FBKWX vs. FXAIX
Compare and contrast key facts about Fidelity Advisor Total Bond Fund Class Z (FBKWX) and Fidelity 500 Index Fund (FXAIX).
FBKWX is managed by Fidelity. It was launched on Oct 15, 2002. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBKWX or FXAIX.
Key characteristics
| FBKWX | FXAIX | |
|---|---|---|
| YTD Return | 3.49% | 26.66% |
| 1Y Return | 9.27% | 38.25% |
| 3Y Return (Ann) | -1.28% | 10.01% |
| 5Y Return (Ann) | 0.78% | 15.93% |
| Sharpe Ratio | 1.76 | 3.10 |
| Sortino Ratio | 2.67 | 4.13 |
| Omega Ratio | 1.32 | 1.58 |
| Calmar Ratio | 0.77 | 4.54 |
| Martin Ratio | 6.96 | 20.58 |
| Ulcer Index | 1.45% | 1.87% |
| Daily Std Dev | 5.77% | 12.38% |
| Max Drawdown | -18.08% | -33.79% |
| Current Drawdown | -4.89% | 0.00% |
Correlation
The correlation between FBKWX and FXAIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
FBKWX vs. FXAIX - Performance Comparison
In the year-to-date period, FBKWX achieves a 3.49% return, which is significantly lower than FXAIX's 26.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FBKWX vs. FXAIX - Expense Ratio Comparison
FBKWX has a 0.36% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
FBKWX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total Bond Fund Class Z (FBKWX) and Fidelity 500 Index Fund (FXAIX). 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
FBKWX vs. FXAIX - Dividend Comparison
FBKWX's dividend yield for the trailing twelve months is around 4.42%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBKWX Fidelity Advisor Total Bond Fund Class Z | 4.42% | 4.23% | 3.42% | 2.29% | 2.62% | 3.02% | 3.31% | 2.84% | 3.06% | 3.81% | 0.22% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FBKWX vs. FXAIX - Drawdown Comparison
The maximum FBKWX drawdown since its inception was -18.08%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FBKWX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FBKWX vs. FXAIX - Volatility Comparison
The current volatility for Fidelity Advisor Total Bond Fund Class Z (FBKWX) is 1.63%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.92%. This indicates that FBKWX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.