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FBNDX vs. PCGTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBNDX vs. PCGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Investment Grade Bond Fund (FBNDX) and PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX). 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 0.62% return, which is significantly lower than PCGTX's 3.21% return. Over the past 10 years, FBNDX has outperformed PCGTX with an annualized return of 2.11%, while PCGTX has yielded a comparatively lower 1.55% annualized return.


FBNDX

1D
0.42%
1M
0.89%
YTD
0.62%
6M
0.80%
1Y
4.25%
3Y*
4.18%
5Y*
0.13%
10Y*
2.11%

PCGTX

1D
0.57%
1M
0.38%
YTD
3.21%
6M
3.12%
1Y
7.87%
3Y*
4.86%
5Y*
0.40%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBNDX vs. PCGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBNDX
Fidelity Investment Grade Bond Fund
0.62%7.37%0.93%6.51%-14.04%-1.13%9.79%9.82%-0.35%3.92%
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
3.21%7.84%0.98%5.12%-13.48%-0.61%5.75%6.55%0.17%2.83%

Correlation

The correlation between FBNDX and PCGTX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.88

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

0.88

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

0.82

Correlation (All Time)
Calculated using the full available price history since Aug 18, 1995

0.80

The correlation between FBNDX and PCGTX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

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Return for Risk

FBNDX vs. PCGTX — Risk / Return Rank

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

FBNDX
FBNDX Risk / Return Rank: 1919
Overall Rank
FBNDX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FBNDX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FBNDX Omega Ratio Rank: 1818
Omega Ratio Rank
FBNDX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FBNDX Martin Ratio Rank: 1818
Martin Ratio Rank

PCGTX
PCGTX Risk / Return Rank: 5555
Overall Rank
PCGTX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PCGTX Sortino Ratio Rank: 6161
Sortino Ratio Rank
PCGTX Omega Ratio Rank: 5454
Omega Ratio Rank
PCGTX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PCGTX Martin Ratio Rank: 5151
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. PCGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Investment Grade Bond Fund (FBNDX) and PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX). 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.


FBNDXPCGTXDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratioReturn relative to maximum drawdown

1.41

2.79

-1.38

Martin ratioReturn relative to average drawdown

3.93

8.96

-5.03

FBNDX vs. PCGTX - Sharpe Ratio Comparison

The current FBNDX Sharpe Ratio is 1.05, which is lower than the PCGTX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FBNDX and PCGTX, 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. PCGTX - Drawdown Comparison

The maximum FBNDX drawdown since its inception was -42.76%, which is greater than PCGTX's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for FBNDX and PCGTX.


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Drawdown Indicators


FBNDXPCGTXDifference

Max Drawdown

Largest peak-to-trough decline

-42.76%

-19.34%

-23.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-3.09%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-7.94%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-19.20%

+0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

-19.34%

+0.60%

Current Drawdown

Current decline from peak

-1.35%

-1.12%

-0.23%

Average Drawdown

Average peak-to-trough decline

-10.33%

-1.85%

-8.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

0.93%

+0.15%

Volatility

FBNDX vs. PCGTX - Volatility Comparison

The current volatility for Fidelity Investment Grade Bond Fund (FBNDX) is 1.24%, while PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX) has a volatility of 1.60%. This indicates that FBNDX experiences smaller price fluctuations and is considered to be less risky than PCGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBNDXPCGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.60%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

4.58%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

5.66%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.04%

7.19%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

5.41%

-0.38%

FBNDX vs. PCGTX - Expense Ratio Comparison

FBNDX has a 0.45% expense ratio, which is lower than PCGTX's 0.73% expense ratio.


Dividends

FBNDX vs. PCGTX - Dividend Comparison

FBNDX's dividend yield for the trailing twelve months is around 3.90%, less than PCGTX's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FBNDX
Fidelity Investment Grade Bond Fund
3.90%3.87%3.34%3.56%1.98%1.34%4.70%2.75%2.86%2.18%2.72%2.66%
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
4.07%3.78%5.36%5.02%3.67%2.87%3.23%3.53%3.34%2.96%2.71%2.21%

Frequently Asked Questions


FBNDX and PCGTX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCGTX has higher volatility (1.60%) compared to FBNDX (1.24%). In terms of maximum drawdown, FBNDX dropped -42.76% vs PCGTX's -19.34%.

PCGTX currently has the higher Sharpe Ratio (1.53 vs 1.05), 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 PCGTX

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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