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BBBIX vs. FJTDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBBIX and FJTDX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

BBBIX vs. FJTDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Limited Duration Fund (BBBIX) and Fidelity Flex Conservative Income Bond Fund (FJTDX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.94%
2.79%
BBBIX
FJTDX

Key characteristics

Sharpe Ratio

BBBIX:

3.83

FJTDX:

3.50

Sortino Ratio

BBBIX:

10.04

FJTDX:

18.07

Omega Ratio

BBBIX:

2.74

FJTDX:

7.02

Calmar Ratio

BBBIX:

16.68

FJTDX:

55.30

Martin Ratio

BBBIX:

54.87

FJTDX:

110.19

Ulcer Index

BBBIX:

0.12%

FJTDX:

0.05%

Daily Std Dev

BBBIX:

1.67%

FJTDX:

1.58%

Max Drawdown

BBBIX:

-6.60%

FJTDX:

-1.90%

Current Drawdown

BBBIX:

-0.19%

FJTDX:

-0.10%

Returns By Period

The year-to-date returns for both stocks are quite close, with BBBIX having a 5.82% return and FJTDX slightly lower at 5.54%.


BBBIX

YTD

5.82%

1M

-0.00%

6M

2.95%

1Y

6.38%

5Y*

3.36%

10Y*

2.88%

FJTDX

YTD

5.54%

1M

0.31%

6M

2.78%

1Y

5.65%

5Y*

2.84%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BBBIX vs. FJTDX - Expense Ratio Comparison

BBBIX has a 0.27% expense ratio, which is higher than FJTDX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


BBBIX
BBH Limited Duration Fund
Expense ratio chart for BBBIX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for FJTDX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

BBBIX vs. FJTDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Limited Duration Fund (BBBIX) and Fidelity Flex Conservative Income Bond Fund (FJTDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BBBIX, currently valued at 3.77, compared to the broader market-1.000.001.002.003.004.003.773.50
The chart of Sortino ratio for BBBIX, currently valued at 9.88, compared to the broader market-2.000.002.004.006.008.0010.009.8818.07
The chart of Omega ratio for BBBIX, currently valued at 2.71, compared to the broader market0.501.001.502.002.503.003.502.717.02
The chart of Calmar ratio for BBBIX, currently valued at 16.41, compared to the broader market0.002.004.006.008.0010.0012.0014.0016.4155.30
The chart of Martin ratio for BBBIX, currently valued at 53.97, compared to the broader market0.0020.0040.0060.0053.97110.19
BBBIX
FJTDX

The current BBBIX Sharpe Ratio is 3.83, which is comparable to the FJTDX Sharpe Ratio of 3.50. The chart below compares the historical Sharpe Ratios of BBBIX and FJTDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio3.504.004.505.00JulyAugustSeptemberOctoberNovemberDecember
3.77
3.50
BBBIX
FJTDX

Dividends

BBBIX vs. FJTDX - Dividend Comparison

BBBIX's dividend yield for the trailing twelve months is around 4.49%, less than FJTDX's 5.38% yield.


TTM20232022202120202019201820172016201520142013
BBBIX
BBH Limited Duration Fund
4.49%4.29%2.37%1.46%2.30%3.01%2.67%2.09%2.23%2.11%1.57%1.60%
FJTDX
Fidelity Flex Conservative Income Bond Fund
5.38%5.16%1.85%0.44%1.24%2.64%1.16%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBBIX vs. FJTDX - Drawdown Comparison

The maximum BBBIX drawdown since its inception was -6.60%, which is greater than FJTDX's maximum drawdown of -1.90%. Use the drawdown chart below to compare losses from any high point for BBBIX and FJTDX. For additional features, visit the drawdowns tool.


-0.40%-0.30%-0.20%-0.10%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.19%
-0.10%
BBBIX
FJTDX

Volatility

BBBIX vs. FJTDX - Volatility Comparison

The current volatility for BBH Limited Duration Fund (BBBIX) is 0.20%, while Fidelity Flex Conservative Income Bond Fund (FJTDX) has a volatility of 0.43%. This indicates that BBBIX experiences smaller price fluctuations and is considered to be less risky than FJTDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%0.70%JulyAugustSeptemberOctoberNovemberDecember
0.20%
0.43%
BBBIX
FJTDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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