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FBND vs. BIMSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBND vs. BIMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond ETF (FBND) and Baird Intermediate Bond Fund (BIMSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBND achieves a 0.70% return, which is significantly higher than BIMSX's 0.27% return. Over the past 10 years, FBND has outperformed BIMSX with an annualized return of 2.54%, while BIMSX has yielded a comparatively lower 1.95% annualized return.


FBND

1D
-0.13%
1M
1.07%
YTD
0.70%
6M
1.04%
1Y
5.26%
3Y*
4.89%
5Y*
0.76%
10Y*
2.54%

BIMSX

1D
0.36%
1M
0.68%
YTD
0.27%
6M
0.71%
1Y
4.00%
3Y*
4.59%
5Y*
1.03%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBND vs. BIMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBND
Fidelity Total Bond ETF
0.70%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%
BIMSX
Baird Intermediate Bond Fund
0.27%6.76%3.21%5.53%-8.88%-1.68%7.16%6.83%0.30%2.53%

Correlation

The correlation between FBND and BIMSX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2014

0.80

The correlation between FBND and BIMSX shifts across timeframes, from 0.80 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FBND vs. BIMSX — Risk / Return Rank

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

FBND
FBND Risk / Return Rank: 4040
Overall Rank
FBND Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 4242
Sortino Ratio Rank
FBND Omega Ratio Rank: 3838
Omega Ratio Rank
FBND Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBND Martin Ratio Rank: 3838
Martin Ratio Rank

BIMSX
BIMSX Risk / Return Rank: 4747
Overall Rank
BIMSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BIMSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
BIMSX Omega Ratio Rank: 4949
Omega Ratio Rank
BIMSX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BIMSX Martin Ratio Rank: 3434
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.

FBND vs. BIMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond ETF (FBND) and Baird Intermediate Bond Fund (BIMSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FBNDBIMSXDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratioReturn relative to maximum drawdown

1.83

2.15

-0.32

Martin ratioReturn relative to average drawdown

5.32

6.36

-1.04

FBND vs. BIMSX - Sharpe Ratio Comparison

The current FBND Sharpe Ratio is 1.27, which is comparable to the BIMSX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of FBND and BIMSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FBND vs. BIMSX - Drawdown Comparison

The maximum FBND drawdown since its inception was -17.25%, which is greater than BIMSX's maximum drawdown of -13.07%. Use the drawdown chart below to compare losses from any high point for FBND and BIMSX.


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Drawdown Indicators


FBNDBIMSXDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-13.07%

-4.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-1.87%

-0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-2.57%

-3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-13.00%

-4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

-13.07%

-4.18%

Current Drawdown

Current decline from peak

-1.23%

-0.89%

-0.34%

Average Drawdown

Average peak-to-trough decline

-3.34%

-1.59%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.63%

+0.28%

Volatility

FBND vs. BIMSX - Volatility Comparison

Fidelity Total Bond ETF (FBND) has a higher volatility of 1.35% compared to Baird Intermediate Bond Fund (BIMSX) at 0.88%. This indicates that FBND's price experiences larger fluctuations and is considered to be riskier than BIMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBNDBIMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.88%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

1.84%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

2.50%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

3.88%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.10%

3.25%

+2.85%

FBND vs. BIMSX - Expense Ratio Comparison

FBND has a 0.36% expense ratio, which is lower than BIMSX's 0.55% expense ratio.


Dividends

FBND vs. BIMSX - Dividend Comparison

FBND's dividend yield for the trailing twelve months is around 4.69%, more than BIMSX's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
BIMSX
Baird Intermediate Bond Fund
3.59%3.50%3.44%2.81%1.81%1.90%3.08%2.16%2.14%1.98%1.89%2.21%
FBND
Fidelity Total Bond ETF
4.69%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Frequently Asked Questions


FBND and BIMSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBND has higher volatility (1.35%) compared to BIMSX (0.88%). In terms of maximum drawdown, FBND dropped -17.25% vs BIMSX's -13.07%.

BIMSX currently has the higher Sharpe Ratio (1.61 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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