- 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
FSTZX Performance Chart
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX) is up 0.7% since the beginning of the year. FSTZX is currently trading at $10 per share.
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Returns By Period
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX) has returned 0.67% so far this year and 1.86% over the past 12 months.
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund
- 1D
- 0.00%
- 1M
- -0.90%
- 6M
- 0.06%
- YTD
- 0.67%
- 1Y
- 1.86%
- 3Y*
- 4.66%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.92%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FSTZX Monthly Returns History
Based on dividend-adjusted daily data since Aug 16, 2021, FSTZX's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Mar 2023 with a return of +1.8%, while the worst month was Sep 2022 at -2.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.
On a daily basis, FSTZX closed higher 39% of trading days. The best single day was Sep 28, 2022 with a return of +0.8%, while the worst single day was Jul 10, 2026 at -1.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.61% | 0.40% | 0.00% | 0.97% | 0.00% | -0.30% | -1.00% | 0.67% | |||||
| 2025 | 0.83% | 1.23% | 0.91% | 0.77% | -0.30% | 0.50% | 0.31% | 1.31% | -0.00% | 0.06% | 0.30% | -0.08% | 5.99% |
| 2024 | 0.45% | -0.11% | 0.53% | -0.05% | 0.94% | 0.52% | 0.98% | 0.62% | 0.92% | -0.38% | 0.41% | -0.06% | 4.87% |
| 2023 | 0.75% | -0.32% | 1.82% | 0.21% | -0.63% | -0.21% | 0.53% | 0.11% | -0.21% | 0.42% | 1.05% | 1.08% | 4.67% |
| 2022 | -0.60% | 1.10% | -0.69% | -0.10% | 0.40% | -1.49% | 1.72% | -1.49% | -2.82% | 1.04% | 0.41% | -0.25% | -2.83% |
| 2021 | 0.30% | 0.00% | 0.60% | 0.30% | 0.12% | 1.32% |
Benchmark Metrics
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund has an annualized alpha of 2.71%, beta of 0.02, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since August 16, 2021.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (10.63%) than losses (5.54%) - typical of diversified or defensive assets.
- Beta of 0.02 may look defensive, but with R2 of 0.02 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 0.02 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
- 2.71%
- Beta
- 0.02
- R²
- 0.02
- Upside Capture
- 10.63%
- Downside Capture
- 5.54%
Expense Ratio
FSTZX has an expense ratio of 0.00%, meaning no management fees are charged.
Return for Risk
Risk / Return Rank
FSTZX ranks 31 for risk / return — above 31% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX) 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.
| FSTZX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 2.00 | -0.64 |
| Martin ratioReturn relative to average drawdown | 5.22 | 8.49 | -3.27 |
Dividends
Dividend History
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund provided a 2.87% dividend yield over the last twelve months, with an annual payout of $0.28 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.28 | $0.40 | $0.27 | $0.24 | $0.49 | $0.08 |
Dividend yield | 2.87% | 4.02% | 2.78% | 2.54% | 5.25% | 0.82% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity Series 0-5 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 | $0.01 | $0.00 | $0.00 | $0.00 | $0.01 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.19 | $0.40 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.12 | $0.27 |
| 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 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
| 2021 | $0.08 | $0.08 |
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 0-5 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 0-5 Year Inflation-Protected Bond Index Fund was 5.30%, occurring on Sep 30, 2022. Recovery took 303 trading sessions.
The current Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund drawdown is 1.39%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-5.30%Sep 2022 | 6mo 20d | 1y 2mo | 1y 9moMar 2022 - Dec 2023 | Bear market2022 |
-1.95%Feb 2022 | 2mo 23d | 19d | 3mo 12dNov 2021 - Mar 2022 | Bear market2022 |
-1.59%Jul 2026 | 1mo 20d | — | 2moJun 2026 - now | — |
-1.03%Apr 2025 | 7d | 17d | 24dApr 2025 - Apr 2025 | 2025 selloff2025 |
-0.99%Dec 2024 | 1mo 9d | 26d | 2mo 5dNov 2024 - Jan 2025 | — |
Drawdown Indicators
| FSTZX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.30% | -56.78% | +51.48% |
Max Drawdown (1Y)Largest decline over 1 year | -1.59% | -9.10% | +7.51% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | -18.90% | +17.31% |
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 | -1.39% | -1.58% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -10.70% | +9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 2.14% | -1.72% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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