- Issuer
- Fidelity
- Inception Date
- Jan 17, 2022
- Category
- Inflation-Protected Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
FSTDX Performance Chart
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (FSTDX) is up 1.5% since the beginning of the year. FSTDX is currently trading at $8 per share.
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Returns By Period
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (FSTDX) has returned 1.50% so far this year and 5.85% over the past 12 months.
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 1.50%
- 6M
- 0.95%
- 1Y
- 5.85%
- 3Y*
- 2.89%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
FSTDX Monthly Returns History
Based on dividend-adjusted daily data since Aug 16, 2021, FSTDX's average daily return is 0.00%, while the average monthly return is -0.10%.
Historically, 53% of months were positive and 47% were negative. The best month was Jul 2022 with a return of +6.6%, while the worst month was Sep 2022 at -9.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.
On a daily basis, FSTDX closed higher 45% of trading days. The best single day was Feb 28, 2022 with a return of +2.7%, while the worst single day was Jun 13, 2022 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.40% | 2.23% | -2.57% | 1.11% | 0.39% | 0.00% | 1.50% | ||||||
| 2025 | 1.49% | 3.21% | 0.39% | -0.78% | -0.78% | 1.45% | -0.22% | 1.70% | 1.03% | 0.67% | 0.13% | -1.06% | 7.38% |
| 2024 | 0.30% | -1.82% | 0.80% | -2.86% | 2.44% | 0.93% | 2.64% | 0.90% | 1.92% | -3.03% | 0.52% | -2.92% | -0.43% |
| 2023 | 3.25% | -2.14% | 3.73% | -0.12% | -1.61% | -0.37% | -0.24% | -2.01% | -3.60% | -1.88% | 4.29% | 3.93% | 2.84% |
| 2022 | -3.36% | 0.73% | -2.64% | -4.06% | -2.17% | -4.55% | 6.63% | -3.60% | -9.62% | 1.38% | 3.33% | -2.05% | -19.06% |
| 2021 | 0.00% | -1.20% | 1.42% | 1.69% | 0.20% | 2.10% |
Benchmark Metrics
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund has an annualized alpha of -2.45%, beta of 0.10, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since August 17, 2021.
- This fund participated in 57.04% of S&P 500 Index downside but only 21.85% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.10 may look defensive, but with R2 of 0.03 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 0.03 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
- -2.45%
- Beta
- 0.10
- R²
- 0.03
- Upside Capture
- 21.85%
- Downside Capture
- 57.04%
Expense Ratio
FSTDX has an expense ratio of 0.00%, meaning no management fees are charged.
Return for Risk
Risk / Return Rank
FSTDX ranks 14 for risk / return — in the bottom 14% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (FSTDX) and compare them to S&P 500 Index.
| FSTDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 2.39 | -1.39 |
Sortino ratioReturn per unit of downside risk | 1.50 | 3.25 | -1.76 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 3.11 | -1.64 |
Martin ratioReturn relative to average drawdown | 4.20 | 14.38 | -10.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund provided a 3.98% dividend yield over the last twelve months, with an annual payout of $0.31 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.31 | $0.33 | $0.26 | $0.25 | $0.52 | $0.09 |
Dividend yield | 3.98% | 4.38% | 3.58% | 3.28% | 6.69% | 0.88% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity Series 5+ Year Inflation-Protected Bond Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.17 | $0.33 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.12 | $0.26 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.25 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.52 |
| 2021 | $0.09 | $0.09 |
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 Series 5+ Year Inflation-Protected Bond Index 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 Series 5+ Year Inflation-Protected Bond Index Fund was 24.29%, occurring on Oct 6, 2023. The portfolio has not yet recovered.
The current Fidelity Series 5+ Year Inflation-Protected Bond Index Fund drawdown is 10.45%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -24.29%Oct 2023 | 1y 11mo | — | 4y 6moNov 2021 - now |
2021 pullback2021 | -2.35%Nov 2021 | 4d | 7d | 11dOct 2021 - Nov 2021 |
2021 pullback2021 | -2.27%Sep 2021 | 18d | 28d | 1mo 16dSep 2021 - Oct 2021 |
2021 pullback2021 | -0.89%Sep 2021 | 7d | 2d | 9dAug 2021 - Sep 2021 |
2021 pullback2021 | -0.60%Aug 2021 | 8d | 2d | 10dAug 2021 - Aug 2021 |
Drawdown Indicators
| FSTDX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -56.78% | +32.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.60% | -9.10% | +5.50% |
Max Drawdown (3Y)Largest decline over 3 years | -8.73% | -18.90% | +10.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -10.45% | 0.00% | -10.45% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -10.72% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.97% | -0.71% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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