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Fidelity Investment Grade Securitized ETF (FSEC) Sharpe Ratio: 0.99

ETF · Currency in USD · Last updated Aug 2, 2026

The ETF primarily focuses on investing in investment-grade securitized debt securities issued by various entities, including the U.S. government and corporations, aiming to achieve returns through these fixed-income instruments.

FSEC's Sharpe Ratio of 0.99 indicates that for each unit of volatility, it generates 0.99 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FSEC Sharpe Ratio Rank

FSEC Sharpe Ratio Rank: 39.740
Below Average

FSEC ranks above 39.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

FSEC Sharpe Ratio Market Positioning

The chart shows FSEC's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.56 or lower
  • Yellow zone (middle 50%): 0.56 to 1.73
  • Green zone (top 25%): 1.73 or higher
  • Top 1%: 6.29+
  • Median: 1.25 — half of all investments score higher

How it compares to other similar ETFs

The table compares Fidelity Investment Grade Securitized ETF's Sharpe Ratio with other ETFs in the Intermediate Core Bond, Investment Grade Bonds category across multiple time periods, showing how FSEC's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
BILSState Street SPDR Bloomberg 3-12 Month T-Bill ETF16.36
VRIGInvesco Variable Rate Investment Grade ETF9.78
FLRNState Street SPDR Bloomberg Investment Grade Floating Rate ETF6.61
CVSBCalvert Ultra-Short Investment Grade ETF5.32
USDXSGI Enhanced Core ETF3.08
ZTWOF/M 2-Year Investment Grade Corporate Bond ETF2.67
SLQDiShares 0-5 Year Investment Grade Corporate Bond ETF2.42
JUCYAptus Enhanced Yield ETF2.08
CLOBVanEck AA-BB CLO ETF2.00
IGSBiShares 1-5 Year Investment Grade Corporate Bond ETF1.91
FSECFidelity Investment Grade Securitized ETF0.99
Benchmark

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Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows FSEC's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FSEC consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FSEC fit in your portfolio?

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