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FCBFX vs. FCOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCBFX vs. FCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Corporate Bond Fund (FCBFX) and Fidelity Corporate Bond ETF (FCOR). The values are adjusted to include any dividend payments, if applicable.

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FCBFX vs. FCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCBFX
Fidelity Corporate Bond Fund
-1.20%7.86%2.82%8.82%-17.11%-1.59%10.59%14.48%-2.56%6.83%
FCOR
Fidelity Corporate Bond ETF
-0.39%7.88%3.01%8.95%-15.88%-1.64%11.39%14.87%-3.04%6.13%

Returns By Period

In the year-to-date period, FCBFX achieves a -1.20% return, which is significantly lower than FCOR's -0.39% return. Over the past 10 years, FCBFX has underperformed FCOR with an annualized return of 2.84%, while FCOR has yielded a comparatively higher 3.11% annualized return.


FCBFX

1D
0.57%
1M
-2.76%
YTD
-1.20%
6M
-0.42%
1Y
4.08%
3Y*
4.82%
5Y*
0.46%
10Y*
2.84%

FCOR

1D
0.66%
1M
-2.03%
YTD
-0.39%
6M
0.43%
1Y
4.95%
3Y*
5.13%
5Y*
0.83%
10Y*
3.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCBFX vs. FCOR - Expense Ratio Comparison

FCBFX has a 0.44% expense ratio, which is higher than FCOR's 0.36% expense ratio.


Return for Risk

FCBFX vs. FCOR — Risk / Return Rank

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

FCBFX
FCBFX Risk / Return Rank: 5252
Overall Rank
FCBFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FCBFX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FCBFX Omega Ratio Rank: 3939
Omega Ratio Rank
FCBFX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FCBFX Martin Ratio Rank: 5151
Martin Ratio Rank

FCOR
FCOR Risk / Return Rank: 5656
Overall Rank
FCOR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 5050
Sortino Ratio Rank
FCOR Omega Ratio Rank: 4848
Omega Ratio Rank
FCOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
FCOR Martin Ratio Rank: 5656
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.

FCBFX vs. FCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Corporate Bond Fund (FCBFX) and Fidelity Corporate Bond ETF (FCOR). 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.


FCBFXFCORDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.96

+0.02

Sortino ratio

Return per unit of downside risk

1.37

1.31

+0.06

Omega ratio

Gain probability vs. loss probability

1.17

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.55

1.68

-0.13

Martin ratio

Return relative to average drawdown

5.00

5.30

-0.31

FCBFX vs. FCOR - Sharpe Ratio Comparison

The current FCBFX Sharpe Ratio is 0.98, which is comparable to the FCOR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FCBFX and FCOR, 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


FCBFXFCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.96

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.12

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.44

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.42

+0.28

Correlation

The correlation between FCBFX and FCOR 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

FCBFX vs. FCOR - Dividend Comparison

FCBFX's dividend yield for the trailing twelve months is around 3.85%, less than FCOR's 4.52% yield.


TTM20252024202320222021202020192018201720162015
FCBFX
Fidelity Corporate Bond Fund
3.85%4.11%3.95%3.74%2.53%2.82%3.19%3.28%3.65%3.16%3.55%3.01%
FCOR
Fidelity Corporate Bond ETF
4.52%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%

Drawdowns

FCBFX vs. FCOR - Drawdown Comparison

The maximum FCBFX drawdown since its inception was -23.23%, roughly equal to the maximum FCOR drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for FCBFX and FCOR.


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Drawdown Indicators


FCBFXFCORDifference

Max Drawdown

Largest peak-to-trough decline

-23.23%

-22.60%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-3.13%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-23.21%

-22.60%

-0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-23.23%

-22.60%

-0.63%

Current Drawdown

Current decline from peak

-2.76%

-2.03%

-0.73%

Average Drawdown

Average peak-to-trough decline

-4.00%

-4.78%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.99%

+0.04%

Volatility

FCBFX vs. FCOR - Volatility Comparison

The current volatility for Fidelity Corporate Bond Fund (FCBFX) is 1.85%, while Fidelity Corporate Bond ETF (FCOR) has a volatility of 2.20%. This indicates that FCBFX experiences smaller price fluctuations and is considered to be less risky than FCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCBFXFCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

2.20%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

3.05%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

5.22%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

7.06%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.94%

7.12%

-1.18%