Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMSBX (FIDELITY ADVISOR MORTGAGE SECURITIES FUND CLASS B) | NA | 2.99% | 2.71% | 2.16% | 3.16% | 3.28% | NA | … | … |
Data as of 06/27/2016, Common starting date is 03/04/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMSBX (FIDELITY ADVISOR MORTGAGE SECURITIES FUND CLASS B) | 03/04/1999 | 06/27/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.18 | 2.99 | 2.71 | 2.16 | 3.16 | 3.28 | NA | … | … | 1.78 | -0.88 | 3.57 | -3.53 | 1.71 | 3.05 | 3.54 | 3.88 | -3.64 | -5.44 | -0.09 | -1.60 | 0.18 | -0.36 | 3.31 | 1.30 | 4.07 | -3.28 |
| Sharpe Ratio | NA | 0.88 | 0.46 | 0.27 | 0.01 | NA | NA | … | … | 2.16 | -0.36 | 1.41 | -0.99 | 1.06 | 1.08 | 1.31 | 1.30 | -0.79 | -2.53 | -1.29 | -1.70 | -0.25 | -0.36 | 0.93 | -0.34 | 0.01 | -1.98 |
| Standard Deviation(%) | NA | 2.11 | 2.81 | 2.59 | 3.18 | NA | NA | … | … | 1.64 | 2.51 | 2.52 | 3.62 | 1.57 | 2.80 | 2.64 | 2.90 | 5.76 | 3.36 | 2.65 | 2.22 | 3.10 | 2.92 | 2.37 | 3.06 | 3.19 | 3.63 |
| Draw Down(%) | NA | 1.50 | 2.09 | 5.61 | 11.68 | NA | NA | … | … | 0.70 | 1.84 | 0.99 | 5.20 | 0.79 | 1.60 | 2.73 | 1.97 | 7.09 | 6.77 | 3.51 | 3.11 | 3.79 | 2.29 | 1.55 | 2.70 | 2.98 | 4.73 |
| Yield(%) | 0.00 | 1.46 | 1.36 | 1.43 | 2.49 | 2.89 | 2.63 | … | … | 0.62 | 1.30 | 1.57 | 0.80 | 1.45 | 2.22 | 2.47 | 4.33 | 3.83 | 4.04 | 3.75 | 3.04 | 3.05 | 2.91 | 4.76 | 5.03 | 6.01 | 0.77 |
Data as of 06/27/2016, Common starting date is 03/04/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMSBX (FIDELITY ADVISOR MORTGAGE SECURITIES FUND CLASS B) |
0.31%
Oct 2005 – Oct 2008 |
1.10%
Oct 2003 – Oct 2008 |
2.67%
Mar 2004 – Mar 2014 |
3.26%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMSBX (FIDELITY ADVISOR MORTGAGE SECURITIES FUND CLASS B) |
8.64%
Jan 2000 – Jan 2003 |
6.35%
Jan 2000 – Jan 2005 |
4.50%
May 2000 – May 2010 |
4.06%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart