PortfoliosLab logo
FVIAX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FVIAX and VFIAX is -0.24. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FVIAX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Government Income Fund Class A (FVIAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FVIAX:

0.81

VFIAX:

0.52

Sortino Ratio

FVIAX:

1.31

VFIAX:

0.89

Omega Ratio

FVIAX:

1.15

VFIAX:

1.13

Calmar Ratio

FVIAX:

0.28

VFIAX:

0.56

Martin Ratio

FVIAX:

1.91

VFIAX:

2.18

Ulcer Index

FVIAX:

2.46%

VFIAX:

4.85%

Daily Std Dev

FVIAX:

5.36%

VFIAX:

19.36%

Max Drawdown

FVIAX:

-21.37%

VFIAX:

-55.20%

Current Drawdown

FVIAX:

-12.54%

VFIAX:

-7.63%

Returns By Period

In the year-to-date period, FVIAX achieves a 1.95% return, which is significantly higher than VFIAX's -3.36% return. Over the past 10 years, FVIAX has underperformed VFIAX with an annualized return of 0.25%, while VFIAX has yielded a comparatively higher 12.30% annualized return.


FVIAX

YTD

1.95%

1M

0.55%

6M

1.02%

1Y

4.71%

5Y*

-2.43%

10Y*

0.25%

VFIAX

YTD

-3.36%

1M

5.60%

6M

-4.99%

1Y

9.78%

5Y*

16.36%

10Y*

12.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FVIAX vs. VFIAX - Expense Ratio Comparison

FVIAX has a 0.77% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Risk-Adjusted Performance

FVIAX vs. VFIAX — Risk-Adjusted Performance Rank

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

FVIAX
The Risk-Adjusted Performance Rank of FVIAX is 6262
Overall Rank
The Sharpe Ratio Rank of FVIAX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FVIAX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FVIAX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FVIAX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of FVIAX is 5454
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 6464
Overall Rank
The Sharpe Ratio Rank of VFIAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 6464
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.

FVIAX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Government Income Fund Class A (FVIAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 current FVIAX Sharpe Ratio is 0.81, which is higher than the VFIAX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FVIAX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FVIAX vs. VFIAX - Dividend Comparison

FVIAX's dividend yield for the trailing twelve months is around 3.18%, more than VFIAX's 1.33% yield.


TTM20242023202220212020201920182017201620152014
FVIAX
Fidelity Advisor Government Income Fund Class A
3.18%3.39%2.23%1.17%0.48%0.79%1.78%1.76%1.47%1.32%2.12%1.57%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.33%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

FVIAX vs. VFIAX - Drawdown Comparison

The maximum FVIAX drawdown since its inception was -21.37%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FVIAX and VFIAX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FVIAX vs. VFIAX - Volatility Comparison

The current volatility for Fidelity Advisor Government Income Fund Class A (FVIAX) is 1.58%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 6.81%. This indicates that FVIAX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...