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Fidelity Intermediate Treasury Bond Index Fund (FU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS31635V2575
CUSIP31635V257
IssuerFidelity
CategoryGovernment Bonds
Asset ClassBond

Expense Ratio

FUAMX has an expense ratio of 0.03%, which is considered low compared to other funds.


Expense ratio chart for FUAMX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Fidelity Intermediate Treasury Bond Index Fund

Popular comparisons: FUAMX vs. FXNAX, FUAMX vs. FZIPX, FUAMX vs. FTBFX, FUAMX vs. FNBGX, FUAMX vs. BND, FUAMX vs. IEI, FUAMX vs. FXAIX, FUAMX vs. FSPSX, FUAMX vs. FSRNX, FUAMX vs. FBND

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Intermediate Treasury Bond Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%FebruaryMarchAprilMayJuneJuly
4.31%
115.83%
FUAMX (Fidelity Intermediate Treasury Bond Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity Intermediate Treasury Bond Index Fund had a return of 0.50% year-to-date (YTD) and 2.68% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.50%15.41%
1 month0.56%0.33%
6 months1.53%13.74%
1 year2.68%21.39%
5 years (annualized)-0.43%13.11%
10 years (annualized)N/A10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.44%-1.84%0.42%-2.45%1.65%0.95%0.50%
20233.03%-2.80%3.42%0.61%-1.07%-1.36%-0.22%-0.53%-2.52%-1.21%3.83%3.07%4.00%
2022-1.96%-0.36%-3.75%-3.25%0.83%-0.96%2.39%-3.25%-3.89%-1.11%3.12%-1.20%-12.86%
2021-0.67%-2.06%-1.74%0.82%0.46%0.55%1.61%-0.33%-1.39%-0.70%0.82%-0.35%-3.00%
20202.79%2.62%3.25%0.22%0.30%0.21%0.62%-0.55%0.19%-1.06%0.35%-0.10%9.10%
20190.58%-0.39%2.19%-0.27%2.53%1.19%-0.08%3.18%-0.89%0.18%-0.54%-0.54%7.25%
2018-1.80%-0.70%0.96%-1.17%0.96%-0.10%-0.21%0.97%-1.07%-0.09%1.17%2.39%1.24%
2017-0.12%-0.40%0.17%-0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FUAMX is 9, indicating that it is in the bottom 9% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FUAMX is 99
FUAMX (Fidelity Intermediate Treasury Bond Index Fund)
The Sharpe Ratio Rank of FUAMX is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of FUAMX is 99Sortino Ratio Rank
The Omega Ratio Rank of FUAMX is 88Omega Ratio Rank
The Calmar Ratio Rank of FUAMX is 88Calmar Ratio Rank
The Martin Ratio Rank of FUAMX is 1111Martin 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 Intermediate Treasury Bond Index Fund (FUAMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FUAMX
Sharpe ratio
The chart of Sharpe ratio for FUAMX, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.005.000.45
Sortino ratio
The chart of Sortino ratio for FUAMX, currently valued at 0.69, compared to the broader market0.005.0010.000.69
Omega ratio
The chart of Omega ratio for FUAMX, currently valued at 1.08, compared to the broader market1.002.003.004.001.08
Calmar ratio
The chart of Calmar ratio for FUAMX, currently valued at 0.15, compared to the broader market0.005.0010.0015.0020.000.15
Martin ratio
The chart of Martin ratio for FUAMX, currently valued at 1.24, compared to the broader market0.0020.0040.0060.0080.00100.001.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82

Sharpe Ratio

The current Fidelity Intermediate Treasury Bond Index Fund Sharpe ratio is 0.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Intermediate Treasury Bond Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
0.45
1.82
FUAMX (Fidelity Intermediate Treasury Bond Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Intermediate Treasury Bond Index Fund granted a 2.60% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.25$0.21$0.16$0.22$0.37$0.24$0.24$0.05

Dividend yield

2.60%2.19%1.64%1.95%3.13%2.17%2.23%0.49%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.02$0.02$0.02$0.02$0.02$0.02$0.00$0.13
2023$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.21
2022$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.16
2021$0.01$0.01$0.01$0.08$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.22
2020$0.02$0.02$0.02$0.03$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.19$0.37
2019$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.24
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.24
2017$0.02$0.02$0.02$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-12.89%
-2.86%
FUAMX (Fidelity Intermediate Treasury Bond Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Intermediate Treasury 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 Intermediate Treasury Bond Index Fund was 19.71%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Fidelity Intermediate Treasury Bond Index Fund drawdown is 12.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.71%Aug 5, 2020813Oct 19, 2023
-4.34%Oct 16, 2017148May 17, 2018156Dec 28, 2018304
-3.26%Mar 10, 20207Mar 18, 20207Mar 27, 202014
-2.81%Sep 5, 20197Sep 13, 201996Jan 31, 2020103
-1.6%Jan 4, 201911Jan 18, 201933Mar 8, 201944

Volatility

Volatility Chart

The current Fidelity Intermediate Treasury Bond Index Fund volatility is 1.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.41%
2.76%
FUAMX (Fidelity Intermediate Treasury Bond Index Fund)
Benchmark (^GSPC)