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

Correlation

The correlation between BDN and FBND is 0.09, 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.


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.

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Key characteristics

Sharpe Ratio

BDN:

-0.03

FBND:

0.80

Sortino Ratio

BDN:

0.17

FBND:

1.19

Omega Ratio

BDN:

1.02

FBND:

1.14

Calmar Ratio

BDN:

-0.03

FBND:

0.48

Martin Ratio

BDN:

-0.10

FBND:

2.33

Ulcer Index

BDN:

18.83%

FBND:

1.91%

Daily Std Dev

BDN:

36.63%

FBND:

5.41%

Max Drawdown

BDN:

-97.00%

FBND:

-17.25%

Current Drawdown

BDN:

-59.76%

FBND:

-4.19%

Returns By Period

In the year-to-date period, BDN achieves a -20.76% return, which is significantly lower than FBND's 1.42% return. Over the past 10 years, BDN has underperformed FBND with an annualized return of -4.97%, while FBND has yielded a comparatively higher 2.14% annualized return.


BDN

YTD

-20.76%

1M

11.20%

6M

-17.67%

1Y

-1.14%

3Y*

-17.10%

5Y*

-5.72%

10Y*

-4.97%

FBND

YTD

1.42%

1M

0.39%

6M

1.07%

1Y

4.27%

3Y*

2.28%

5Y*

0.25%

10Y*

2.14%

*Annualized

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Brandywine Realty Trust

Fidelity Total Bond ETF

Risk-Adjusted Performance

BDN vs. FBND — Risk-Adjusted Performance Rank

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

BDN
The Risk-Adjusted Performance Rank of BDN is 4646
Overall Rank
The Sharpe Ratio Rank of BDN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BDN is 4141
Sortino Ratio Rank
The Omega Ratio Rank of BDN is 4242
Omega Ratio Rank
The Calmar Ratio Rank of BDN is 4949
Calmar Ratio Rank
The Martin Ratio Rank of BDN is 4949
Martin Ratio Rank

FBND
The Risk-Adjusted Performance Rank of FBND is 6464
Overall Rank
The Sharpe Ratio Rank of FBND is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 6161
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.

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.


The current BDN Sharpe Ratio is -0.03, which is lower than the FBND Sharpe Ratio of 0.80. 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.


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Dividends

BDN vs. FBND - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 14.39%, more than FBND's 4.70% yield.


TTM20242023202220212020201920182017201620152014
BDN
Brandywine Realty Trust
14.39%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%
FBND
Fidelity Total Bond ETF
4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

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.


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Volatility

BDN vs. FBND - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 7.64% compared to Fidelity Total Bond ETF (FBND) at 1.61%. 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.


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