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FBND vs. BNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBND vs. BNDX - Performance Comparison

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

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FBND vs. BNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBND
Fidelity Total Bond ETF
0.12%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%
BNDX
Vanguard Total International Bond ETF
0.02%2.86%3.57%8.77%-12.76%-2.29%4.65%7.87%2.81%2.40%

Returns By Period

In the year-to-date period, FBND achieves a 0.12% return, which is significantly higher than BNDX's 0.02% return. Over the past 10 years, FBND has outperformed BNDX with an annualized return of 2.78%, while BNDX has yielded a comparatively lower 1.75% annualized return.


FBND

1D
-0.02%
1M
-1.32%
YTD
0.12%
6M
0.77%
1Y
4.53%
3Y*
4.42%
5Y*
1.01%
10Y*
2.78%

BNDX

1D
0.15%
1M
-1.65%
YTD
0.02%
6M
0.27%
1Y
2.71%
3Y*
3.88%
5Y*
0.20%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBND vs. BNDX - Expense Ratio Comparison

FBND has a 0.36% expense ratio, which is higher than BNDX's 0.07% expense ratio.


Return for Risk

FBND vs. BNDX — Risk / Return Rank

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

FBND
FBND Risk / Return Rank: 5454
Overall Rank
FBND Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 5353
Sortino Ratio Rank
FBND Omega Ratio Rank: 4444
Omega Ratio Rank
FBND Calmar Ratio Rank: 6464
Calmar Ratio Rank
FBND Martin Ratio Rank: 5252
Martin Ratio Rank

BNDX
BNDX Risk / Return Rank: 4040
Overall Rank
BNDX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 4040
Sortino Ratio Rank
BNDX Omega Ratio Rank: 3636
Omega Ratio Rank
BNDX Calmar Ratio Rank: 3838
Calmar Ratio Rank
BNDX Martin Ratio Rank: 4242
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. BNDX - Risk-Adjusted Trends Comparison

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


FBNDBNDXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.85

+0.18

Sortino ratio

Return per unit of downside risk

1.44

1.19

+0.24

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.69

1.01

+0.68

Martin ratio

Return relative to average drawdown

5.25

4.10

+1.16

FBND vs. BNDX - Sharpe Ratio Comparison

The current FBND Sharpe Ratio is 1.03, which is comparable to the BNDX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FBND and BNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FBNDBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.85

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.04

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.43

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.61

-0.16

Correlation

The correlation between FBND and BNDX is 0.68, 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.


Dividends

FBND vs. BNDX - Dividend Comparison

FBND's dividend yield for the trailing twelve months is around 4.73%, more than BNDX's 4.46% yield.


TTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
BNDX
Vanguard Total International Bond ETF
4.46%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%

Drawdowns

FBND vs. BNDX - Drawdown Comparison

The maximum FBND drawdown since its inception was -17.25%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for FBND and BNDX.


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Drawdown Indicators


FBNDBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-16.23%

-1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.93%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-15.86%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

-16.23%

-1.02%

Current Drawdown

Current decline from peak

-1.80%

-1.99%

+0.19%

Average Drawdown

Average peak-to-trough decline

-3.38%

-3.10%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.72%

+0.18%

Volatility

FBND vs. BNDX - Volatility Comparison

Fidelity Total Bond ETF (FBND) and Vanguard Total International Bond ETF (BNDX) have volatilities of 1.66% and 1.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBNDBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.74%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.29%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

3.21%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.90%

4.81%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.08%

4.05%

+2.03%