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MRBIX vs. FSRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRBIX vs. FSRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Total Return Bond Fund (MRBIX) and Fidelity Advisor Strategic Income Fund Class I (FSRIX). The values are adjusted to include any dividend payments, if applicable.

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MRBIX vs. FSRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRBIX
MFS Total Return Bond Fund
-0.47%7.35%1.77%6.45%-14.52%-0.84%8.83%9.96%-1.03%4.15%
FSRIX
Fidelity Advisor Strategic Income Fund Class I
-0.90%8.97%6.02%9.51%-11.91%3.50%7.50%11.01%-2.70%8.08%

Returns By Period

In the year-to-date period, MRBIX achieves a -0.47% return, which is significantly higher than FSRIX's -0.90% return. Over the past 10 years, MRBIX has underperformed FSRIX with an annualized return of 2.00%, while FSRIX has yielded a comparatively higher 4.24% annualized return.


MRBIX

1D
0.53%
1M
-2.25%
YTD
-0.47%
6M
0.50%
1Y
3.94%
3Y*
3.80%
5Y*
0.24%
10Y*
2.00%

FSRIX

1D
0.00%
1M
-2.70%
YTD
-0.90%
6M
0.46%
1Y
7.05%
3Y*
6.73%
5Y*
2.78%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MRBIX vs. FSRIX - Expense Ratio Comparison

MRBIX has a 0.45% expense ratio, which is lower than FSRIX's 0.71% expense ratio.


Return for Risk

MRBIX vs. FSRIX — Risk / Return Rank

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

MRBIX
MRBIX Risk / Return Rank: 6060
Overall Rank
MRBIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MRBIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MRBIX Omega Ratio Rank: 4444
Omega Ratio Rank
MRBIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
MRBIX Martin Ratio Rank: 5757
Martin Ratio Rank

FSRIX
FSRIX Risk / Return Rank: 9393
Overall Rank
FSRIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FSRIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSRIX Omega Ratio Rank: 9191
Omega Ratio Rank
FSRIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FSRIX Martin Ratio Rank: 9292
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.

MRBIX vs. FSRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Bond Fund (MRBIX) 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.


MRBIXFSRIXDifference

Sharpe ratio

Return per unit of total volatility

1.07

2.12

-1.04

Sortino ratio

Return per unit of downside risk

1.55

2.94

-1.39

Omega ratio

Gain probability vs. loss probability

1.19

1.42

-0.23

Calmar ratio

Return relative to maximum drawdown

1.84

2.75

-0.91

Martin ratio

Return relative to average drawdown

5.51

10.91

-5.41

MRBIX vs. FSRIX - Sharpe Ratio Comparison

The current MRBIX Sharpe Ratio is 1.07, which is lower than the FSRIX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of MRBIX and FSRIX, 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


MRBIXFSRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.12

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.63

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.96

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.52

+0.45

Correlation

The correlation between MRBIX and FSRIX is 0.58, 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.


Dividends

MRBIX vs. FSRIX - Dividend Comparison

MRBIX's dividend yield for the trailing twelve months is around 3.89%, less than FSRIX's 4.03% yield.


TTM20252024202320222021202020192018201720162015
MRBIX
MFS Total Return Bond Fund
3.89%4.21%3.69%3.42%2.39%3.42%3.00%3.06%2.87%2.65%3.02%3.76%
FSRIX
Fidelity Advisor Strategic Income Fund Class I
4.03%4.29%4.16%4.28%2.91%4.18%4.53%4.30%3.74%4.17%3.75%3.09%

Drawdowns

MRBIX vs. FSRIX - Drawdown Comparison

The maximum MRBIX drawdown since its inception was -19.25%, smaller than the maximum FSRIX drawdown of -22.98%. Use the drawdown chart below to compare losses from any high point for MRBIX and FSRIX.


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Drawdown Indicators


MRBIXFSRIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.25%

-22.98%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-2.70%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

-15.99%

-3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-19.25%

-15.99%

-3.26%

Current Drawdown

Current decline from peak

-2.25%

-2.70%

+0.45%

Average Drawdown

Average peak-to-trough decline

-2.48%

-4.72%

+2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.68%

+0.24%

Volatility

MRBIX vs. FSRIX - Volatility Comparison

The current volatility for MFS Total Return Bond Fund (MRBIX) is 1.46%, while Fidelity Advisor Strategic Income Fund Class I (FSRIX) has a volatility of 1.57%. This indicates that MRBIX experiences smaller price fluctuations and is considered to be less risky than FSRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRBIXFSRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.57%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

2.41%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

3.57%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

4.44%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

4.43%

+0.47%