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

Performance

FBNDX vs. FUMBX - Performance Comparison

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

Loading graphics...

FBNDX vs. FUMBX - 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%0.40%
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
-0.20%5.83%3.25%4.47%-5.84%-1.38%4.22%4.19%1.47%-0.33%

Returns By Period

In the year-to-date period, FBNDX achieves a -0.50% return, which is significantly lower than FUMBX's -0.20% 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%

FUMBX

1D
0.19%
1M
-1.15%
YTD
-0.20%
6M
0.95%
1Y
3.45%
3Y*
3.77%
5Y*
1.29%
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. FUMBX - Expense Ratio Comparison

FBNDX has a 0.45% expense ratio, which is higher than FUMBX's 0.03% expense ratio.


Return for Risk

FBNDX vs. FUMBX — 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

FUMBX
FUMBX Risk / Return Rank: 8888
Overall Rank
FUMBX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FUMBX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FUMBX Omega Ratio Rank: 8585
Omega Ratio Rank
FUMBX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FUMBX Martin Ratio Rank: 8787
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. FUMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Investment Grade Bond Fund (FBNDX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX). 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.


FBNDXFUMBXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.64

-0.68

Sortino ratio

Return per unit of downside risk

1.39

2.58

-1.19

Omega ratio

Gain probability vs. loss probability

1.17

1.35

-0.18

Calmar ratio

Return relative to maximum drawdown

1.73

2.66

-0.93

Martin ratio

Return relative to average drawdown

5.05

9.30

-4.26

FBNDX vs. FUMBX - Sharpe Ratio Comparison

The current FBNDX Sharpe Ratio is 0.96, which is lower than the FUMBX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FBNDX and FUMBX, 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


FBNDXFUMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.64

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.45

-0.41

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

0.72

-0.20

Correlation

The correlation between FBNDX and FUMBX is 0.79, 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. FUMBX - Dividend Comparison

FBNDX's dividend yield for the trailing twelve months is around 3.58%, more than FUMBX's 3.42% 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%
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
3.42%3.51%2.91%1.64%0.86%1.15%1.41%1.88%1.64%0.34%0.00%0.00%

Drawdowns

FBNDX vs. FUMBX - Drawdown Comparison

The maximum FBNDX drawdown since its inception was -42.76%, which is greater than FUMBX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for FBNDX and FUMBX.


Loading graphics...

Drawdown Indicators


FBNDXFUMBXDifference

Max Drawdown

Largest peak-to-trough decline

-42.76%

-8.83%

-33.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-1.54%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-8.60%

-10.14%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-2.44%

-1.15%

-1.29%

Average Drawdown

Average peak-to-trough decline

-10.37%

-1.88%

-8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.44%

+0.55%

Volatility

FBNDX vs. FUMBX - Volatility Comparison

Fidelity Investment Grade Bond Fund (FBNDX) has a higher volatility of 1.63% compared to Fidelity Short-Term Treasury Bond Index Fund (FUMBX) at 0.76%. This indicates that FBNDX's price experiences larger fluctuations and is considered to be riskier than FUMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FBNDXFUMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

0.76%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

1.37%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

2.32%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

2.89%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

2.49%

+2.51%