FBIIX vs. FTBFX
Compare and contrast key facts about Fidelity International Bond Index Fund (FBIIX) and Fidelity Total Bond Fund (FTBFX).
FBIIX is managed by Fidelity. It was launched on Oct 10, 2019. FTBFX is managed by Fidelity. It was launched on Oct 15, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBIIX or FTBFX.
Performance
FBIIX vs. FTBFX - Performance Comparison
Returns By Period
In the year-to-date period, FBIIX achieves a 3.68% return, which is significantly higher than FTBFX's 3.24% return.
FBIIX
3.68%
0.21%
3.99%
7.14%
0.30%
N/A
FTBFX
3.24%
-0.47%
3.74%
8.04%
0.53%
2.00%
Key characteristics
| FBIIX | FTBFX | |
|---|---|---|
| Sharpe Ratio | 2.36 | 1.36 |
| Sortino Ratio | 3.72 | 2.03 |
| Omega Ratio | 1.45 | 1.25 |
| Calmar Ratio | 0.75 | 0.65 |
| Martin Ratio | 11.33 | 4.99 |
| Ulcer Index | 0.63% | 1.50% |
| Daily Std Dev | 3.03% | 5.52% |
| Max Drawdown | -13.79% | -18.19% |
| Current Drawdown | -2.56% | -5.47% |
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FBIIX vs. FTBFX - Expense Ratio Comparison
FBIIX has a 0.06% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Correlation
The correlation between FBIIX and FTBFX is 0.69, 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. FTBFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Bond Index Fund (FBIIX) and Fidelity Total Bond Fund (FTBFX). 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. FTBFX - Dividend Comparison
FBIIX's dividend yield for the trailing twelve months is around 3.14%, less than FTBFX's 4.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBIIX Fidelity International Bond Index Fund | 3.14% | 2.85% | 1.02% | 0.62% | 0.74% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTBFX Fidelity Total Bond Fund | 4.62% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% | 3.91% |
Drawdowns
FBIIX vs. FTBFX - Drawdown Comparison
The maximum FBIIX drawdown since its inception was -13.79%, smaller than the maximum FTBFX drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for FBIIX and FTBFX. For additional features, visit the drawdowns tool.
Volatility
FBIIX vs. FTBFX - Volatility Comparison
The current volatility for Fidelity International Bond Index Fund (FBIIX) is 0.57%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 1.37%. This indicates that FBIIX experiences smaller price fluctuations and is considered to be less risky than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.