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FZIIX vs. NQP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZIIX vs. NQP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Intermediate Municipal Income Fund Class I (FZIIX) and Nuveen Pennsylvania Quality Municipal Income (NQP). The values are adjusted to include any dividend payments, if applicable.

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FZIIX vs. NQP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FZIIX
Fidelity Advisor Intermediate Municipal Income Fund Class I
-0.83%5.91%1.02%5.53%-7.05%0.93%4.46%6.47%1.15%4.51%
NQP
Nuveen Pennsylvania Quality Municipal Income
2.31%15.46%2.70%7.44%-21.95%7.75%7.08%21.21%-2.28%5.96%

Returns By Period

In the year-to-date period, FZIIX achieves a -0.83% return, which is significantly lower than NQP's 2.31% return. Over the past 10 years, FZIIX has underperformed NQP with an annualized return of 2.00%, while NQP has yielded a comparatively higher 3.35% annualized return.


FZIIX

1D
0.10%
1M
-2.78%
YTD
-0.83%
6M
0.57%
1Y
4.17%
3Y*
3.03%
5Y*
1.07%
10Y*
2.00%

NQP

1D
3.20%
1M
-0.18%
YTD
2.31%
6M
3.36%
1Y
15.31%
3Y*
8.00%
5Y*
1.69%
10Y*
3.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZIIX vs. NQP - Expense Ratio Comparison

FZIIX has a 0.39% expense ratio, which is lower than NQP's 1.27% expense ratio.


Return for Risk

FZIIX vs. NQP — Risk / Return Rank

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

FZIIX
FZIIX Risk / Return Rank: 7373
Overall Rank
FZIIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FZIIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FZIIX Omega Ratio Rank: 8989
Omega Ratio Rank
FZIIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FZIIX Martin Ratio Rank: 5959
Martin Ratio Rank

NQP
NQP Risk / Return Rank: 8989
Overall Rank
NQP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NQP Sortino Ratio Rank: 8989
Sortino Ratio Rank
NQP Omega Ratio Rank: 8585
Omega Ratio Rank
NQP Calmar Ratio Rank: 9696
Calmar Ratio Rank
NQP Martin Ratio Rank: 8888
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.

FZIIX vs. NQP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Intermediate Municipal Income Fund Class I (FZIIX) and Nuveen Pennsylvania Quality Municipal Income (NQP). 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.


FZIIXNQPDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.67

-0.30

Sortino ratio

Return per unit of downside risk

1.85

2.52

-0.67

Omega ratio

Gain probability vs. loss probability

1.39

1.35

+0.05

Calmar ratio

Return relative to maximum drawdown

1.46

3.53

-2.08

Martin ratio

Return relative to average drawdown

5.66

9.67

-4.01

FZIIX vs. NQP - Sharpe Ratio Comparison

The current FZIIX Sharpe Ratio is 1.37, which is comparable to the NQP Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FZIIX and NQP, 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


FZIIXNQPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.67

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.17

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.31

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.41

+0.58

Correlation

The correlation between FZIIX and NQP is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FZIIX vs. NQP - Dividend Comparison

FZIIX's dividend yield for the trailing twelve months is around 2.79%, less than NQP's 7.85% yield.


TTM20252024202320222021202020192018201720162015
FZIIX
Fidelity Advisor Intermediate Municipal Income Fund Class I
2.79%3.61%2.41%2.34%1.31%1.76%2.10%2.52%2.58%2.56%3.11%2.29%
NQP
Nuveen Pennsylvania Quality Municipal Income
7.85%7.87%6.69%3.07%4.89%4.51%4.38%4.23%5.34%5.34%5.67%6.10%

Drawdowns

FZIIX vs. NQP - Drawdown Comparison

The maximum FZIIX drawdown since its inception was -10.95%, smaller than the maximum NQP drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for FZIIX and NQP.


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Drawdown Indicators


FZIIXNQPDifference

Max Drawdown

Largest peak-to-trough decline

-10.95%

-41.87%

+30.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-4.63%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-10.95%

-32.41%

+21.46%

Max Drawdown (10Y)

Largest decline over 10 years

-10.95%

-32.41%

+21.46%

Current Drawdown

Current decline from peak

-2.78%

-1.52%

-1.26%

Average Drawdown

Average peak-to-trough decline

-1.51%

-6.93%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.69%

-0.77%

Volatility

FZIIX vs. NQP - Volatility Comparison

The current volatility for Fidelity Advisor Intermediate Municipal Income Fund Class I (FZIIX) is 0.91%, while Nuveen Pennsylvania Quality Municipal Income (NQP) has a volatility of 4.14%. This indicates that FZIIX experiences smaller price fluctuations and is considered to be less risky than NQP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FZIIXNQPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

4.14%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

5.42%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

9.26%

-5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.01%

9.80%

-6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.20%

10.85%

-7.65%