PortfoliosLab logoPortfoliosLab logo
FBND vs. IMTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBND vs. IMTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond ETF (FBND) and iShares Core 5-10 Year USD Bond ETF (IMTB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FBND achieves a 0.61% return, which is significantly higher than IMTB's 0.14% return.


FBND

1D
0.11%
1M
0.25%
YTD
0.61%
6M
0.60%
1Y
5.08%
3Y*
4.80%
5Y*
0.86%
10Y*
2.57%

IMTB

1D
0.16%
1M
0.13%
YTD
0.14%
6M
0.49%
1Y
5.66%
3Y*
4.82%
5Y*
0.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBND vs. IMTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBND
Fidelity Total Bond ETF
0.61%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%
IMTB
iShares Core 5-10 Year USD Bond ETF
0.14%8.88%1.94%6.10%-12.75%-1.41%6.25%8.62%-0.45%4.88%

Correlation

The correlation between FBND and IMTB is 0.93, 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

0.93

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

0.94

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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2016

0.80

The correlation between FBND and IMTB shifts across timeframes, from 0.80 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FBND vs. IMTB — Risk / Return Rank

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

FBND
FBND Risk / Return Rank: 3838
Overall Rank
FBND Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 3939
Sortino Ratio Rank
FBND Omega Ratio Rank: 3636
Omega Ratio Rank
FBND Calmar Ratio Rank: 3939
Calmar Ratio Rank
FBND Martin Ratio Rank: 3838
Martin Ratio Rank

IMTB
IMTB Risk / Return Rank: 4141
Overall Rank
IMTB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4343
Sortino Ratio Rank
IMTB Omega Ratio Rank: 3939
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4141
Calmar Ratio Rank
IMTB 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. IMTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond ETF (FBND) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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.


FBNDIMTBDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.91

1.99

-0.08

Martin ratioReturn relative to average drawdown

5.77

6.13

-0.37

FBND vs. IMTB - Sharpe Ratio Comparison

The current FBND Sharpe Ratio is 1.34, which is comparable to the IMTB Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FBND and IMTB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FBNDIMTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.41

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.09

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.36

+0.08

Drawdowns

FBND vs. IMTB - Drawdown Comparison

The maximum FBND drawdown since its inception was -17.25%, roughly equal to the maximum IMTB drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for FBND and IMTB.


Loading charts...

Drawdown Indicators


FBNDIMTBDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-18.15%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-2.86%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-6.80%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-18.11%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

-1.32%

-1.58%

+0.26%

Average Drawdown

Average peak-to-trough decline

-3.35%

-4.13%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.92%

-0.04%

Volatility

FBND vs. IMTB - Volatility Comparison

The current volatility for Fidelity Total Bond ETF (FBND) is 1.26%, while iShares Core 5-10 Year USD Bond ETF (IMTB) has a volatility of 1.46%. This indicates that FBND experiences smaller price fluctuations and is considered to be less risky than IMTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FBNDIMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.46%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

3.02%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

4.05%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

6.28%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

5.18%

+0.91%

FBND vs. IMTB - Expense Ratio Comparison

FBND has a 0.36% expense ratio, which is higher than IMTB's 0.06% expense ratio.


Dividends

FBND vs. IMTB - Dividend Comparison

FBND's dividend yield for the trailing twelve months is around 4.70%, more than IMTB's 4.52% 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%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.52%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%0.00%

Frequently Asked Questions


With a correlation of 0.93, FBND and IMTB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IMTB has higher volatility (1.46%) compared to FBND (1.26%). In terms of maximum drawdown, FBND dropped -17.25% vs IMTB's -18.15%.

On 5-year performance, FBND leads with 0.86% vs 0.58% for IMTB. On fees, IMTB is cheaper at 0.06% per year. On volatility, FBND has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FBND has performed better with a 0.86% return vs 0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMTB is cheaper with a 0.06% expense ratio, compared with 0.36% for FBND.

FBND has the higher dividend yield at 4.70%, compared with 4.52% for IMTB.

They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.36% for FBND and 0.06% for IMTB.

IMTB currently has the higher Sharpe Ratio (1.41 vs 1.34), 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 IMTB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer