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BBCPX vs. FXNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBCPX and FXNAX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BBCPX vs. FXNAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BBCPX:

0.96

FXNAX:

0.89

Sortino Ratio

BBCPX:

1.53

FXNAX:

1.37

Omega Ratio

BBCPX:

1.18

FXNAX:

1.16

Calmar Ratio

BBCPX:

0.58

FXNAX:

0.36

Martin Ratio

BBCPX:

2.76

FXNAX:

2.23

Ulcer Index

BBCPX:

2.06%

FXNAX:

2.17%

Daily Std Dev

BBCPX:

5.48%

FXNAX:

5.30%

Max Drawdown

BBCPX:

-17.70%

FXNAX:

-19.64%

Current Drawdown

BBCPX:

-3.62%

FXNAX:

-8.48%

Returns By Period

In the year-to-date period, BBCPX achieves a 2.24% return, which is significantly higher than FXNAX's 1.78% return.


BBCPX

YTD

2.24%

1M

0.54%

6M

2.21%

1Y

5.45%

3Y*

2.68%

5Y*

0.67%

10Y*

N/A

FXNAX

YTD

1.78%

1M

0.10%

6M

1.78%

1Y

4.74%

3Y*

1.42%

5Y*

-1.24%

10Y*

1.33%

*Annualized

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Fidelity U.S. Bond Index Fund

BBCPX vs. FXNAX - Expense Ratio Comparison

BBCPX has a 0.15% expense ratio, which is higher than FXNAX's 0.03% 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%.


Risk-Adjusted Performance

BBCPX vs. FXNAX — Risk-Adjusted Performance Rank

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

BBCPX
The Risk-Adjusted Performance Rank of BBCPX is 7474
Overall Rank
The Sharpe Ratio Rank of BBCPX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BBCPX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BBCPX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BBCPX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BBCPX is 6868
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 6565
Overall Rank
The Sharpe Ratio Rank of FXNAX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 5858
Martin 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.

BBCPX vs. FXNAX - Risk-Adjusted Performance Comparison

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


The current BBCPX Sharpe Ratio is 0.96, which is comparable to the FXNAX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BBCPX and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BBCPX vs. FXNAX - Dividend Comparison

BBCPX's dividend yield for the trailing twelve months is around 4.89%, more than FXNAX's 3.48% yield.


TTM20242023202220212020201920182017201620152014
BBCPX
Bridge Builder Core Plus Bond Fund
4.89%4.92%4.12%3.68%2.39%4.70%5.08%3.45%2.73%2.80%1.31%0.00%
FXNAX
Fidelity U.S. Bond Index Fund
3.48%3.40%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%

Drawdowns

BBCPX vs. FXNAX - Drawdown Comparison

The maximum BBCPX drawdown since its inception was -17.70%, smaller than the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for BBCPX and FXNAX. For additional features, visit the drawdowns tool.


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Volatility

BBCPX vs. FXNAX - Volatility Comparison

Bridge Builder Core Plus Bond Fund (BBCPX) has a higher volatility of 1.56% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.42%. This indicates that BBCPX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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