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MIFIX vs. FCBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIFIX vs. FCBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Miller Intermediate Bond Fund (MIFIX) and Fidelity Advisor Corporate Bond Fund Class A (FCBAX). The values are adjusted to include any dividend payments, if applicable.

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MIFIX vs. FCBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIFIX
Miller Intermediate Bond Fund
-0.64%7.11%7.31%6.88%-7.72%4.32%14.22%9.79%-1.91%3.10%
FCBAX
Fidelity Advisor Corporate Bond Fund Class A
-1.25%7.51%2.21%8.10%-17.32%-1.85%10.46%14.11%-2.90%6.47%

Returns By Period

In the year-to-date period, MIFIX achieves a -0.64% return, which is significantly higher than FCBAX's -1.25% return. Over the past 10 years, MIFIX has outperformed FCBAX with an annualized return of 4.90%, while FCBAX has yielded a comparatively lower 2.48% annualized return.


MIFIX

1D
-0.06%
1M
-1.99%
YTD
-0.64%
6M
1.05%
1Y
5.25%
3Y*
6.36%
5Y*
2.80%
10Y*
4.90%

FCBAX

1D
0.57%
1M
-2.76%
YTD
-1.25%
6M
-0.55%
1Y
3.77%
3Y*
4.28%
5Y*
0.03%
10Y*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIFIX vs. FCBAX - Expense Ratio Comparison

MIFIX has a 0.99% expense ratio, which is higher than FCBAX's 0.77% expense ratio.


Return for Risk

MIFIX vs. FCBAX — Risk / Return Rank

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

MIFIX
MIFIX Risk / Return Rank: 8080
Overall Rank
MIFIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MIFIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
MIFIX Omega Ratio Rank: 7878
Omega Ratio Rank
MIFIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
MIFIX Martin Ratio Rank: 7272
Martin Ratio Rank

FCBAX
FCBAX Risk / Return Rank: 4444
Overall Rank
FCBAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FCBAX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FCBAX Omega Ratio Rank: 3131
Omega Ratio Rank
FCBAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FCBAX Martin Ratio Rank: 4545
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.

MIFIX vs. FCBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Intermediate Bond Fund (MIFIX) and Fidelity Advisor Corporate Bond Fund Class A (FCBAX). 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.


MIFIXFCBAXDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.91

+0.69

Sortino ratio

Return per unit of downside risk

2.36

1.27

+1.08

Omega ratio

Gain probability vs. loss probability

1.30

1.16

+0.14

Calmar ratio

Return relative to maximum drawdown

1.84

1.45

+0.39

Martin ratio

Return relative to average drawdown

6.91

4.62

+2.29

MIFIX vs. FCBAX - Sharpe Ratio Comparison

The current MIFIX Sharpe Ratio is 1.60, which is higher than the FCBAX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of MIFIX and FCBAX, 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


MIFIXFCBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.91

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.01

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.42

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.63

+0.27

Correlation

The correlation between MIFIX and FCBAX is 0.14, 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

MIFIX vs. FCBAX - Dividend Comparison

MIFIX's dividend yield for the trailing twelve months is around 4.20%, more than FCBAX's 3.56% yield.


TTM20252024202320222021202020192018201720162015
MIFIX
Miller Intermediate Bond Fund
4.20%4.59%4.08%3.60%3.62%5.87%5.16%2.36%5.16%3.90%1.48%1.78%
FCBAX
Fidelity Advisor Corporate Bond Fund Class A
3.56%3.79%3.35%3.13%2.27%2.55%3.09%2.96%3.29%2.83%3.19%2.69%

Drawdowns

MIFIX vs. FCBAX - Drawdown Comparison

The maximum MIFIX drawdown since its inception was -15.58%, smaller than the maximum FCBAX drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for MIFIX and FCBAX.


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Drawdown Indicators


MIFIXFCBAXDifference

Max Drawdown

Largest peak-to-trough decline

-15.58%

-23.56%

+7.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-3.31%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-11.87%

-23.44%

+11.57%

Max Drawdown (10Y)

Largest decline over 10 years

-15.58%

-23.56%

+7.98%

Current Drawdown

Current decline from peak

-2.68%

-4.81%

+2.13%

Average Drawdown

Average peak-to-trough decline

-2.08%

-4.34%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

1.04%

-0.33%

Volatility

MIFIX vs. FCBAX - Volatility Comparison

The current volatility for Miller Intermediate Bond Fund (MIFIX) is 0.76%, while Fidelity Advisor Corporate Bond Fund Class A (FCBAX) has a volatility of 1.85%. This indicates that MIFIX experiences smaller price fluctuations and is considered to be less risky than FCBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIFIXFCBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

1.85%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

2.87%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

4.78%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.09%

6.68%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.40%

5.93%

-0.53%