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LKFIX vs. FIKOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LKFIX vs. FIKOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LKCM Fixed Income Fund (LKFIX) and Fidelity Advisor Corporate Bond Fund Class Z (FIKOX). The values are adjusted to include any dividend payments, if applicable.

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LKFIX vs. FIKOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LKFIX
LKCM Fixed Income Fund
-0.19%6.66%3.06%4.98%-5.63%-1.54%4.29%6.71%0.80%
FIKOX
Fidelity Advisor Corporate Bond Fund Class Z
-0.81%7.96%2.83%8.64%-17.06%-1.60%10.91%14.58%0.53%

Returns By Period

In the year-to-date period, LKFIX achieves a -0.19% return, which is significantly higher than FIKOX's -0.81% return.


LKFIX

1D
0.19%
1M
-0.93%
YTD
-0.19%
6M
0.74%
1Y
4.14%
3Y*
4.30%
5Y*
1.62%
10Y*
2.14%

FIKOX

1D
0.38%
1M
-1.94%
YTD
-0.81%
6M
-0.28%
1Y
4.17%
3Y*
4.89%
5Y*
0.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LKFIX vs. FIKOX - Expense Ratio Comparison

LKFIX has a 0.50% expense ratio, which is higher than FIKOX's 0.36% expense ratio.


Return for Risk

LKFIX vs. FIKOX — Risk / Return Rank

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

LKFIX
LKFIX Risk / Return Rank: 8383
Overall Rank
LKFIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LKFIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
LKFIX Omega Ratio Rank: 7575
Omega Ratio Rank
LKFIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
LKFIX Martin Ratio Rank: 8787
Martin Ratio Rank

FIKOX
FIKOX Risk / Return Rank: 4141
Overall Rank
FIKOX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FIKOX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FIKOX Omega Ratio Rank: 2828
Omega Ratio Rank
FIKOX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FIKOX Martin Ratio Rank: 4343
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.

LKFIX vs. FIKOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LKCM Fixed Income Fund (LKFIX) and Fidelity Advisor Corporate Bond Fund Class Z (FIKOX). 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.


LKFIXFIKOXDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.94

+0.64

Sortino ratio

Return per unit of downside risk

2.29

1.33

+0.96

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratio

Return relative to maximum drawdown

2.52

1.53

+0.99

Martin ratio

Return relative to average drawdown

9.71

4.99

+4.72

LKFIX vs. FIKOX - Sharpe Ratio Comparison

The current LKFIX Sharpe Ratio is 1.58, which is higher than the FIKOX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of LKFIX and FIKOX, 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


LKFIXFIKOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.94

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.07

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.46

+0.79

Correlation

The correlation between LKFIX and FIKOX is 0.82, 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

LKFIX vs. FIKOX - Dividend Comparison

LKFIX's dividend yield for the trailing twelve months is around 3.71%, less than FIKOX's 3.92% yield.


TTM20252024202320222021202020192018201720162015
LKFIX
LKCM Fixed Income Fund
3.71%3.57%3.03%2.28%1.57%1.36%1.74%2.27%2.26%2.04%2.18%2.78%
FIKOX
Fidelity Advisor Corporate Bond Fund Class Z
3.92%4.20%4.05%3.51%2.62%2.90%3.47%3.37%0.98%0.00%0.00%0.00%

Drawdowns

LKFIX vs. FIKOX - Drawdown Comparison

The maximum LKFIX drawdown since its inception was -8.97%, smaller than the maximum FIKOX drawdown of -23.22%. Use the drawdown chart below to compare losses from any high point for LKFIX and FIKOX.


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Drawdown Indicators


LKFIXFIKOXDifference

Max Drawdown

Largest peak-to-trough decline

-8.97%

-23.22%

+14.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.76%

-3.31%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-8.60%

-23.22%

+14.62%

Max Drawdown (10Y)

Largest decline over 10 years

-8.97%

Current Drawdown

Current decline from peak

-1.21%

-2.39%

+1.18%

Average Drawdown

Average peak-to-trough decline

-1.12%

-6.77%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

1.01%

-0.55%

Volatility

LKFIX vs. FIKOX - Volatility Comparison

The current volatility for LKCM Fixed Income Fund (LKFIX) is 1.10%, while Fidelity Advisor Corporate Bond Fund Class Z (FIKOX) has a volatility of 1.78%. This indicates that LKFIX experiences smaller price fluctuations and is considered to be less risky than FIKOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LKFIXFIKOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.78%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

2.80%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

4.81%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.94%

6.69%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.62%

6.57%

-3.95%