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FBNDX vs. FTHRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBNDX vs. FTHRX - Performance Comparison

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

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FBNDX vs. FTHRX - 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%
FTHRX
Fidelity Intermediate Bond Fund
-0.49%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%0.52%2.31%

Returns By Period

The year-to-date returns for both investments are quite close, with FBNDX having a -0.50% return and FTHRX slightly higher at -0.49%. Over the past 10 years, FBNDX has outperformed FTHRX with an annualized return of 2.21%, while FTHRX has yielded a comparatively lower 2.07% 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%

FTHRX

1D
0.29%
1M
-1.72%
YTD
-0.49%
6M
0.55%
1Y
3.89%
3Y*
4.22%
5Y*
1.13%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBNDX vs. FTHRX - Expense Ratio Comparison

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


Return for Risk

FBNDX vs. FTHRX — 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

FTHRX
FTHRX Risk / Return Rank: 8080
Overall Rank
FTHRX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 7171
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 8080
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. FTHRX - Risk-Adjusted Trends Comparison

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


FBNDXFTHRXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.41

-0.45

Sortino ratio

Return per unit of downside risk

1.39

2.11

-0.73

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.10

Calmar ratio

Return relative to maximum drawdown

1.73

2.19

-0.46

Martin ratio

Return relative to average drawdown

5.05

7.84

-2.79

FBNDX vs. FTHRX - Sharpe Ratio Comparison

The current FBNDX Sharpe Ratio is 0.96, which is lower than the FTHRX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FBNDX and FTHRX, 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


FBNDXFTHRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.41

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.28

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.61

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.91

-0.39

Correlation

The correlation between FBNDX and FTHRX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FBNDX vs. FTHRX - Dividend Comparison

FBNDX's dividend yield for the trailing twelve months is around 3.58%, more than FTHRX's 3.35% 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%
FTHRX
Fidelity Intermediate Bond Fund
3.35%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%

Drawdowns

FBNDX vs. FTHRX - Drawdown Comparison

The maximum FBNDX drawdown since its inception was -42.76%, which is greater than FTHRX's maximum drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for FBNDX and FTHRX.


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Drawdown Indicators


FBNDXFTHRXDifference

Max Drawdown

Largest peak-to-trough decline

-42.76%

-19.01%

-23.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.11%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-13.18%

-5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

-13.25%

-5.49%

Current Drawdown

Current decline from peak

-2.44%

-1.72%

-0.72%

Average Drawdown

Average peak-to-trough decline

-10.37%

-3.07%

-7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.59%

+0.40%

Volatility

FBNDX vs. FTHRX - Volatility Comparison

Fidelity Investment Grade Bond Fund (FBNDX) has a higher volatility of 1.63% compared to Fidelity Intermediate Bond Fund (FTHRX) at 1.11%. This indicates that FBNDX's price experiences larger fluctuations and is considered to be riskier than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBNDXFTHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.11%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

1.84%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

3.08%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

4.00%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

3.39%

+1.61%