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FBND vs. FCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBND vs. FCOR - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with FBND having a 0.50% return and FCOR slightly lower at 0.48%. Over the past 10 years, FBND has underperformed FCOR with an annualized return of 2.56%, while FCOR has yielded a comparatively higher 2.89% annualized return.


FBND

1D
-0.20%
1M
0.31%
YTD
0.50%
6M
0.30%
1Y
5.59%
3Y*
4.70%
5Y*
0.83%
10Y*
2.56%

FCOR

1D
-0.21%
1M
0.67%
YTD
0.48%
6M
0.32%
1Y
6.06%
3Y*
5.65%
5Y*
0.70%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBND vs. FCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBND
Fidelity Total Bond ETF
0.50%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%
FCOR
Fidelity Corporate Bond ETF
0.48%7.88%3.01%8.95%-15.88%-1.64%11.39%14.87%-3.04%6.13%

Correlation

The correlation between FBND and FCOR is 0.88, 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

0.88

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

0.93

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

0.92

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

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2014

0.78

The correlation between FBND and FCOR shifts across timeframes, from 0.78 (all time) to 0.93 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FBND vs. FCOR — 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: 4040
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 4242
Sortino Ratio Rank
FBND Omega Ratio Rank: 3737
Omega Ratio Rank
FBND Calmar Ratio Rank: 4242
Calmar Ratio Rank
FBND Martin Ratio Rank: 3939
Martin Ratio Rank

FCOR
FCOR Risk / Return Rank: 3838
Overall Rank
FCOR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 3838
Sortino Ratio Rank
FCOR Omega Ratio Rank: 3737
Omega Ratio Rank
FCOR Calmar Ratio Rank: 4040
Calmar Ratio Rank
FCOR Martin Ratio Rank: 3939
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. FCOR - Risk-Adjusted Trends Comparison

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


FBNDFCORDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.11

1.99

+0.12

Martin ratioReturn relative to average drawdown

6.37

6.21

+0.16

FBND vs. FCOR - Sharpe Ratio Comparison

The current FBND Sharpe Ratio is 1.46, which is comparable to the FCOR Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FBND and FCOR, 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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Sharpe Ratios by Period


FBNDFCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.39

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.10

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.41

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.43

+0.02

Drawdowns

FBND vs. FCOR - Drawdown Comparison

The maximum FBND drawdown since its inception was -17.25%, smaller than the maximum FCOR drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for FBND and FCOR.


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Drawdown Indicators


FBNDFCORDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-22.60%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-3.06%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-6.60%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-22.60%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

-22.60%

+5.35%

Current Drawdown

Current decline from peak

-1.43%

-1.18%

-0.25%

Average Drawdown

Average peak-to-trough decline

-3.35%

-4.73%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.98%

-0.10%

Volatility

FBND vs. FCOR - Volatility Comparison

The current volatility for Fidelity Total Bond ETF (FBND) is 1.27%, while Fidelity Corporate Bond ETF (FCOR) has a volatility of 1.61%. This indicates that FBND experiences smaller price fluctuations and is considered to be less risky than FCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBNDFCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.61%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

3.32%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

4.38%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

7.06%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.10%

7.10%

-1.00%

FBND vs. FCOR - Expense Ratio Comparison

Both FBND and FCOR have an expense ratio of 0.36%.


Dividends

FBND vs. FCOR - Dividend Comparison

FBND's dividend yield for the trailing twelve months is around 4.70%, more than FCOR's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.70%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
FCOR
Fidelity Corporate Bond ETF
4.55%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%

Frequently Asked Questions


FBND and FCOR have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCOR has higher volatility (1.61%) compared to FBND (1.27%). In terms of maximum drawdown, FBND dropped -17.25% vs FCOR's -22.60%.

On 10-year performance, FCOR leads with 2.89% vs 2.56% for FBND. Both ETFs have the same 0.36% expense ratio. On volatility, FBND has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FCOR has performed better with a 2.89% return vs 2.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FBND and FCOR have the same expense ratio: 0.36% per year.

FBND has the higher dividend yield at 4.70%, compared with 4.55% for FCOR.

FBND is categorized as Intermediate Core-Plus Bond, while FCOR is Corporate Bonds.

FBND currently has the higher Sharpe Ratio (1.46 vs 1.39), 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.

Portfolio Optimizer

Find the right allocation for FBND and FCOR

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