FUTBX vs. FSRIX
Compare and contrast key facts about Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and Fidelity Advisor Strategic Income Fund Class I (FSRIX).
FUTBX is managed by Fidelity. It was launched on Mar 1, 2016. FSRIX is managed by Fidelity. It was launched on Jul 3, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUTBX or FSRIX.
Key characteristics
| FUTBX | FSRIX | |
|---|---|---|
| YTD Return | 0.86% | 6.22% |
| 1Y Return | 4.91% | 11.36% |
| 3Y Return (Ann) | -2.67% | 0.56% |
| 5Y Return (Ann) | -1.29% | 2.32% |
| Sharpe Ratio | 0.86 | 2.85 |
| Sortino Ratio | 1.29 | 4.50 |
| Omega Ratio | 1.15 | 1.58 |
| Calmar Ratio | 0.25 | 1.20 |
| Martin Ratio | 2.55 | 16.75 |
| Ulcer Index | 1.83% | 0.65% |
| Daily Std Dev | 5.41% | 3.82% |
| Max Drawdown | -21.39% | -17.71% |
| Current Drawdown | -14.86% | -1.26% |
Correlation
The correlation between FUTBX and FSRIX 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
FUTBX vs. FSRIX - Performance Comparison
In the year-to-date period, FUTBX achieves a 0.86% return, which is significantly lower than FSRIX's 6.22% 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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FUTBX vs. FSRIX - Expense Ratio Comparison
FUTBX has a 0.03% expense ratio, which is lower than FSRIX's 0.71% expense ratio.
Risk-Adjusted Performance
FUTBX vs. FSRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and Fidelity Advisor Strategic Income Fund Class I (FSRIX). 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
FUTBX vs. FSRIX - Dividend Comparison
FUTBX's dividend yield for the trailing twelve months is around 2.59%, less than FSRIX's 4.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSRIX Fidelity Advisor Strategic Income Fund Class I | 4.30% | 4.28% | 3.65% | 2.69% | 3.30% | 3.41% | 3.63% | 3.35% | 3.48% | 3.68% | 5.26% | 3.76% |
Drawdowns
FUTBX vs. FSRIX - Drawdown Comparison
The maximum FUTBX drawdown since its inception was -21.39%, which is greater than FSRIX's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for FUTBX and FSRIX. For additional features, visit the drawdowns tool.
Volatility
FUTBX vs. FSRIX - Volatility Comparison
Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) has a higher volatility of 1.48% compared to Fidelity Advisor Strategic Income Fund Class I (FSRIX) at 0.95%. This indicates that FUTBX's price experiences larger fluctuations and is considered to be riskier than FSRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.