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FBIIX vs. FTBFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

Performance

FBIIX vs. FTBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Bond Index Fund (FBIIX) and Fidelity Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.42%
0.97%
FBIIX
FTBFX

Key characteristics

Sharpe Ratio

FBIIX:

0.92

FTBFX:

0.36

Sortino Ratio

FBIIX:

1.21

FTBFX:

0.55

Omega Ratio

FBIIX:

1.18

FTBFX:

1.07

Calmar Ratio

FBIIX:

0.42

FTBFX:

0.18

Martin Ratio

FBIIX:

4.40

FTBFX:

1.17

Ulcer Index

FBIIX:

0.68%

FTBFX:

1.66%

Daily Std Dev

FBIIX:

3.29%

FTBFX:

5.32%

Max Drawdown

FBIIX:

-13.79%

FTBFX:

-18.19%

Current Drawdown

FBIIX:

-3.19%

FTBFX:

-6.46%

Returns By Period

In the year-to-date period, FBIIX achieves a 3.01% return, which is significantly higher than FTBFX's 2.15% return.


FBIIX

YTD

3.01%

1M

-0.85%

6M

2.42%

1Y

3.01%

5Y*

0.23%

10Y*

N/A

FTBFX

YTD

2.15%

1M

-1.05%

6M

0.97%

1Y

2.36%

5Y*

0.26%

10Y*

1.94%

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. FTBFX - Expense Ratio Comparison

FBIIX has a 0.06% expense ratio, which is lower than FTBFX's 0.45% expense ratio.


FTBFX
Fidelity Total Bond Fund
Expense ratio chart for FTBFX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for FBIIX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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.


Sharpe ratio
The chart of Sharpe ratio for FBIIX, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.000.820.36
The chart of Sortino ratio for FBIIX, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.001.080.55
The chart of Omega ratio for FBIIX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.07
The chart of Calmar ratio for FBIIX, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.0014.000.370.18
The chart of Martin ratio for FBIIX, currently valued at 4.47, compared to the broader market0.0020.0040.0060.004.471.17
FBIIX
FTBFX

The current FBIIX Sharpe Ratio is 0.92, which is higher than the FTBFX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FBIIX and FTBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.82
0.36
FBIIX
FTBFX

Dividends

FBIIX vs. FTBFX - Dividend Comparison

FBIIX's dividend yield for the trailing twelve months is around 1.86%, less than FTBFX's 4.28% yield.


TTM20232022202120202019201820172016201520142013
FBIIX
Fidelity International Bond Index Fund
1.86%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
4.28%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.


-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-3.19%
-6.46%
FBIIX
FTBFX

Volatility

FBIIX vs. FTBFX - Volatility Comparison

Fidelity International Bond Index Fund (FBIIX) has a higher volatility of 1.92% compared to Fidelity Total Bond Fund (FTBFX) at 1.59%. This indicates that FBIIX's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.92%
1.59%
FBIIX
FTBFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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