See what your fund actually adds

Fidelity Advisor Floating Rate High Income Fund - Class A FFRAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FFRAX compared with its replication portfolio
MeasureFFRAXReplication
Annualized growth5.5%5.3%
Annualized volatility2.8%3.0%
Sharpe ratio1.941.76
Maximum drawdown5.4%6.1%
Replication fit (R²)0.86 · Tracking error 1.1%

Replication portfolio

The published portfolio below is the investable basket used to model FFRAX’s historical return behavior.

FFRAX replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans95.0%
SCHPFI · TIPS2.5%
WTMFAlternatives · Mgt Futures2.5%