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

Correlation

The correlation between BNDC and FBND is 0.07, 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

BNDC vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Core Select Bond Fund (BNDC) 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

BNDC:

0.92

FBND:

1.05

Sortino Ratio

BNDC:

1.35

FBND:

1.54

Omega Ratio

BNDC:

1.16

FBND:

1.18

Calmar Ratio

BNDC:

0.39

FBND:

0.62

Martin Ratio

BNDC:

2.12

FBND:

3.02

Ulcer Index

BNDC:

2.40%

FBND:

1.89%

Daily Std Dev

BNDC:

5.53%

FBND:

5.41%

Max Drawdown

BNDC:

-18.80%

FBND:

-17.25%

Current Drawdown

BNDC:

-7.80%

FBND:

-3.42%

Returns By Period

In the year-to-date period, BNDC achieves a 2.41% return, which is significantly higher than FBND's 2.24% return.


BNDC

YTD

2.41%

1M

0.33%

6M

1.31%

1Y

5.04%

5Y*

-0.75%

10Y*

N/A

FBND

YTD

2.24%

1M

0.44%

6M

1.28%

1Y

5.65%

5Y*

0.63%

10Y*

2.25%

*Annualized

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BNDC vs. FBND - Expense Ratio Comparison

BNDC has a 0.35% expense ratio, which is lower than FBND's 0.36% expense ratio.


Risk-Adjusted Performance

BNDC vs. FBND — Risk-Adjusted Performance Rank

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

BNDC
The Risk-Adjusted Performance Rank of BNDC is 7070
Overall Rank
The Sharpe Ratio Rank of BNDC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BNDC is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BNDC is 5353
Calmar Ratio Rank
The Martin Ratio Rank of BNDC is 6363
Martin Ratio Rank

FBND
The Risk-Adjusted Performance Rank of FBND is 7878
Overall Rank
The Sharpe Ratio Rank of FBND is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 7575
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.

BNDC vs. FBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Core Select Bond Fund (BNDC) 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 BNDC Sharpe Ratio is 0.92, which is comparable to the FBND Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BNDC 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

BNDC vs. FBND - Dividend Comparison

BNDC's dividend yield for the trailing twelve months is around 4.00%, less than FBND's 4.66% yield.


TTM20242023202220212020201920182017201620152014
BNDC
FlexShares Core Select Bond Fund
4.00%3.81%3.19%2.64%1.72%2.61%2.89%2.86%2.50%0.64%0.00%0.00%
FBND
Fidelity Total Bond ETF
4.66%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

Drawdowns

BNDC vs. FBND - Drawdown Comparison

The maximum BNDC drawdown since its inception was -18.80%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for BNDC and FBND. For additional features, visit the drawdowns tool.


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Volatility

BNDC vs. FBND - Volatility Comparison


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