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PRPIX vs. FCBTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRPIX vs. FCBTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Corporate Income Fund (PRPIX) and Fidelity Advisor Corporate Bond Fund Class M (FCBTX). The values are adjusted to include any dividend payments, if applicable.

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PRPIX vs. FCBTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRPIX
T. Rowe Price Corporate Income Fund
-0.57%11.87%3.20%8.81%-17.71%-0.76%7.87%15.77%-3.05%6.58%
FCBTX
Fidelity Advisor Corporate Bond Fund Class M
-0.98%7.48%2.16%8.07%-17.35%-1.88%10.41%14.02%-2.98%6.37%

Returns By Period

In the year-to-date period, PRPIX achieves a -0.57% return, which is significantly higher than FCBTX's -0.98% return. Over the past 10 years, PRPIX has outperformed FCBTX with an annualized return of 2.93%, while FCBTX has yielded a comparatively lower 2.45% annualized return.


PRPIX

1D
0.38%
1M
-1.96%
YTD
-0.57%
6M
1.19%
1Y
8.15%
3Y*
6.35%
5Y*
1.13%
10Y*
2.93%

FCBTX

1D
0.28%
1M
-1.94%
YTD
-0.98%
6M
-0.56%
1Y
3.75%
3Y*
4.34%
5Y*
-0.06%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRPIX vs. FCBTX - Expense Ratio Comparison

PRPIX has a 0.56% expense ratio, which is lower than FCBTX's 0.81% expense ratio.


Return for Risk

PRPIX vs. FCBTX — Risk / Return Rank

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

PRPIX
PRPIX Risk / Return Rank: 8686
Overall Rank
PRPIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PRPIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PRPIX Omega Ratio Rank: 8080
Omega Ratio Rank
PRPIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PRPIX Martin Ratio Rank: 8383
Martin Ratio Rank

FCBTX
FCBTX Risk / Return Rank: 3030
Overall Rank
FCBTX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FCBTX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FCBTX Omega Ratio Rank: 2020
Omega Ratio Rank
FCBTX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FCBTX Martin Ratio Rank: 3333
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.

PRPIX vs. FCBTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Corporate Income Fund (PRPIX) and Fidelity Advisor Corporate Bond Fund Class M (FCBTX). 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.


PRPIXFCBTXDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.83

+0.98

Sortino ratio

Return per unit of downside risk

2.60

1.16

+1.44

Omega ratio

Gain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratio

Return relative to maximum drawdown

2.54

1.38

+1.15

Martin ratio

Return relative to average drawdown

8.96

4.36

+4.59

PRPIX vs. FCBTX - Sharpe Ratio Comparison

The current PRPIX Sharpe Ratio is 1.80, which is higher than the FCBTX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of PRPIX and FCBTX, 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


PRPIXFCBTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.83

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.01

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.41

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.63

+0.25

Correlation

The correlation between PRPIX and FCBTX is 0.95, 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

PRPIX vs. FCBTX - Dividend Comparison

PRPIX's dividend yield for the trailing twelve months is around 8.67%, more than FCBTX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
PRPIX
T. Rowe Price Corporate Income Fund
8.67%8.26%5.18%4.13%2.42%5.61%3.82%5.47%3.47%3.95%3.20%4.23%
FCBTX
Fidelity Advisor Corporate Bond Fund Class M
3.52%3.76%3.30%3.10%2.23%2.53%3.04%2.89%3.21%2.74%3.09%2.62%

Drawdowns

PRPIX vs. FCBTX - Drawdown Comparison

The maximum PRPIX drawdown since its inception was -24.24%, roughly equal to the maximum FCBTX drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for PRPIX and FCBTX.


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Drawdown Indicators


PRPIXFCBTXDifference

Max Drawdown

Largest peak-to-trough decline

-24.24%

-23.60%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.59%

-3.31%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.24%

-23.47%

-0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-24.24%

-23.60%

-0.64%

Current Drawdown

Current decline from peak

-2.44%

-4.71%

+2.27%

Average Drawdown

Average peak-to-trough decline

-3.21%

-4.38%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.05%

-0.03%

Volatility

PRPIX vs. FCBTX - Volatility Comparison

The current volatility for T. Rowe Price Corporate Income Fund (PRPIX) is 1.75%, while Fidelity Advisor Corporate Bond Fund Class M (FCBTX) has a volatility of 1.90%. This indicates that PRPIX experiences smaller price fluctuations and is considered to be less risky than FCBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRPIXFCBTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

1.90%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

2.91%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.79%

4.83%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

6.69%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

5.94%

+0.07%