See what your fund actually adds
Fidelity Series Floating Rate High Income Fund FFHCX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FFHCX | Replication |
|---|---|---|
| Annualized growth | 6.5% | 5.5% |
| Annualized volatility | 2.9% | 3.0% |
| Sharpe ratio | 2.21 | 1.79 |
| Maximum drawdown | 5.1% | 6.0% |
| Replication fit (R²) | 0.87 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model FFHCX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 96.5% |
| WTMF | Alternatives · Mgt Futures | 3.5% |