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ISIN
US31635T5002
CUSIP
31635T500
Issuer
Fidelity
Inception Date
May 31, 2018
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FJTDX Performance Chart

Fidelity Flex Conservative Income Bond Fund (FJTDX) is up 1.6% since the beginning of the year. FJTDX is currently trading at $10 per share. Investors who bought $1,000 worth of FJTDX shares 5 years ago would now be looking at an investment worth $1,199.


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S&P 500 Index

Returns By Period

Fidelity Flex Conservative Income Bond Fund (FJTDX) has returned 1.59% so far this year and 4.37% over the past 12 months.


Fidelity Flex Conservative Income Bond Fund

1D
0.00%
1M
0.35%
YTD
1.59%
6M
1.95%
1Y
4.37%
3Y*
5.11%
5Y*
3.69%
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)

FJTDX Monthly Returns History

Based on dividend-adjusted daily data since Aug 31, 2018, FJTDX's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, an investment would double in approximately 23.1 years.

Historically, 83% of months were positive and 17% were negative. The best month was Apr 2020 with a return of +1.0%, while the worst month was Mar 2020 at -1.1%. The longest winning streak lasted 31 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FJTDX closed higher 10% of trading days. The best single day was Jun 28, 2024 with a return of +0.6%, while the worst single day was Mar 20, 2020 at -0.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.35%0.30%0.25%0.34%0.35%0.00%1.59%
20250.41%0.37%0.40%0.38%0.39%0.38%0.39%0.49%0.37%0.36%0.35%0.36%4.75%
20240.47%0.34%0.46%0.45%0.46%0.55%0.46%0.56%0.53%0.39%0.51%0.36%5.69%
20230.59%0.37%0.32%0.42%0.44%0.43%0.55%0.45%0.54%0.00%0.55%0.67%5.48%
2022-0.07%-0.07%-0.06%-0.05%0.08%-0.20%0.10%0.30%-0.10%0.17%0.42%0.47%1.00%
20210.00%0.00%-0.06%0.14%0.04%0.04%0.04%0.03%0.03%-0.06%-0.07%0.03%0.16%

Benchmark Metrics

Fidelity Flex Conservative Income Bond Fund has an annualized alpha of 3.03%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 31, 2018.

  • This fund captured 6.27% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.38%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 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 0.00 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
3.03%
Beta
0.00
0.00
Upside Capture
6.27%
Downside Capture
-4.38%

Expense Ratio

FJTDX has an expense ratio of 0.00%, meaning no management fees are charged.


Return for Risk

Risk / Return Rank

FJTDX ranks 99 for risk / return — in the top 99% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FJTDX Risk / Return Rank: 9999
Overall Rank
FJTDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FJTDX Sortino Ratio Rank: 100100
Sortino Ratio Rank
FJTDX Omega Ratio Rank: 100100
Omega Ratio Rank
FJTDX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FJTDX Martin Ratio Rank: 100100
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 Flex Conservative Income Bond Fund (FJTDX) 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.


FJTDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+14.82

Omega ratioGain probability vs. loss probability

7.94

1.37

+6.57

Calmar ratioReturn relative to maximum drawdown

44.20

2.78

+41.41

Martin ratioReturn relative to average drawdown

117.17

12.44

+104.73

Dividends

Dividend History

Fidelity Flex Conservative Income Bond Fund provided a 4.37% dividend yield over the last twelve months, with an annual payout of $0.44 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.44$0.47$0.54$0.47$0.14$0.04$0.15$0.27$0.12

Dividend yield

4.37%4.63%5.42%4.70%1.39%0.36%1.45%2.65%1.17%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Flex Conservative Income 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$0.03$0.00$0.17
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.47
2024$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.05$0.04$0.05$0.54
2023$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.05$0.04$0.00$0.05$0.05$0.47
2022$0.00$0.00$0.00$0.01$0.01$0.00$0.00$0.02$0.00$0.03$0.03$0.04$0.14
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04

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 Flex Conservative Income 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 Flex Conservative Income Bond Fund was 1.90%, occurring on Mar 23, 2020. Recovery took 37 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-1.90%Mar 2020
13d1mo 22d
2mo 5dMar 2020 - May 2020
2023 pullback2023
-0.90%Oct 2023
2d1mo 18d
1mo 20dOct 2023 - Nov 2023
Bear market2022
-0.47%Jun 2022
8mo 12d4mo 16d
1y 23dOct 2021 - Oct 2022
2024 pullback2024
-0.46%Dec 2024
18d11d
29dDec 2024 - Dec 2024
2023 pullback2023
-0.40%Mar 2023
2d15d
17dMar 2023 - Mar 2023

Drawdown Indicators


FJTDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.90%

-56.78%

+54.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-9.10%

+9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-0.90%

-18.90%

+18.00%

Max Drawdown (5Y)

Largest decline over 5 years

-0.90%

-25.43%

+24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-0.08%

-10.71%

+10.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

2.03%

-1.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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