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DJD vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJD vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dow Jones Industrial Average Dividend ETF (DJD) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DJD achieves a 12.11% return, which is significantly higher than FBND's 0.27% return. Over the past 10 years, DJD has outperformed FBND with an annualized return of 12.03%, while FBND has yielded a comparatively lower 2.32% annualized return.


DJD

1D
-0.60%
1M
1.48%
6M
9.44%
YTD
12.11%
1Y
21.94%
3Y*
16.77%
5Y*
11.00%
10Y*
12.03%
ALL TIME*
12.32%

FBND

1D
-0.26%
1M
-0.60%
6M
0.12%
YTD
0.27%
1Y
4.12%
3Y*
4.46%
5Y*
0.52%
10Y*
2.32%
ALL TIME*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJD vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DJD
Invesco Dow Jones Industrial Average Dividend ETF
12.11%15.83%13.66%9.41%-0.73%22.40%0.87%22.00%0.03%21.65%
FBND
Fidelity Total Bond ETF
0.27%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Correlation

The correlation between DJD and FBND is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.26

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

0.21

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

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2015

0.07

Over the past year, DJD and FBND have become more correlated (0.32) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

DJD vs. FBND — Risk / Return Rank

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

DJD
DJD Risk / Return Rank: 8585
Overall Rank
DJD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DJD Sortino Ratio Rank: 8989
Sortino Ratio Rank
DJD Omega Ratio Rank: 8282
Omega Ratio Rank
DJD Calmar Ratio Rank: 8989
Calmar Ratio Rank
DJD Martin Ratio Rank: 8181
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 3838
Overall Rank
FBND Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 4040
Sortino Ratio Rank
FBND Omega Ratio Rank: 3636
Omega Ratio Rank
FBND Calmar Ratio Rank: 4040
Calmar Ratio Rank
FBND Martin Ratio Rank: 3636
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.

DJD vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) 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.

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.


DJDFBNDDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.37

1.19

+0.18

Calmar ratioReturn relative to maximum drawdown

3.91

1.55

+2.36

Martin ratioReturn relative to average drawdown

11.44

4.22

+7.22

DJD vs. FBND - Sharpe Ratio Comparison

The current DJD Sharpe Ratio is 2.12, which is higher than the FBND Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of DJD and FBND, 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

DJD vs. FBND - Drawdown Comparison

The maximum DJD drawdown since its inception was -34.66%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for DJD and FBND.


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Drawdown Indicators


DJDFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-34.66%

-17.25%

-17.41%

Max Drawdown (1Y)

Largest decline over 1 year

-5.64%

-2.66%

-2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-12.28%

-5.61%

-6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.94%

-17.25%

-2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

-17.25%

-17.41%

Current Drawdown

Current decline from peak

-2.47%

-1.65%

-0.82%

Average Drawdown

Average peak-to-trough decline

-3.71%

-3.33%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

0.98%

+0.94%

Volatility

DJD vs. FBND - Volatility Comparison

Invesco Dow Jones Industrial Average Dividend ETF (DJD) has a higher volatility of 3.49% compared to Fidelity Total Bond ETF (FBND) at 1.07%. This indicates that DJD'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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Volatility by Period


DJDFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

1.07%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

2.92%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.42%

3.80%

+6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.35%

5.93%

+7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

6.10%

+10.47%

DJD vs. FBND - Expense Ratio Comparison

DJD has a 0.07% expense ratio, which is lower than FBND's 0.36% expense ratio.


Dividends

DJD vs. FBND - Dividend Comparison

DJD's dividend yield for the trailing twelve months is around 2.48%, less than FBND's 4.72% yield.


PositionTTM20252024202320222021202020192018201720162015
DJD
Invesco Dow Jones Industrial Average Dividend ETF
2.48%2.62%3.00%3.49%3.16%2.82%3.47%2.80%2.66%2.75%2.46%0.08%
FBND
Fidelity Total Bond ETF
4.72%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Frequently Asked Questions


DJD and FBND have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DJD has higher volatility (3.49%) compared to FBND (1.07%). In terms of maximum drawdown, DJD dropped -34.66% vs FBND's -17.25%.

On 10-year performance, DJD leads with 12.03% vs 2.32% for FBND. On fees, DJD is cheaper at 0.07% per year. On volatility, FBND has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DJD has performed better with a 12.03% return vs 2.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DJD is cheaper with a 0.07% expense ratio, compared with 0.36% for FBND.

FBND has the higher dividend yield at 4.72%, compared with 2.48% for DJD.

DJD is categorized as Large Cap Value Equities, while FBND is Intermediate Core-Plus Bond. They also come from different issuers: Invesco and Fidelity. Their fees differ too: 0.07% for DJD and 0.36% for FBND.

DJD currently has the higher Sharpe Ratio (2.12 vs 1.09), 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.

Portfolio Optimizer

Find the right allocation for DJD and FBND

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