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TIHYX vs. FIQTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIHYX vs. FIQTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF High Yield Fund (TIHYX) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX). The values are adjusted to include any dividend payments, if applicable.

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TIHYX vs. FIQTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TIHYX
TIAA-CREF High Yield Fund
-0.28%8.43%6.75%12.42%-10.72%4.81%2.63%16.67%-4.19%
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
0.98%12.17%10.38%12.37%-11.16%11.13%9.06%17.93%-6.84%

Returns By Period

In the year-to-date period, TIHYX achieves a -0.28% return, which is significantly lower than FIQTX's 0.98% return.


TIHYX

1D
0.34%
1M
-1.01%
YTD
-0.28%
6M
1.36%
1Y
7.08%
3Y*
7.83%
5Y*
3.81%
10Y*
5.37%

FIQTX

1D
0.51%
1M
-0.76%
YTD
0.98%
6M
2.25%
1Y
13.78%
3Y*
10.68%
5Y*
5.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIHYX vs. FIQTX - Expense Ratio Comparison

TIHYX has a 0.36% expense ratio, which is lower than FIQTX's 0.64% expense ratio.


Return for Risk

TIHYX vs. FIQTX — Risk / Return Rank

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

TIHYX
TIHYX Risk / Return Rank: 8888
Overall Rank
TIHYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TIHYX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TIHYX Omega Ratio Rank: 8989
Omega Ratio Rank
TIHYX Calmar Ratio Rank: 8585
Calmar Ratio Rank
TIHYX Martin Ratio Rank: 8888
Martin Ratio Rank

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

TIHYX vs. FIQTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF High Yield Fund (TIHYX) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX). 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.


TIHYXFIQTXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.12

-0.29

Sortino ratio

Return per unit of downside risk

2.68

2.95

-0.27

Omega ratio

Gain probability vs. loss probability

1.41

1.45

-0.03

Calmar ratio

Return relative to maximum drawdown

2.43

3.35

-0.91

Martin ratio

Return relative to average drawdown

10.65

14.64

-3.98

TIHYX vs. FIQTX - Sharpe Ratio Comparison

The current TIHYX Sharpe Ratio is 1.83, which is comparable to the FIQTX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of TIHYX and FIQTX, 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


TIHYXFIQTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.12

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.94

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.84

+0.22

Correlation

The correlation between TIHYX and FIQTX is 0.79, 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

TIHYX vs. FIQTX - Dividend Comparison

TIHYX's dividend yield for the trailing twelve months is around 6.06%, more than FIQTX's 4.42% yield.


TTM20252024202320222021202020192018201720162015
TIHYX
TIAA-CREF High Yield Fund
6.06%6.54%5.35%5.55%4.63%4.68%5.44%5.95%5.53%5.24%5.74%4.77%
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
4.42%4.83%5.06%4.79%7.43%5.01%3.80%4.61%2.54%0.00%0.00%0.00%

Drawdowns

TIHYX vs. FIQTX - Drawdown Comparison

The maximum TIHYX drawdown since its inception was -27.52%, roughly equal to the maximum FIQTX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for TIHYX and FIQTX.


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Drawdown Indicators


TIHYXFIQTXDifference

Max Drawdown

Largest peak-to-trough decline

-27.52%

-28.49%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.36%

-3.12%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-15.35%

-15.16%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

Current Drawdown

Current decline from peak

-1.23%

-1.45%

+0.22%

Average Drawdown

Average peak-to-trough decline

-2.59%

-3.37%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.99%

-0.26%

Volatility

TIHYX vs. FIQTX - Volatility Comparison

The current volatility for TIAA-CREF High Yield Fund (TIHYX) is 1.47%, while Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) has a volatility of 2.66%. This indicates that TIHYX experiences smaller price fluctuations and is considered to be less risky than FIQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIHYXFIQTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

2.66%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

4.32%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

6.73%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.15%

6.32%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

8.40%

-2.51%