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BBNIX vs. FTBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBNIX vs. FTBFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, BBNIX achieves a -0.42% return, which is significantly higher than FTBFX's -0.46% return.


BBNIX

1D
-0.11%
1M
-1.25%
6M
-0.61%
YTD
-0.42%
1Y
2.10%
3Y*
5.32%
5Y*
0.61%
10Y*
ALL TIME*
2.74%

FTBFX

1D
0.11%
1M
-1.26%
6M
-0.69%
YTD
-0.46%
1Y
2.07%
3Y*
4.27%
5Y*
0.12%
10Y*
2.16%
ALL TIME*
3.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BBNIX vs. FTBFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBNIX
BBH Income Fund
-0.42%7.86%3.87%9.07%-14.89%1.36%11.24%6.59%0.00%
FTBFX
Fidelity Total Bond Fund
-0.46%7.50%2.13%7.25%-13.58%-0.44%9.34%9.89%0.82%

Correlation

The correlation between BBNIX and FTBFX is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.91

The correlation between BBNIX and FTBFX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

BBNIX vs. FTBFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BBNIX
BBNIX Risk / Return Rank: 2525
Overall Rank
BBNIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BBNIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
BBNIX Omega Ratio Rank: 2525
Omega Ratio Rank
BBNIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BBNIX Martin Ratio Rank: 2121
Martin Ratio Rank

FTBFX
FTBFX Risk / Return Rank: 2424
Overall Rank
FTBFX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 2424
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FTBFX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BBNIX vs. FTBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Income Fund (BBNIX) 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.

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.


BBNIXFTBFXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.17

1.11

+0.06

Martin ratioReturn relative to average drawdown

2.98

2.83

+0.15

BBNIX vs. FTBFX - Sharpe Ratio Comparison

The current BBNIX Sharpe Ratio is 0.88, which is comparable to the FTBFX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of BBNIX and FTBFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBNIX vs. FTBFX - Drawdown Comparison

The maximum BBNIX drawdown since its inception was -18.96%, roughly equal to the maximum FTBFX drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for BBNIX and FTBFX.


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Drawdown Indicators


BBNIXFTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.96%

-18.25%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-2.89%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-4.62%

-4.96%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.96%

-18.25%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-18.25%

Current Drawdown

Current decline from peak

-2.29%

-2.31%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.28%

-2.31%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.13%

+0.01%

Volatility

BBNIX vs. FTBFX - Volatility Comparison

The current volatility for BBH Income Fund (BBNIX) is 0.82%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 1.04%. This indicates that BBNIX experiences smaller price fluctuations and is considered to be less risky than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBNIXFTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

1.04%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

3.00%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

3.76%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.65%

5.68%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.05%

4.74%

+0.31%

BBNIX vs. FTBFX - Expense Ratio Comparison

BBNIX has a 0.47% expense ratio, which is higher than FTBFX's 0.45% expense ratio.


Dividends

BBNIX vs. FTBFX - Dividend Comparison

BBNIX's dividend yield for the trailing twelve months is around 4.80%, more than FTBFX's 4.03% yield.


PositionTTM20252024202320222021202020192018201720162015
BBNIX
BBH Income Fund
4.80%5.28%5.76%5.23%2.93%2.87%7.07%4.60%0.00%0.00%0.00%0.00%
FTBFX
Fidelity Total Bond Fund
4.03%4.36%4.15%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%

Frequently Asked Questions


With a correlation of 0.92, BBNIX and FTBFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FTBFX has higher volatility (1.04%) compared to BBNIX (0.82%). In terms of maximum drawdown, BBNIX dropped -18.96% vs FTBFX's -18.25%.

BBNIX currently has the higher Sharpe Ratio (0.88 vs 0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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