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FCNVX vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCNVX vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Conservative Income Bond Institutional Class (FCNVX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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FCNVX vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCNVX
Fidelity Conservative Income Bond Institutional Class
0.52%4.51%5.43%5.86%0.85%-0.06%1.10%3.00%1.82%1.42%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.88%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Returns By Period

In the year-to-date period, FCNVX achieves a 0.52% return, which is significantly lower than BIL's 0.88% return. Over the past 10 years, FCNVX has outperformed BIL with an annualized return of 2.51%, while BIL has yielded a comparatively lower 2.13% annualized return.


FCNVX

1D
0.00%
1M
-0.10%
YTD
0.52%
6M
1.54%
1Y
3.88%
3Y*
5.02%
5Y*
3.41%
10Y*
2.51%

BIL

1D
0.03%
1M
0.30%
YTD
0.88%
6M
1.84%
1Y
4.00%
3Y*
4.71%
5Y*
3.28%
10Y*
2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCNVX vs. BIL - Expense Ratio Comparison

FCNVX has a 0.25% expense ratio, which is higher than BIL's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FCNVX vs. BIL — Risk / Return Rank

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

FCNVX
FCNVX Risk / Return Rank: 100100
Overall Rank
FCNVX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FCNVX Sortino Ratio Rank: 100100
Sortino Ratio Rank
FCNVX Omega Ratio Rank: 100100
Omega Ratio Rank
FCNVX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FCNVX Martin Ratio Rank: 100100
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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.

FCNVX vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Conservative Income Bond Institutional Class (FCNVX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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.


FCNVXBILDifference

Sharpe ratio

Return per unit of total volatility

3.18

19.52

-16.34

Sortino ratio

Return per unit of downside risk

14.52

254.20

-239.68

Omega ratio

Gain probability vs. loss probability

6.34

180.39

-174.05

Calmar ratio

Return relative to maximum drawdown

21.58

368.00

-346.43

Martin ratio

Return relative to average drawdown

84.59

4,131.71

-4,047.13

FCNVX vs. BIL - Sharpe Ratio Comparison

The current FCNVX Sharpe Ratio is 3.18, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of FCNVX and BIL, 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


FCNVXBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

19.52

-16.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.69

12.55

-9.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.44

8.23

-5.79

Sharpe Ratio (All Time)

Calculated using the full available price history

2.17

2.73

-0.56

Correlation

The correlation between FCNVX and BIL is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCNVX vs. BIL - Dividend Comparison

FCNVX's dividend yield for the trailing twelve months is around 3.91%, less than BIL's 3.96% yield.


TTM20252024202320222021202020192018201720162015
FCNVX
Fidelity Conservative Income Bond Institutional Class
3.91%4.41%5.17%4.97%1.24%0.24%0.99%2.45%2.21%1.30%1.01%0.48%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
3.96%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%

Drawdowns

FCNVX vs. BIL - Drawdown Comparison

The maximum FCNVX drawdown since its inception was -2.19%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for FCNVX and BIL.


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Drawdown Indicators


FCNVXBILDifference

Max Drawdown

Largest peak-to-trough decline

-2.19%

-0.78%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-0.01%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-0.59%

-0.12%

-0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-2.19%

-0.21%

-1.98%

Current Drawdown

Current decline from peak

-0.10%

0.00%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.26%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.00%

+0.05%

Volatility

FCNVX vs. BIL - Volatility Comparison

Fidelity Conservative Income Bond Institutional Class (FCNVX) has a higher volatility of 0.10% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that FCNVX's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNVXBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.06%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.81%

0.14%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

1.28%

0.21%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.27%

0.26%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.03%

0.26%

+0.77%