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Fidelity Total Bond ETF (FBND)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS3161883091
CUSIP316188309
IssuerFidelity
Inception DateOct 6, 2014
RegionDeveloped Markets (Broad)
CategoryTotal Bond Market, Actively Managed
Index TrackedNo Index (Active)
Home Pagescreener.fidelity.com
Asset ClassBond

Expense Ratio

The Fidelity Total Bond ETF has a high expense ratio of 0.36%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.36%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fidelity Total Bond ETF

Popular comparisons: FBND vs. BND, FBND vs. FTBFX, FBND vs. AGG, FBND vs. FBNDX, FBND vs. IUSB, FBND vs. BNDX, FBND vs. BOND, FBND vs. VTEB, FBND vs. SPAB, FBND vs. VGSH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Total Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
6.15%
16.40%
FBND (Fidelity Total Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity Total Bond ETF had a return of -2.74% year-to-date (YTD) and 0.80% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-2.74%5.29%
1 month-1.38%-2.47%
6 months6.16%16.40%
1 year0.80%20.88%
5 years (annualized)0.97%11.60%
10 years (annualized)N/A10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.27%-1.09%0.91%
2023-2.52%-1.57%4.48%4.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FBND is 24, indicating that it is in the bottom 24% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FBND is 2424
Fidelity Total Bond ETF(FBND)
The Sharpe Ratio Rank of FBND is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 2323Sortino Ratio Rank
The Omega Ratio Rank of FBND is 2323Omega Ratio Rank
The Calmar Ratio Rank of FBND is 2424Calmar Ratio Rank
The Martin Ratio Rank of FBND is 2525Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Total Bond ETF (FBND) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FBND
Sharpe ratio
The chart of Sharpe ratio for FBND, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.005.000.16
Sortino ratio
The chart of Sortino ratio for FBND, currently valued at 0.27, compared to the broader market-2.000.002.004.006.008.000.27
Omega ratio
The chart of Omega ratio for FBND, currently valued at 1.03, compared to the broader market1.001.502.002.501.03
Calmar ratio
The chart of Calmar ratio for FBND, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.0012.000.07
Martin ratio
The chart of Martin ratio for FBND, currently valued at 0.45, compared to the broader market0.0020.0040.0060.0080.000.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current Fidelity Total Bond ETF Sharpe ratio is 0.16. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.16
1.79
FBND (Fidelity Total Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Total Bond ETF granted a 4.57% dividend yield in the last twelve months. The annual payout for that period amounted to $2.02 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$2.02$1.96$1.38$0.99$2.30$1.50$1.42$1.29$1.41$1.57$0.33

Dividend yield

4.57%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.18$0.17$0.17
2023$0.14$0.16$0.16$0.16$0.15$0.18$0.17$0.17$0.15$0.18$0.17$0.19
2022$0.08$0.08$0.10$0.10$0.11$0.11$0.12$0.13$0.13$0.15$0.14$0.15
2021$0.08$0.09$0.09$0.09$0.09$0.09$0.08$0.09$0.08$0.08$0.08$0.08
2020$0.11$0.11$0.13$0.13$0.10$0.09$0.10$0.12$0.11$0.10$0.09$1.12
2019$0.12$0.13$0.13$0.13$0.13$0.13$0.13$0.12$0.12$0.12$0.12$0.12
2018$0.10$0.10$0.12$0.13$0.12$0.12$0.13$0.12$0.11$0.12$0.12$0.13
2017$0.10$0.11$0.12$0.11$0.10$0.11$0.11$0.11$0.10$0.11$0.12$0.10
2016$0.10$0.12$0.13$0.13$0.13$0.13$0.12$0.14$0.10$0.10$0.12$0.11
2015$0.12$0.11$0.12$0.13$0.11$0.14$0.15$0.13$0.14$0.12$0.13$0.16
2014$0.08$0.12$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.04%
-4.42%
FBND (Fidelity Total Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Total Bond ETF. 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 Total Bond ETF was 17.25%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Fidelity Total Bond ETF drawdown is 10.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.25%Sep 15, 2021278Oct 20, 2022
-16.11%Mar 9, 20208Mar 18, 202048May 27, 202056
-5%Apr 20, 2015190Jan 19, 201670Apr 28, 2016260
-3.71%Sep 30, 201654Dec 15, 2016104May 17, 2017158
-3.41%Jan 4, 202152Mar 18, 202184Jul 19, 2021136

Volatility

Volatility Chart

The current Fidelity Total Bond ETF volatility is 2.02%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.02%
3.35%
FBND (Fidelity Total Bond ETF)
Benchmark (^GSPC)