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FBNDX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBNDX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Investment Grade Bond Fund (FBNDX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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FBNDX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBNDX
Fidelity Investment Grade Bond Fund
-0.50%7.37%0.93%6.51%-14.04%-1.13%9.79%9.82%-0.35%3.92%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, FBNDX achieves a -0.50% return, which is significantly higher than FSKAX's -6.77% return. Over the past 10 years, FBNDX has underperformed FSKAX with an annualized return of 2.21%, while FSKAX has yielded a comparatively higher 13.23% annualized return.


FBNDX

1D
0.56%
1M
-2.30%
YTD
-0.50%
6M
0.36%
1Y
3.77%
3Y*
3.56%
5Y*
0.23%
10Y*
2.21%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBNDX vs. FSKAX - Expense Ratio Comparison

FBNDX has a 0.45% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

FBNDX vs. FSKAX — Risk / Return Rank

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

FBNDX
FBNDX Risk / Return Rank: 5353
Overall Rank
FBNDX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FBNDX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FBNDX Omega Ratio Rank: 3636
Omega Ratio Rank
FBNDX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FBNDX Martin Ratio Rank: 5252
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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.

FBNDX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Investment Grade Bond Fund (FBNDX) and Fidelity Total Market Index Fund (FSKAX). 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.


FBNDXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.83

+0.13

Sortino ratio

Return per unit of downside risk

1.39

1.29

+0.10

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.73

1.04

+0.69

Martin ratio

Return relative to average drawdown

5.05

5.05

0.00

FBNDX vs. FSKAX - Sharpe Ratio Comparison

The current FBNDX Sharpe Ratio is 0.96, which is comparable to the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FBNDX and FSKAX, 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


FBNDXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.83

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.59

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.72

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.78

-0.25

Correlation

The correlation between FBNDX and FSKAX is -0.07. 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.


Dividends

FBNDX vs. FSKAX - Dividend Comparison

FBNDX's dividend yield for the trailing twelve months is around 3.58%, more than FSKAX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FBNDX
Fidelity Investment Grade Bond Fund
3.58%3.87%3.34%3.56%1.98%1.34%4.70%2.75%2.86%2.18%2.72%2.66%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FBNDX vs. FSKAX - Drawdown Comparison

The maximum FBNDX drawdown since its inception was -42.76%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FBNDX and FSKAX.


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Drawdown Indicators


FBNDXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-42.76%

-35.01%

-7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-12.42%

+9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-25.39%

+6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

-35.01%

+16.27%

Current Drawdown

Current decline from peak

-2.44%

-8.92%

+6.48%

Average Drawdown

Average peak-to-trough decline

-10.37%

-4.05%

-6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.57%

-1.58%

Volatility

FBNDX vs. FSKAX - Volatility Comparison

The current volatility for Fidelity Investment Grade Bond Fund (FBNDX) is 1.63%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 4.42%. This indicates that FBNDX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBNDXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

4.42%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

9.40%

-6.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

18.50%

-13.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

17.38%

-11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

18.42%

-13.42%