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BDN vs. FBND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BDN and FBND is 0.16, 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.


-0.50.00.51.00.2

Performance

BDN vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandywine Realty Trust (BDN) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-24.93%
24.50%
BDN
FBND

Key characteristics

Sharpe Ratio

BDN:

0.45

FBND:

0.47

Sortino Ratio

BDN:

0.83

FBND:

0.68

Omega Ratio

BDN:

1.11

FBND:

1.08

Calmar Ratio

BDN:

0.25

FBND:

0.25

Martin Ratio

BDN:

1.17

FBND:

1.51

Ulcer Index

BDN:

14.53%

FBND:

1.70%

Daily Std Dev

BDN:

37.71%

FBND:

5.49%

Max Drawdown

BDN:

-97.00%

FBND:

-17.25%

Current Drawdown

BDN:

-51.12%

FBND:

-5.40%

Returns By Period

In the year-to-date period, BDN achieves a 12.74% return, which is significantly higher than FBND's 2.27% return. Over the past 10 years, BDN has underperformed FBND with an annualized return of -3.93%, while FBND has yielded a comparatively higher 2.24% annualized return.


BDN

YTD

12.74%

1M

0.00%

6M

26.16%

1Y

15.08%

5Y*

-11.28%

10Y*

-3.93%

FBND

YTD

2.27%

1M

-0.21%

6M

1.68%

1Y

2.59%

5Y*

0.83%

10Y*

2.24%

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Risk-Adjusted Performance

BDN vs. FBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandywine Realty Trust (BDN) and Fidelity Total Bond ETF (FBND). 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 BDN, currently valued at 0.45, compared to the broader market-4.00-2.000.002.000.450.47
The chart of Sortino ratio for BDN, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.830.68
The chart of Omega ratio for BDN, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.08
The chart of Calmar ratio for BDN, currently valued at 0.26, compared to the broader market0.002.004.006.000.260.25
The chart of Martin ratio for BDN, currently valued at 1.17, compared to the broader market-5.000.005.0010.0015.0020.0025.001.171.51
BDN
FBND

The current BDN Sharpe Ratio is 0.45, which is comparable to the FBND Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of BDN and FBND, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.45
0.47
BDN
FBND

Dividends

BDN vs. FBND - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 11.13%, more than FBND's 4.58% yield.


TTM20232022202120202019201820172016201520142013
BDN
Brandywine Realty Trust
11.13%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%4.26%
FBND
Fidelity Total Bond ETF
4.58%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%0.00%

Drawdowns

BDN vs. FBND - Drawdown Comparison

The maximum BDN drawdown since its inception was -97.00%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for BDN and FBND. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.00%
-5.40%
BDN
FBND

Volatility

BDN vs. FBND - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 11.28% compared to Fidelity Total Bond ETF (FBND) at 1.62%. This indicates that BDN's price experiences larger fluctuations and is considered to be riskier than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.28%
1.62%
BDN
FBND
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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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