratio

Return per unit of downside risk

2.82

0.17

+2.64

Omega ratio

Gain probability vs. loss probability

1.40

1.03

+0.38

Calmar ratio

Return relative to maximum drawdown

2.71

0.10

+2.61

Martin ratio

Return relative to average drawdown

10.69

0.47

+10.22

FSTAX vs. OPSIX - Sharpe Ratio Comparison

The current FSTAX Sharpe Ratio is 2.03, which is higher than the OPSIX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FSTAX and OPSIX, 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


FSTAXOPSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

0.09

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.02

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.24

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.00

-0.52

Correlation

The correlation between FSTAX and OPSIX is 0.59, 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

FSTAX vs. OPSIX - Dividend Comparison

FSTAX's dividend yield for the trailing twelve months is around 3.80%, more than OPSIX's 3.33% yield.


TTM20252024202320222021202020192018201720162015
FSTAX
Fidelity Advisor Strategic Income Fund Class A
3.80%4.05%3.21%3.70%2.70%4.01%4.32%4.06%3.50%3.70%3.49%2.89%
OPSIX
Invesco Global Strategic Income Fund
3.33%4.39%5.02%4.03%2.89%2.63%2.71%4.57%5.28%4.24%3.51%4.50%

Drawdowns

FSTAX vs. OPSIX - Drawdown Comparison

The maximum FSTAX drawdown since its inception was -23.29%, smaller than the maximum OPSIX drawdown of -25.45%. Use the drawdown chart below to compare losses from any high point for FSTAX and OPSIX.


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Drawdown Indicators


FSTAXOPSIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.29%

-25.45%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-8.71%

+6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-21.80%

+5.62%

Max Drawdown (10Y)

Largest decline over 10 years

-16.18%

-25.13%

+8.95%

Current Drawdown

Current decline from peak

-2.65%

-8.11%

+5.46%

Average Drawdown

Average peak-to-trough decline

-4.86%

-2.91%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.83%

-1.16%

Volatility

FSTAX vs. OPSIX - Volatility Comparison

The current volatility for Fidelity Advisor Strategic Income Fund Class A (FSTAX) is 1.53%, while Invesco Global Strategic Income Fund (OPSIX) has a volatility of 5.47%. This indicates that FSTAX experiences smaller price fluctuations and is considered to be less risky than OPSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTAXOPSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

5.47%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

6.55%

-4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

8.74%

-5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

6.96%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.40%

6.94%

-2.54%