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FBIIX vs. BSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBIIX vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Bond Index Fund (FBIIX) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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FBIIX vs. BSV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FBIIX
Fidelity International Bond Index Fund
-0.22%2.66%4.64%7.48%-10.84%-1.84%4.43%-1.13%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.16%6.00%3.78%4.90%-5.49%-1.09%4.70%0.19%

Returns By Period

In the year-to-date period, FBIIX achieves a -0.22% return, which is significantly lower than BSV's 0.16% return.


FBIIX

1D
0.33%
1M
-1.82%
YTD
-0.22%
6M
0.24%
1Y
2.55%
3Y*
3.94%
5Y*
0.52%
10Y*

BSV

1D
0.02%
1M
-0.57%
YTD
0.16%
6M
1.15%
1Y
4.05%
3Y*
4.27%
5Y*
1.68%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBIIX vs. BSV - Expense Ratio Comparison

FBIIX has a 0.06% expense ratio, which is higher than BSV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FBIIX vs. BSV — Risk / Return Rank

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

FBIIX
FBIIX Risk / Return Rank: 4141
Overall Rank
FBIIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FBIIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBIIX Omega Ratio Rank: 3838
Omega Ratio Rank
FBIIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
FBIIX Martin Ratio Rank: 3939
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 9292
Overall Rank
BSV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSV Omega Ratio Rank: 9191
Omega Ratio Rank
BSV Calmar Ratio Rank: 9191
Calmar Ratio Rank
BSV Martin Ratio Rank: 9090
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.

FBIIX vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Bond Index Fund (FBIIX) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


FBIIXBSVDifference

Sharpe ratio

Return per unit of total volatility

0.99

2.04

-1.05

Sortino ratio

Return per unit of downside risk

1.36

3.25

-1.88

Omega ratio

Gain probability vs. loss probability

1.18

1.40

-0.22

Calmar ratio

Return relative to maximum drawdown

1.00

3.23

-2.23

Martin ratio

Return relative to average drawdown

4.23

12.23

-8.00

FBIIX vs. BSV - Sharpe Ratio Comparison

The current FBIIX Sharpe Ratio is 0.99, which is lower than the BSV Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FBIIX and BSV, 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


FBIIXBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.04

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.62

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.86

-0.67

Correlation

The correlation between FBIIX and BSV is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FBIIX vs. BSV - Dividend Comparison

FBIIX's dividend yield for the trailing twelve months is around 4.10%, more than BSV's 3.93% yield.


TTM20252024202320222021202020192018201720162015
FBIIX
Fidelity International Bond Index Fund
4.10%4.09%3.44%2.85%1.02%0.62%0.74%0.17%0.00%0.00%0.00%0.00%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.93%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Drawdowns

FBIIX vs. BSV - Drawdown Comparison

The maximum FBIIX drawdown since its inception was -13.79%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for FBIIX and BSV.


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Drawdown Indicators


FBIIXBSVDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-8.54%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-1.29%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-13.74%

-8.54%

-5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-2.14%

-0.76%

-1.38%

Average Drawdown

Average peak-to-trough decline

-4.18%

-0.98%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.34%

+0.31%

Volatility

FBIIX vs. BSV - Volatility Comparison

Fidelity International Bond Index Fund (FBIIX) has a higher volatility of 1.46% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.78%. This indicates that FBIIX's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBIIXBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.78%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

1.19%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

2.00%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.50%

2.71%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

2.37%

+1.02%