BIBTX vs. FTHRX
BIBTX (Sterling Capital Total Return Bond Fund) and FTHRX (Fidelity Intermediate Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, BIBTX returned 1.75%/yr vs 1.87%/yr for FTHRX. Their correlation of 0.90 means they have usually moved in the same direction. Both charge a 0.45% expense ratio.
Performance
BIBTX vs. FTHRX - Performance Comparison
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Returns By Period
In the year-to-date period, BIBTX achieves a -0.80% return, which is significantly lower than FTHRX's -0.23% return. Over the past 10 years, BIBTX has underperformed FTHRX with an annualized return of 1.75%, while FTHRX has yielded a comparatively higher 1.87% annualized return.
BIBTX
- 1D
- 0.11%
- 1M
- -1.29%
- 6M
- -1.15%
- YTD
- -0.80%
- 1Y
- 1.67%
- 3Y*
- 3.75%
- 5Y*
- -0.39%
- 10Y*
- 1.75%
- ALL TIME*
- 4.20%
FTHRX
- 1D
- 0.10%
- 1M
- -0.59%
- 6M
- -0.34%
- YTD
- -0.23%
- 1Y
- 1.82%
- 3Y*
- 4.38%
- 5Y*
- 0.81%
- 10Y*
- 1.87%
- ALL TIME*
- 3.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BIBTX vs. FTHRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIBTX Sterling Capital Total Return Bond Fund | -0.80% | 6.93% | 2.17% | 5.53% | -13.24% | -1.21% | 9.24% | 9.29% | -0.34% | 4.34% |
FTHRX Fidelity Intermediate Bond Fund | -0.23% | 6.89% | 3.25% | 5.55% | -9.17% | -1.60% | 7.06% | 7.20% | 0.52% | 2.31% |
Correlation
The correlation between BIBTX and FTHRX 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. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 1999 | 0.90 |
The correlation between BIBTX and FTHRX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
BIBTX vs. FTHRX — Risk / Return Rank
BIBTX
FTHRX
BIBTX vs. FTHRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Total Return Bond Fund (BIBTX) and Fidelity Intermediate Bond Fund (FTHRX). 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.
| BIBTX | FTHRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.35 | -0.40 |
| Martin ratioReturn relative to average drawdown | 2.29 | 3.34 | -1.04 |
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Drawdowns
BIBTX vs. FTHRX - Drawdown Comparison
The maximum BIBTX drawdown since its inception was -18.28%, roughly equal to the maximum FTHRX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for BIBTX and FTHRX.
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Drawdown Indicators
| BIBTX | FTHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.28% | -19.01% | +0.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -2.11% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -5.38% | -2.50% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -18.28% | -13.18% | -5.10% |
Max Drawdown (10Y)Largest decline over 10 years | -18.28% | -13.25% | -5.03% |
Current DrawdownCurrent decline from peak | -2.61% | -1.46% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -3.06% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 0.85% | +0.42% |
Volatility
BIBTX vs. FTHRX - Volatility Comparison
Sterling Capital Total Return Bond Fund (BIBTX) has a higher volatility of 1.13% compared to Fidelity Intermediate Bond Fund (FTHRX) at 0.73%. This indicates that BIBTX's price experiences larger fluctuations and is considered to be riskier than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIBTX | FTHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 0.73% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.12% | 2.18% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.91% | 2.74% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.83% | 4.04% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 3.40% | +1.49% |
BIBTX vs. FTHRX - Expense Ratio Comparison
Both BIBTX and FTHRX have an expense ratio of 0.45%.
Dividends
BIBTX vs. FTHRX - Dividend Comparison
BIBTX's dividend yield for the trailing twelve months is around 4.02%, more than FTHRX's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBTX Sterling Capital Total Return Bond Fund | 4.02% | 4.09% | 4.11% | 3.17% | 2.82% | 3.15% | 4.03% | 3.12% | 3.22% | 3.00% | 3.27% | 3.55% |
FTHRX Fidelity Intermediate Bond Fund | 3.41% | 3.59% | 3.49% | 2.94% | 1.55% | 1.53% | 4.16% | 2.49% | 2.48% | 2.20% | 2.63% | 2.13% |
Frequently Asked Questions
With a correlation of 0.92, BIBTX and FTHRX 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.
BIBTX has higher volatility (1.13%) compared to FTHRX (0.73%). In terms of maximum drawdown, BIBTX dropped -18.28% vs FTHRX's -19.01%.
FTHRX currently has the higher Sharpe Ratio (1.04 vs 0.75), 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.
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