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Fidelity Environmental Bond Fund (FEBGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

Issuer

Fidelity

Inception Date

Jun 15, 2021

Min. Investment

$0

Asset Class

Bond

Expense Ratio

FEBGX has an expense ratio of 0.36%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

Fidelity Environmental Bond Fund (FEBGX) returned 2.07% year-to-date (YTD) and 5.62% over the past 12 months.


FEBGX

YTD

2.07%

1M

0.90%

6M

1.03%

1Y

5.62%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of FEBGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.67%2.20%-0.03%0.42%-1.17%2.07%
20240.18%-1.38%0.60%-2.15%1.66%0.72%2.78%1.06%1.65%-2.34%0.71%-1.49%1.86%
20233.73%-2.35%2.03%0.47%-0.95%-0.24%-0.10%-0.70%-2.77%-1.44%4.59%3.57%5.64%
2022-1.82%-1.36%-2.40%-4.06%0.13%-2.21%2.28%-2.47%-4.29%-1.46%3.94%-0.71%-13.79%
20210.13%1.27%-0.22%-0.91%-0.27%0.19%-0.24%-0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 75, FEBGX is among the top 25% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FEBGX is 7575
Overall Rank
The Sharpe Ratio Rank of FEBGX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FEBGX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FEBGX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FEBGX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FEBGX is 7272
Martin 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 Environmental Bond Fund (FEBGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Environmental Bond Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.95
  • All Time: -0.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fidelity Environmental Bond Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Fidelity Environmental Bond Fund provided a 3.83% dividend yield over the last twelve months, with an annual payout of $0.32 per share.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.32$0.31$0.25$0.27$0.06

Dividend yield

3.83%3.77%2.94%3.21%0.55%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.03$0.03$0.03$0.00$0.10
2024$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.31
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.25
2022$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.12$0.27
2021$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.06

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 Environmental 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 Environmental Bond Fund was 19.11%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Fidelity Environmental Bond Fund drawdown is 6.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.11%Aug 5, 2021310Oct 24, 2022
-0.59%Jul 9, 20213Jul 13, 20214Jul 19, 20217
-0.5%Jun 21, 20215Jun 25, 20215Jul 2, 202110
-0.49%Jul 20, 20212Jul 21, 20218Aug 2, 202110
-0.4%Jun 16, 20211Jun 16, 20212Jun 18, 20213

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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