PortfoliosLab logoPortfoliosLab logo
FBNDX vs. FTKFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBNDX vs. FTKFX - 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 K6 Fund (FTKFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FBNDX vs. FTKFX - 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%1.22%
FTKFX
Fidelity Total Bond K6 Fund
-0.43%7.53%2.36%6.65%-13.23%-0.46%8.75%10.03%-0.75%1.14%

Returns By Period

In the year-to-date period, FBNDX achieves a -0.50% return, which is significantly lower than FTKFX's -0.43% 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%

FTKFX

1D
0.46%
1M
-2.32%
YTD
-0.43%
6M
0.55%
1Y
4.20%
3Y*
4.19%
5Y*
0.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FBNDX vs. FTKFX - Expense Ratio Comparison

FBNDX has a 0.45% expense ratio, which is higher than FTKFX's 0.30% expense ratio.


Return for Risk

FBNDX vs. FTKFX — 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

FTKFX
FTKFX Risk / Return Rank: 6363
Overall Rank
FTKFX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FTKFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTKFX Omega Ratio Rank: 4949
Omega Ratio Rank
FTKFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTKFX Martin Ratio Rank: 6060
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. FTKFX - 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 K6 Fund (FTKFX). 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.


FBNDXFTKFXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.11

-0.15

Sortino ratio

Return per unit of downside risk

1.39

1.58

-0.19

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

1.73

1.85

-0.12

Martin ratio

Return relative to average drawdown

5.05

5.66

-0.62

FBNDX vs. FTKFX - Sharpe Ratio Comparison

The current FBNDX Sharpe Ratio is 0.96, which is comparable to the FTKFX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FBNDX and FTKFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FBNDXFTKFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.11

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.15

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.45

+0.08

Correlation

The correlation between FBNDX and FTKFX is 0.96, 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. FTKFX - Dividend Comparison

FBNDX's dividend yield for the trailing twelve months is around 3.58%, less than FTKFX's 4.25% 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%
FTKFX
Fidelity Total Bond K6 Fund
4.25%4.61%4.76%3.86%2.53%2.24%5.51%3.26%2.94%1.63%0.00%0.00%

Drawdowns

FBNDX vs. FTKFX - Drawdown Comparison

The maximum FBNDX drawdown since its inception was -42.76%, which is greater than FTKFX's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for FBNDX and FTKFX.


Loading graphics...

Drawdown Indicators


FBNDXFTKFXDifference

Max Drawdown

Largest peak-to-trough decline

-42.76%

-17.81%

-24.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.81%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-17.81%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-2.44%

-2.32%

-0.12%

Average Drawdown

Average peak-to-trough decline

-10.37%

-4.24%

-6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.92%

+0.07%

Volatility

FBNDX vs. FTKFX - Volatility Comparison

Fidelity Investment Grade Bond Fund (FBNDX) and Fidelity Total Bond K6 Fund (FTKFX) have volatilities of 1.63% and 1.64%, 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.


Loading graphics...

Volatility by Period


FBNDXFTKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.64%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.62%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

4.42%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

5.63%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

4.93%

+0.07%