PortfoliosLab logoPortfoliosLab logo
BBCPX vs. FTBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBCPX vs. FTBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridge Builder Core Plus Bond Fund (BBCPX) and Fidelity Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BBCPX vs. FTBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBCPX
Bridge Builder Core Plus Bond Fund
-1.29%8.97%2.28%6.58%-13.24%-0.29%9.27%9.31%0.34%4.20%
FTBFX
Fidelity Total Bond Fund
-0.49%7.50%2.50%7.25%-13.58%-0.44%9.34%9.89%-0.66%4.19%

Returns By Period

In the year-to-date period, BBCPX achieves a -1.29% return, which is significantly lower than FTBFX's -0.49% return. Over the past 10 years, BBCPX has underperformed FTBFX with an annualized return of 2.32%, while FTBFX has yielded a comparatively higher 2.58% annualized return.


BBCPX

1D
0.57%
1M
-2.86%
YTD
-1.29%
6M
0.25%
1Y
4.34%
3Y*
4.27%
5Y*
0.81%
10Y*
2.32%

FTBFX

1D
0.42%
1M
-2.35%
YTD
-0.49%
6M
0.46%
1Y
4.07%
3Y*
4.43%
5Y*
0.85%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BBCPX vs. FTBFX - Expense Ratio Comparison

BBCPX has a 0.15% expense ratio, which is lower than FTBFX's 0.45% expense ratio.


Return for Risk

BBCPX vs. FTBFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBCPX
BBCPX Risk / Return Rank: 5656
Overall Rank
BBCPX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BBCPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
BBCPX Omega Ratio Rank: 4545
Omega Ratio Rank
BBCPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
BBCPX Martin Ratio Rank: 5151
Martin Ratio Rank

FTBFX
FTBFX Risk / Return Rank: 6363
Overall Rank
FTBFX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 5050
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTBFX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBCPX vs. FTBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridge Builder Core Plus Bond Fund (BBCPX) and Fidelity Total Bond Fund (FTBFX). 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.


BBCPXFTBFXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.10

-0.02

Sortino ratio

Return per unit of downside risk

1.53

1.57

-0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.48

1.86

-0.38

Martin ratio

Return relative to average drawdown

4.95

5.73

-0.77

BBCPX vs. FTBFX - Sharpe Ratio Comparison

The current BBCPX Sharpe Ratio is 1.07, which is comparable to the FTBFX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of BBCPX and FTBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BBCPXFTBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.10

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.15

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.55

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.93

-0.41

Correlation

The correlation between BBCPX and FTBFX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBCPX vs. FTBFX - Dividend Comparison

BBCPX's dividend yield for the trailing twelve months is around 4.06%, which matches FTBFX's 4.02% yield.


TTM20252024202320222021202020192018201720162015
BBCPX
Bridge Builder Core Plus Bond Fund
4.06%4.79%4.93%4.12%2.96%2.39%4.70%5.00%3.47%2.71%0.64%0.00%
FTBFX
Fidelity Total Bond Fund
4.02%4.36%4.51%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%

Drawdowns

BBCPX vs. FTBFX - Drawdown Comparison

The maximum BBCPX drawdown since its inception was -18.25%, roughly equal to the maximum FTBFX drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for BBCPX and FTBFX.


Loading graphics...

Drawdown Indicators


BBCPXFTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.25%

-18.25%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-2.81%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-18.25%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-18.25%

-18.25%

0.00%

Current Drawdown

Current decline from peak

-2.86%

-2.35%

-0.51%

Average Drawdown

Average peak-to-trough decline

-3.82%

-2.31%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.91%

+0.11%

Volatility

BBCPX vs. FTBFX - Volatility Comparison

Bridge Builder Core Plus Bond Fund (BBCPX) has a higher volatility of 1.79% compared to Fidelity Total Bond Fund (FTBFX) at 1.48%. This indicates that BBCPX's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BBCPXFTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.48%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

2.46%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

4.30%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

5.62%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

4.70%

+0.16%