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FBND vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBND and BND is -0.02. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

FBND vs. BND - Performance Comparison

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

15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.17%
16.75%
FBND
BND

Key characteristics

Sharpe Ratio

FBND:

1.23

BND:

1.20

Sortino Ratio

FBND:

1.79

BND:

1.74

Omega Ratio

FBND:

1.21

BND:

1.21

Calmar Ratio

FBND:

0.64

BND:

0.47

Martin Ratio

FBND:

3.54

BND:

3.09

Ulcer Index

FBND:

1.87%

BND:

2.05%

Daily Std Dev

FBND:

5.40%

BND:

5.28%

Max Drawdown

FBND:

-17.25%

BND:

-18.84%

Current Drawdown

FBND:

-4.14%

BND:

-7.70%

Returns By Period

In the year-to-date period, FBND achieves a 1.47% return, which is significantly lower than BND's 1.83% return. Over the past 10 years, FBND has outperformed BND with an annualized return of 2.06%, while BND has yielded a comparatively lower 1.30% annualized return.


FBND

YTD

1.47%

1M

-0.72%

6M

0.77%

1Y

6.22%

5Y*

0.43%

10Y*

2.06%

BND

YTD

1.83%

1M

-0.32%

6M

0.99%

1Y

6.09%

5Y*

-1.02%

10Y*

1.30%

*Annualized

Compare stocks, funds, or ETFs

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FBND vs. BND - Expense Ratio Comparison

FBND has a 0.36% expense ratio, which is higher than BND's 0.03% expense ratio.


Expense ratio chart for FBND: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBND: 0.36%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

FBND vs. BND — Risk-Adjusted Performance Rank

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

FBND
The Risk-Adjusted Performance Rank of FBND is 8383
Overall Rank
The Sharpe Ratio Rank of FBND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 7979
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBND vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond ETF (FBND) and Vanguard Total Bond Market ETF (BND). 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.


The chart of Sharpe ratio for FBND, currently valued at 1.23, compared to the broader market-1.000.001.002.003.004.00
FBND: 1.23
BND: 1.20
The chart of Sortino ratio for FBND, currently valued at 1.79, compared to the broader market-2.000.002.004.006.008.00
FBND: 1.79
BND: 1.74
The chart of Omega ratio for FBND, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
FBND: 1.21
BND: 1.21
The chart of Calmar ratio for FBND, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
FBND: 0.64
BND: 0.47
The chart of Martin ratio for FBND, currently valued at 3.54, compared to the broader market0.0020.0040.0060.00
FBND: 3.54
BND: 3.09

The current FBND Sharpe Ratio is 1.23, which is comparable to the BND Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FBND and BND, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.23
1.20
FBND
BND

Dividends

FBND vs. BND - Dividend Comparison

FBND's dividend yield for the trailing twelve months is around 4.66%, more than BND's 3.73% yield.


TTM20242023202220212020201920182017201620152014
FBND
Fidelity Total Bond ETF
4.66%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%
BND
Vanguard Total Bond Market ETF
3.73%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

FBND vs. BND - Drawdown Comparison

The maximum FBND drawdown since its inception was -17.25%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FBND and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-4.14%
-7.70%
FBND
BND

Volatility

FBND vs. BND - Volatility Comparison

Fidelity Total Bond ETF (FBND) has a higher volatility of 2.23% compared to Vanguard Total Bond Market ETF (BND) at 2.10%. This indicates that FBND's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.23%
2.10%
FBND
BND