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FBND vs. FNBGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBND vs. FNBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond ETF (FBND) and Fidelity Long-Term Treasury Bond Index Fund (FNBGX). 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 0.34% return, which is significantly higher than FNBGX's 0.32% return.


FBND

1D
0.22%
1M
-0.71%
YTD
0.34%
6M
1.01%
1Y
4.37%
3Y*
4.30%
5Y*
1.05%
10Y*
2.80%

FNBGX

1D
0.44%
1M
-1.78%
YTD
0.32%
6M
-0.31%
1Y
-1.47%
3Y*
-1.61%
5Y*
-4.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBND vs. FNBGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBND
Fidelity Total Bond ETF
0.34%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%0.26%
FNBGX
Fidelity Long-Term Treasury Bond Index Fund
0.32%5.30%-6.18%3.20%-29.89%-5.17%17.58%14.24%-1.62%1.86%

Correlation

The correlation between FBND and FNBGX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


FBND vs. FNBGX - Expense Ratio Comparison

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


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Return for Risk

FBND vs. FNBGX — Risk / Return Rank

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

FBND
FBND Risk / Return Rank: 5151
Overall Rank
FBND Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 5555
Sortino Ratio Rank
FBND Omega Ratio Rank: 4646
Omega Ratio Rank
FBND Calmar Ratio Rank: 5353
Calmar Ratio Rank
FBND Martin Ratio Rank: 4242
Martin Ratio Rank

FNBGX
FNBGX Risk / Return Rank: 44
Overall Rank
FNBGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FNBGX Sortino Ratio Rank: 44
Sortino Ratio Rank
FNBGX Omega Ratio Rank: 44
Omega Ratio Rank
FNBGX Calmar Ratio Rank: 44
Calmar Ratio Rank
FNBGX Martin Ratio Rank: 44
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. FNBGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond ETF (FBND) and Fidelity Long-Term Treasury Bond Index Fund (FNBGX). 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.


FBNDFNBGXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.02

+1.06

Sortino ratio

Return per unit of downside risk

1.51

0.09

+1.42

Omega ratio

Gain probability vs. loss probability

1.19

1.01

+0.18

Calmar ratio

Return relative to maximum drawdown

1.71

0.01

+1.70

Martin ratio

Return relative to average drawdown

5.27

0.02

+5.25

FBND vs. FNBGX - Sharpe Ratio Comparison

The current FBND Sharpe Ratio is 1.08, which is higher than the FNBGX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of FBND and FNBGX, 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


FBNDFNBGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.02

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

-0.34

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.07

+0.52

Drawdowns

FBND vs. FNBGX - Drawdown Comparison

The maximum FBND drawdown since its inception was -17.25%, smaller than the maximum FNBGX drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for FBND and FNBGX.


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Drawdown Indicators


FBNDFNBGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-46.86%

+29.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-8.75%

+6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-41.54%

+24.29%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

-1.59%

-37.05%

+35.46%

Average Drawdown

Average peak-to-trough decline

-3.38%

-21.34%

+17.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

3.99%

-3.09%

Volatility

FBND vs. FNBGX - Volatility Comparison

The current volatility for Fidelity Total Bond ETF (FBND) is 1.68%, while Fidelity Long-Term Treasury Bond Index Fund (FNBGX) has a volatility of 3.57%. This indicates that FBND experiences smaller price fluctuations and is considered to be less risky than FNBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBNDFNBGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

3.57%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

6.04%

-3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

10.41%

-5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.90%

14.59%

-8.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.08%

14.30%

-8.22%

Dividends

FBND vs. FNBGX - Dividend Comparison

FBND's dividend yield for the trailing twelve months is around 4.72%, more than FNBGX's 3.94% yield.


TTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.72%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
FNBGX
Fidelity Long-Term Treasury Bond Index Fund
3.94%3.88%3.75%3.20%2.26%2.47%3.96%2.63%2.93%0.70%0.00%0.00%