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FSTAX vs. PWJZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSTAX and PWJZX is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FSTAX vs. PWJZX - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
45.24%
219.03%
FSTAX
PWJZX

Key characteristics

Sharpe Ratio

FSTAX:

1.75

PWJZX:

0.26

Sortino Ratio

FSTAX:

2.60

PWJZX:

0.51

Omega Ratio

FSTAX:

1.33

PWJZX:

1.07

Calmar Ratio

FSTAX:

1.28

PWJZX:

0.17

Martin Ratio

FSTAX:

6.90

PWJZX:

0.95

Ulcer Index

FSTAX:

0.99%

PWJZX:

5.87%

Daily Std Dev

FSTAX:

3.91%

PWJZX:

21.13%

Max Drawdown

FSTAX:

-17.81%

PWJZX:

-48.26%

Current Drawdown

FSTAX:

-1.16%

PWJZX:

-22.19%

Returns By Period

In the year-to-date period, FSTAX achieves a 0.72% return, which is significantly lower than PWJZX's 4.12% return. Over the past 10 years, FSTAX has underperformed PWJZX with an annualized return of 2.68%, while PWJZX has yielded a comparatively higher 8.36% annualized return.


FSTAX

YTD

0.72%

1M

0.05%

6M

0.80%

1Y

7.11%

5Y*

3.40%

10Y*

2.68%

PWJZX

YTD

4.12%

1M

1.54%

6M

-1.11%

1Y

5.70%

5Y*

9.31%

10Y*

8.36%

*Annualized

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FSTAX vs. PWJZX - Expense Ratio Comparison

FSTAX has a 0.97% expense ratio, which is higher than PWJZX's 0.90% expense ratio.


Expense ratio chart for FSTAX: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSTAX: 0.97%
Expense ratio chart for PWJZX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PWJZX: 0.90%

Risk-Adjusted Performance

FSTAX vs. PWJZX — Risk-Adjusted Performance Rank

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

FSTAX
The Risk-Adjusted Performance Rank of FSTAX is 8989
Overall Rank
The Sharpe Ratio Rank of FSTAX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTAX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FSTAX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FSTAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FSTAX is 9090
Martin Ratio Rank

PWJZX
The Risk-Adjusted Performance Rank of PWJZX is 3838
Overall Rank
The Sharpe Ratio Rank of PWJZX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PWJZX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of PWJZX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of PWJZX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PWJZX is 3939
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.

FSTAX vs. PWJZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Income Fund Class A (FSTAX) and PGIM Jennison International Opportunities Fund (PWJZX). 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 chart of Sharpe ratio for FSTAX, currently valued at 1.75, compared to the broader market-1.000.001.002.003.00
FSTAX: 1.75
PWJZX: 0.20
The chart of Sortino ratio for FSTAX, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.00
FSTAX: 2.60
PWJZX: 0.43
The chart of Omega ratio for FSTAX, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.00
FSTAX: 1.33
PWJZX: 1.06
The chart of Calmar ratio for FSTAX, currently valued at 1.28, compared to the broader market0.002.004.006.008.0010.00
FSTAX: 1.28
PWJZX: 0.13
The chart of Martin ratio for FSTAX, currently valued at 6.90, compared to the broader market0.0010.0020.0030.0040.00
FSTAX: 6.90
PWJZX: 0.73

The current FSTAX Sharpe Ratio is 1.75, which is higher than the PWJZX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of FSTAX and PWJZX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.75
0.20
FSTAX
PWJZX

Dividends

FSTAX vs. PWJZX - Dividend Comparison

FSTAX's dividend yield for the trailing twelve months is around 3.85%, more than PWJZX's 0.07% yield.


TTM20242023202220212020201920182017201620152014
FSTAX
Fidelity Advisor Strategic Income Fund Class A
3.85%3.92%4.03%3.37%2.44%3.06%3.17%3.40%2.87%3.23%3.45%5.09%
PWJZX
PGIM Jennison International Opportunities Fund
0.07%0.08%0.09%0.00%0.00%0.00%0.00%0.06%0.17%0.24%0.00%0.00%

Drawdowns

FSTAX vs. PWJZX - Drawdown Comparison

The maximum FSTAX drawdown since its inception was -17.81%, smaller than the maximum PWJZX drawdown of -48.26%. Use the drawdown chart below to compare losses from any high point for FSTAX and PWJZX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.16%
-22.19%
FSTAX
PWJZX

Volatility

FSTAX vs. PWJZX - Volatility Comparison

The current volatility for Fidelity Advisor Strategic Income Fund Class A (FSTAX) is 1.91%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 12.22%. This indicates that FSTAX experiences smaller price fluctuations and is considered to be less risky than PWJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
1.91%
12.22%
FSTAX
PWJZX