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ISIN
US31635T5838
Issuer
Fidelity
Inception Date
Feb 9, 2022
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FBAPX Performance Chart

Fidelity Tactical Bond Fund (FBAPX) is up 1.1% since the beginning of the year. FBAPX is currently trading at $9 per share.


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S&P 500 Index

Returns By Period

Fidelity Tactical Bond Fund (FBAPX) has returned 1.09% so far this year and 5.62% over the past 12 months.


Fidelity Tactical Bond Fund

1D
0.23%
1M
1.08%
YTD
1.09%
6M
1.45%
1Y
5.62%
3Y*
4.60%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBAPX Monthly Returns History

Based on dividend-adjusted daily data since Feb 22, 2022, FBAPX's average daily return is +0.01%, while the average monthly return is +0.13%. At this rate, an investment would double in approximately 44.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Sep 2022 at -4.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FBAPX closed higher 46% of trading days. The best single day was Nov 10, 2022 with a return of +1.3%, while the worst single day was Jun 13, 2022 at -1.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.34%1.66%-1.86%0.47%0.40%0.11%1.09%
20250.69%2.28%-0.21%0.22%-0.42%1.83%-0.09%1.15%1.36%0.69%0.56%-0.51%7.77%
2024-0.19%-0.76%0.93%-2.56%1.67%0.84%2.30%1.36%1.34%-2.30%1.25%-2.16%1.57%
20233.78%-1.80%1.72%0.67%-1.11%0.23%0.03%-0.67%-2.49%-2.12%4.49%4.13%6.73%
20220.46%-2.02%-3.37%-0.84%-3.62%2.88%-1.35%-4.48%-0.48%3.29%-0.57%-9.94%

Benchmark Metrics

Fidelity Tactical Bond Fund has an annualized alpha of 0.55%, beta of 0.07, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since February 22, 2022.

  • This fund participated in 41.39% of S&P 500 Index downside but only 21.34% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.07 may look defensive, but with R2 of 0.05 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.05 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.55%
Beta
0.07
0.05
Upside Capture
21.34%
Downside Capture
41.39%

Expense Ratio

FBAPX has an expense ratio of 0.66%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FBAPX ranks 29 for risk / return — below 29% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FBAPX Risk / Return Rank: 2929
Overall Rank
FBAPX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FBAPX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FBAPX Omega Ratio Rank: 2727
Omega Ratio Rank
FBAPX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FBAPX Martin Ratio Rank: 2727
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Tactical Bond Fund (FBAPX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FBAPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.04

2.78

-0.74

Martin ratioReturn relative to average drawdown

5.90

12.44

-6.54

Dividends

Dividend History

Fidelity Tactical Bond Fund provided a 4.70% dividend yield over the last twelve months, with an annual payout of $0.42 per share.


3.00%3.50%4.00%4.50%5.00%$0.00$0.10$0.20$0.30$0.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.42$0.41$0.42$0.37$0.28

Dividend yield

4.70%4.61%4.81%4.08%3.19%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Tactical Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.03$0.03$0.04$0.00$0.16
2025$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.07$0.41
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.07$0.42
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.03$0.06$0.37
2022$0.01$0.02$0.02$0.02$0.00$0.00$0.02$0.00$0.03$0.04$0.13$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Tactical Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Tactical Bond Fund was 14.34%, occurring on Oct 21, 2022. Recovery took 471 trading sessions.

The current Fidelity Tactical Bond Fund drawdown is 0.90%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.34%Oct 2022
7mo 23d1y 10mo
2y 6moMar 2022 - Sep 2024
2025 pullback2025
-4.85%Jan 2025
3mo 28d5mo 14d
9mo 12dSep 2024 - Jun 2025
2026 pullback2026
-2.77%Mar 2026
25d
3mo 23dMar 2026 - now
2025 pullback2025
-1.35%Jul 2025
13d17d
1moJul 2025 - Aug 2025
2025 pullback2025
-0.88%Dec 2025
8d1mo 29d
2mo 7dDec 2025 - Feb 2026

Drawdown Indicators


FBAPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.34%

-56.78%

+42.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-9.10%

+6.33%

Max Drawdown (3Y)

Largest decline over 3 years

-6.04%

-18.90%

+12.86%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.90%

-1.80%

+0.90%

Average Drawdown

Average peak-to-trough decline

-4.92%

-10.71%

+5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

2.03%

-1.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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