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FBNDX vs. FTBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBNDX vs. FTBFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FBNDX achieves a 0.34% return, which is significantly lower than FTBFX's 0.57% return. Over the past 10 years, FBNDX has underperformed FTBFX with an annualized return of 2.10%, while FTBFX has yielded a comparatively higher 2.46% annualized return.


FBNDX

1D
0.28%
1M
0.89%
YTD
0.34%
6M
0.66%
1Y
4.54%
3Y*
4.08%
5Y*
-0.04%
10Y*
2.10%

FTBFX

1D
0.21%
1M
0.89%
YTD
0.57%
6M
0.92%
1Y
5.08%
3Y*
4.76%
5Y*
0.58%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBNDX vs. FTBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBNDX
Fidelity Investment Grade Bond Fund
0.34%7.37%0.93%6.51%-14.04%-1.13%9.79%9.82%-0.35%3.92%
FTBFX
Fidelity Total Bond Fund
0.57%7.50%2.13%7.25%-13.58%-0.44%9.34%9.89%-0.66%4.19%

Correlation

The correlation between FBNDX and FTBFX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.97

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2002

0.94

The correlation between FBNDX and FTBFX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

FBNDX vs. FTBFX — Risk / Return Rank

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

FBNDX
FBNDX Risk / Return Rank: 1818
Overall Rank
FBNDX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FBNDX Sortino Ratio Rank: 1919
Sortino Ratio Rank
FBNDX Omega Ratio Rank: 1616
Omega Ratio Rank
FBNDX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FBNDX Martin Ratio Rank: 1717
Martin Ratio Rank

FTBFX
FTBFX Risk / Return Rank: 2525
Overall Rank
FTBFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 2727
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 2424
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FTBFX Martin Ratio Rank: 2222
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. FTBFX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FBNDXFTBFXDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

1.51

1.76

-0.25

Martin ratioReturn relative to average drawdown

4.25

5.10

-0.85

FBNDX vs. FTBFX - Sharpe Ratio Comparison

The current FBNDX Sharpe Ratio is 1.12, which is comparable to the FTBFX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FBNDX and FTBFX, 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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Drawdowns

FBNDX vs. FTBFX - Drawdown Comparison

The maximum FBNDX drawdown since its inception was -42.76%, which is greater than FTBFX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for FBNDX and FTBFX.


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Drawdown Indicators


FBNDXFTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-42.76%

-18.25%

-24.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-2.89%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-5.82%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-18.25%

-0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

-18.25%

-0.49%

Current Drawdown

Current decline from peak

-1.62%

-1.31%

-0.31%

Average Drawdown

Average peak-to-trough decline

-10.34%

-2.32%

-8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

1.00%

+0.07%

Volatility

FBNDX vs. FTBFX - Volatility Comparison

Fidelity Investment Grade Bond Fund (FBNDX) and Fidelity Total Bond Fund (FTBFX) have volatilities of 1.25% and 1.21%, 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


FBNDXFTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.21%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

2.88%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

3.80%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

5.67%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

4.73%

+0.29%

FBNDX vs. FTBFX - Expense Ratio Comparison

Both FBNDX and FTBFX have an expense ratio of 0.45%.


Dividends

FBNDX vs. FTBFX - Dividend Comparison

FBNDX's dividend yield for the trailing twelve months is around 3.91%, less than FTBFX's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
FBNDX
Fidelity Investment Grade Bond Fund
3.91%3.87%3.34%3.56%1.98%1.34%4.70%2.75%2.86%2.18%2.72%2.66%
FTBFX
Fidelity Total Bond Fund
4.36%4.36%4.15%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%

Frequently Asked Questions


With a correlation of 0.96, FBNDX and FTBFX 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.

FBNDX has higher volatility (1.25%) compared to FTBFX (1.21%). In terms of maximum drawdown, FBNDX dropped -42.76% vs FTBFX's -18.25%.

FTBFX currently has the higher Sharpe Ratio (1.34 vs 1.12), 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 FBNDX and FTBFX

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

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