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BIPS.L vs. FIBUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIPS.L vs. FIBUX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Bond Income Plus Limited (BIPS.L) and Fidelity Flex U.S. Bond Index Fund (FIBUX). The values are adjusted to include any dividend payments, if applicable.

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BIPS.L vs. FIBUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIPS.L
Invesco Bond Income Plus Limited
0.03%8.04%8.84%10.52%-5.13%4.18%1.80%2,367.89%-7.60%6.09%
FIBUX
Fidelity Flex U.S. Bond Index Fund
1.64%-0.44%3.08%0.18%-3.11%-1.24%3.93%4.45%6.05%-6.57%
Different Trading Currencies

BIPS.L is traded in GBp, while FIBUX is traded in USD. To make them comparable, the FIBUX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BIPS.L achieves a 0.03% return, which is significantly lower than FIBUX's 1.64% return.


BIPS.L

1D
0.29%
1M
-1.99%
YTD
0.03%
6M
1.22%
1Y
6.75%
3Y*
9.40%
5Y*
5.07%
10Y*
43.42%

FIBUX

1D
-0.09%
1M
-0.27%
YTD
1.64%
6M
2.44%
1Y
1.38%
3Y*
1.13%
5Y*
0.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BIPS.L vs. FIBUX — Risk / Return Rank

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

BIPS.L
BIPS.L Risk / Return Rank: 7474
Overall Rank
BIPS.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BIPS.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
BIPS.L Omega Ratio Rank: 7373
Omega Ratio Rank
BIPS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
BIPS.L Martin Ratio Rank: 8787
Martin Ratio Rank

FIBUX
FIBUX Risk / Return Rank: 4747
Overall Rank
FIBUX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FIBUX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FIBUX Omega Ratio Rank: 2929
Omega Ratio Rank
FIBUX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FIBUX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIPS.L vs. FIBUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bond Income Plus Limited (BIPS.L) and Fidelity Flex U.S. Bond Index Fund (FIBUX). 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.


BIPS.LFIBUXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.21

+0.72

Sortino ratio

Return per unit of downside risk

1.29

0.35

+0.95

Omega ratio

Gain probability vs. loss probability

1.24

1.04

+0.20

Calmar ratio

Return relative to maximum drawdown

1.96

0.42

+1.54

Martin ratio

Return relative to average drawdown

9.26

0.83

+8.43

BIPS.L vs. FIBUX - Sharpe Ratio Comparison

The current BIPS.L Sharpe Ratio is 0.93, which is higher than the FIBUX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of BIPS.L and FIBUX, 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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Sharpe Ratios by Period


BIPS.LFIBUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.21

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.11

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

Correlation

The correlation between BIPS.L and FIBUX is -0.03. 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.


Dividends

BIPS.L vs. FIBUX - Dividend Comparison

BIPS.L's dividend yield for the trailing twelve months is around 7.12%, more than FIBUX's 3.69% yield.


TTM20252024202320222021202020192018201720162015
BIPS.L
Invesco Bond Income Plus Limited
7.12%7.00%6.61%6.73%6.70%5.61%5.27%98.33%5.71%5.01%5.24%5.53%
FIBUX
Fidelity Flex U.S. Bond Index Fund
3.69%3.95%3.65%2.93%1.62%1.18%2.32%2.96%2.70%2.45%0.00%0.00%

Drawdowns

BIPS.L vs. FIBUX - Drawdown Comparison

The maximum BIPS.L drawdown since its inception was -54,066,487.21%, which is greater than FIBUX's maximum drawdown of -18.60%. Use the drawdown chart below to compare losses from any high point for BIPS.L and FIBUX.


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Drawdown Indicators


BIPS.LFIBUXDifference

Max Drawdown

Largest peak-to-trough decline

-54,066,487.21%

-19.76%

-54,066,467.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-2.78%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

-18.40%

-4.99%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

Current Drawdown

Current decline from peak

-52,912,865.86%

-4.10%

-52,912,861.76%

Average Drawdown

Average peak-to-trough decline

-13,337,504.36%

-5.83%

-13,337,498.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.99%

-0.19%

Volatility

BIPS.L vs. FIBUX - Volatility Comparison

Invesco Bond Income Plus Limited (BIPS.L) and Fidelity Flex U.S. Bond Index Fund (FIBUX) have volatilities of 2.41% and 2.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIPS.LFIBUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

2.41%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

5.10%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

7.65%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

8.83%

+9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

627.79%

8.94%

+618.85%