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SPHIX vs. FIWDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPHIX vs. FIWDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity High Income Fund (SPHIX) and Fidelity Advisor Strategic Income Fund Class Z (FIWDX). The values are adjusted to include any dividend payments, if applicable.

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SPHIX vs. FIWDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPHIX
Fidelity High Income Fund
-0.85%9.85%9.57%10.99%-13.08%3.55%2.47%14.27%-4.53%
FIWDX
Fidelity Advisor Strategic Income Fund Class Z
-0.80%8.98%6.07%9.20%-11.76%3.51%7.60%11.20%-1.63%

Returns By Period

In the year-to-date period, SPHIX achieves a -0.85% return, which is significantly lower than FIWDX's -0.80% return.


SPHIX

1D
0.00%
1M
-2.33%
YTD
-0.85%
6M
0.57%
1Y
8.03%
3Y*
8.81%
5Y*
3.72%
10Y*
5.26%

FIWDX

1D
0.00%
1M
-2.61%
YTD
-0.80%
6M
0.50%
1Y
7.24%
3Y*
6.67%
5Y*
2.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPHIX vs. FIWDX - Expense Ratio Comparison

SPHIX has a 0.70% expense ratio, which is higher than FIWDX's 0.61% expense ratio.


Return for Risk

SPHIX vs. FIWDX — Risk / Return Rank

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

SPHIX
SPHIX Risk / Return Rank: 9393
Overall Rank
SPHIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SPHIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SPHIX Omega Ratio Rank: 9494
Omega Ratio Rank
SPHIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SPHIX Martin Ratio Rank: 9191
Martin Ratio Rank

FIWDX
FIWDX Risk / Return Rank: 9393
Overall Rank
FIWDX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FIWDX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FIWDX Omega Ratio Rank: 9292
Omega Ratio Rank
FIWDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FIWDX Martin Ratio Rank: 9393
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.

SPHIX vs. FIWDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity High Income Fund (SPHIX) and Fidelity Advisor Strategic Income Fund Class Z (FIWDX). 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.


SPHIXFIWDXDifference

Sharpe ratio

Return per unit of total volatility

2.12

2.18

-0.06

Sortino ratio

Return per unit of downside risk

2.97

3.05

-0.08

Omega ratio

Gain probability vs. loss probability

1.49

1.44

+0.05

Calmar ratio

Return relative to maximum drawdown

2.43

2.91

-0.48

Martin ratio

Return relative to average drawdown

10.66

11.43

-0.77

SPHIX vs. FIWDX - Sharpe Ratio Comparison

The current SPHIX Sharpe Ratio is 2.12, which is comparable to the FIWDX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SPHIX and FIWDX, 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


SPHIXFIWDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.18

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.63

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.84

+0.60

Correlation

The correlation between SPHIX and FIWDX is 0.76, 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

SPHIX vs. FIWDX - Dividend Comparison

SPHIX's dividend yield for the trailing twelve months is around 6.01%, more than FIWDX's 4.12% yield.


TTM20252024202320222021202020192018201720162015
SPHIX
Fidelity High Income Fund
6.01%6.43%6.10%5.41%3.91%4.07%4.71%5.10%6.02%5.40%6.07%5.59%
FIWDX
Fidelity Advisor Strategic Income Fund Class Z
4.12%4.39%4.21%4.02%2.99%4.28%4.62%4.39%1.13%0.00%0.00%0.00%

Drawdowns

SPHIX vs. FIWDX - Drawdown Comparison

The maximum SPHIX drawdown since its inception was -31.36%, which is greater than FIWDX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for SPHIX and FIWDX.


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Drawdown Indicators


SPHIXFIWDXDifference

Max Drawdown

Largest peak-to-trough decline

-31.36%

-15.96%

-15.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-2.61%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-15.96%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-22.44%

Current Drawdown

Current decline from peak

-2.33%

-2.61%

+0.28%

Average Drawdown

Average peak-to-trough decline

-3.49%

-3.27%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.67%

+0.08%

Volatility

SPHIX vs. FIWDX - Volatility Comparison

The current volatility for Fidelity High Income Fund (SPHIX) is 1.33%, while Fidelity Advisor Strategic Income Fund Class Z (FIWDX) has a volatility of 1.49%. This indicates that SPHIX experiences smaller price fluctuations and is considered to be less risky than FIWDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPHIXFIWDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.49%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

2.29%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

3.51%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

4.45%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

4.87%

+0.92%