FBIIX vs. BSV
Compare and contrast key facts about Fidelity International Bond Index Fund (FBIIX) and Vanguard Short-Term Bond ETF (BSV).
FBIIX is managed by Fidelity. It was launched on Oct 10, 2019. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBIIX or BSV.
Performance
FBIIX vs. BSV - Performance Comparison
Returns By Period
In the year-to-date period, FBIIX achieves a 3.90% return, which is significantly higher than BSV's 3.22% return.
FBIIX
3.90%
0.54%
4.21%
7.37%
0.34%
N/A
BSV
3.22%
-0.28%
3.13%
5.43%
1.22%
1.55%
Key characteristics
| FBIIX | BSV | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.13 |
| Sortino Ratio | 3.83 | 3.27 |
| Omega Ratio | 1.47 | 1.41 |
| Calmar Ratio | 0.78 | 1.30 |
| Martin Ratio | 11.70 | 8.63 |
| Ulcer Index | 0.63% | 0.63% |
| Daily Std Dev | 3.04% | 2.55% |
| Max Drawdown | -13.79% | -8.54% |
| Current Drawdown | -2.36% | -1.39% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FBIIX vs. BSV - Expense Ratio Comparison
FBIIX has a 0.06% expense ratio, which is higher than BSV's 0.04% 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%.
Correlation
The correlation between FBIIX and BSV is 0.61, 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.
Risk-Adjusted Performance
FBIIX vs. BSV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Bond Index Fund (FBIIX) and Vanguard Short-Term Bond ETF (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.
Dividends
FBIIX vs. BSV - Dividend Comparison
FBIIX's dividend yield for the trailing twelve months is around 3.13%, less than BSV's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBIIX Fidelity International Bond Index Fund | 3.13% | 2.85% | 1.02% | 0.62% | 0.74% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSV Vanguard Short-Term Bond ETF | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
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. For additional features, visit the drawdowns tool.
Volatility
FBIIX vs. BSV - Volatility Comparison
Fidelity International Bond Index Fund (FBIIX) has a higher volatility of 0.57% compared to Vanguard Short-Term Bond ETF (BSV) at 0.54%. 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.