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CLF.TO vs. FCNVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLF.TO vs. FCNVX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO) and Fidelity Conservative Income Bond Institutional Class (FCNVX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CLF.TO is traded in CAD, while FCNVX is traded in USD. To make them comparable, the FCNVX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CLF.TO achieves a 1.00% return, which is significantly lower than FCNVX's 3.37% return. Over the past 10 years, CLF.TO has underperformed FCNVX with an annualized return of 1.60%, while FCNVX has yielded a comparatively higher 3.48% annualized return.


CLF.TO

1D
-0.06%
1M
0.65%
YTD
1.00%
6M
1.19%
1Y
2.80%
3Y*
4.39%
5Y*
1.74%
10Y*
1.60%

FCNVX

1D
-0.05%
1M
2.16%
YTD
3.37%
6M
3.11%
1Y
6.28%
3Y*
6.61%
5Y*
6.58%
10Y*
3.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLF.TO vs. FCNVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
1.00%3.36%4.82%4.58%-3.98%-1.27%4.82%2.47%1.68%-0.49%
FCNVX
Fidelity Conservative Income Bond Institutional Class
3.37%-0.26%14.35%3.34%7.24%-0.11%-1.30%-1.24%10.38%-5.45%

Correlation

The correlation between CLF.TO and FCNVX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since May 26, 2011

0.02

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Return for Risk

CLF.TO vs. FCNVX — Risk / Return Rank

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

CLF.TO
CLF.TO Risk / Return Rank: 4444
Overall Rank
CLF.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CLF.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
CLF.TO Omega Ratio Rank: 4646
Omega Ratio Rank
CLF.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
CLF.TO Martin Ratio Rank: 4141
Martin Ratio Rank

FCNVX
FCNVX Risk / Return Rank: 100100
Overall Rank
FCNVX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FCNVX Sortino Ratio Rank: 100100
Sortino Ratio Rank
FCNVX Omega Ratio Rank: 100100
Omega Ratio Rank
FCNVX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FCNVX Martin Ratio Rank: 100100
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.

CLF.TO vs. FCNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO) and Fidelity Conservative Income Bond Institutional Class (FCNVX). 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.


CLF.TOFCNVXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

2.07

1.83

+0.24

Martin ratioReturn relative to average drawdown

5.87

4.77

+1.09

CLF.TO vs. FCNVX - Sharpe Ratio Comparison

The current CLF.TO Sharpe Ratio is 1.38, which is comparable to the FCNVX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of CLF.TO and FCNVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CLF.TO vs. FCNVX - Drawdown Comparison

The maximum CLF.TO drawdown since its inception was -6.91%, smaller than the maximum FCNVX drawdown of -15.21%. Use the drawdown chart below to compare losses from any high point for CLF.TO and FCNVX.


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Drawdown Indicators


CLF.TOFCNVXDifference

Max Drawdown

Largest peak-to-trough decline

-6.91%

-15.21%

+8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-3.43%

+2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-6.40%

+5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-6.80%

-6.40%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-6.91%

-14.76%

+7.85%

Current Drawdown

Current decline from peak

-0.17%

-0.07%

-0.10%

Average Drawdown

Average peak-to-trough decline

-1.08%

-4.72%

+3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

1.31%

-0.83%

Volatility

CLF.TO vs. FCNVX - Volatility Comparison

iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO) and Fidelity Conservative Income Bond Institutional Class (FCNVX) have volatilities of 0.67% and 0.64%, 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


CLF.TOFCNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

0.64%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

3.24%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.03%

4.53%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.99%

6.39%

-3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.36%

6.66%

-3.30%

CLF.TO vs. FCNVX - Expense Ratio Comparison

CLF.TO has a 0.17% expense ratio, which is lower than FCNVX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CLF.TO vs. FCNVX - Dividend Comparison

CLF.TO's dividend yield for the trailing twelve months is around 2.25%, less than FCNVX's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
2.25%2.22%2.22%2.23%2.10%1.98%2.15%2.46%2.67%2.91%3.12%3.29%
FCNVX
Fidelity Conservative Income Bond Institutional Class
4.15%4.41%5.17%4.97%1.24%0.24%0.99%2.45%2.21%1.30%1.01%0.48%

Frequently Asked Questions


CLF.TO and FCNVX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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