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FTHRX vs. FIKQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTHRX vs. FIKQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Bond Fund (FTHRX) and Fidelity Advisor Investment Grade Bond Fund Class Z (FIKQX). The values are adjusted to include any dividend payments, if applicable.

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FTHRX vs. FIKQX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FTHRX
Fidelity Intermediate Bond Fund
-0.39%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%1.70%
FIKQX
Fidelity Advisor Investment Grade Bond Fund Class Z
-0.21%7.31%1.69%6.75%-13.97%-1.03%10.00%9.90%2.01%

Returns By Period

In the year-to-date period, FTHRX achieves a -0.39% return, which is significantly lower than FIKQX's -0.21% return.


FTHRX

1D
0.10%
1M
-1.25%
YTD
-0.39%
6M
0.46%
1Y
3.79%
3Y*
4.26%
5Y*
1.11%
10Y*
2.08%

FIKQX

1D
0.14%
1M
-1.63%
YTD
-0.21%
6M
0.40%
1Y
3.86%
3Y*
3.97%
5Y*
0.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTHRX vs. FIKQX - Expense Ratio Comparison

FTHRX has a 0.45% expense ratio, which is higher than FIKQX's 0.36% expense ratio.


Return for Risk

FTHRX vs. FIKQX — Risk / Return Rank

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

FTHRX
FTHRX Risk / Return Rank: 7474
Overall Rank
FTHRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 6262
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 7676
Martin Ratio Rank

FIKQX
FIKQX Risk / Return Rank: 4646
Overall Rank
FIKQX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FIKQX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FIKQX Omega Ratio Rank: 3232
Omega Ratio Rank
FIKQX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FIKQX Martin Ratio Rank: 4444
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.

FTHRX vs. FIKQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and Fidelity Advisor Investment Grade Bond Fund Class Z (FIKQX). 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.


FTHRXFIKQXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.95

+0.36

Sortino ratio

Return per unit of downside risk

1.96

1.37

+0.59

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

2.10

1.64

+0.46

Martin ratio

Return relative to average drawdown

7.38

4.72

+2.66

FTHRX vs. FIKQX - Sharpe Ratio Comparison

The current FTHRX Sharpe Ratio is 1.31, which is higher than the FIKQX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of FTHRX and FIKQX, 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


FTHRXFIKQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.95

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.07

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.49

+0.42

Correlation

The correlation between FTHRX and FIKQX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FTHRX vs. FIKQX - Dividend Comparison

FTHRX's dividend yield for the trailing twelve months is around 3.34%, less than FIKQX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
FTHRX
Fidelity Intermediate Bond Fund
3.34%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%
FIKQX
Fidelity Advisor Investment Grade Bond Fund Class Z
3.66%3.97%4.08%3.65%2.05%1.44%4.90%2.83%1.07%0.00%0.00%0.00%

Drawdowns

FTHRX vs. FIKQX - Drawdown Comparison

The maximum FTHRX drawdown since its inception was -19.01%, roughly equal to the maximum FIKQX drawdown of -18.53%. Use the drawdown chart below to compare losses from any high point for FTHRX and FIKQX.


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Drawdown Indicators


FTHRXFIKQXDifference

Max Drawdown

Largest peak-to-trough decline

-19.01%

-18.53%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-2.83%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-13.18%

-18.53%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-13.25%

Current Drawdown

Current decline from peak

-1.63%

-2.16%

+0.53%

Average Drawdown

Average peak-to-trough decline

-3.07%

-5.30%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.98%

-0.38%

Volatility

FTHRX vs. FIKQX - Volatility Comparison

The current volatility for Fidelity Intermediate Bond Fund (FTHRX) is 1.08%, while Fidelity Advisor Investment Grade Bond Fund Class Z (FIKQX) has a volatility of 1.48%. This indicates that FTHRX experiences smaller price fluctuations and is considered to be less risky than FIKQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTHRXFIKQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.48%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

2.58%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

4.39%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

5.98%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

5.51%

-2.12%