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FCNVX vs. BRCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCNVX vs. BRCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Conservative Income Bond Institutional Class (FCNVX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). The values are adjusted to include any dividend payments, if applicable.

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FCNVX vs. BRCAX - 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%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
28.09%18.41%5.47%-3.44%7.77%19.18%7.75%4.20%-12.18%4.49%

Returns By Period

In the year-to-date period, FCNVX achieves a 0.52% return, which is significantly lower than BRCAX's 28.09% return. Over the past 10 years, FCNVX has underperformed BRCAX with an annualized return of 2.51%, while BRCAX has yielded a comparatively higher 8.47% 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%

BRCAX

1D
0.12%
1M
9.67%
YTD
28.09%
6M
36.55%
1Y
42.64%
3Y*
16.47%
5Y*
13.13%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCNVX vs. BRCAX - Expense Ratio Comparison

FCNVX has a 0.25% expense ratio, which is lower than BRCAX's 1.40% expense ratio.


Return for Risk

FCNVX vs. BRCAX — 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

BRCAX
BRCAX Risk / Return Rank: 9696
Overall Rank
BRCAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
BRCAX Omega Ratio Rank: 9393
Omega Ratio Rank
BRCAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCAX Martin Ratio Rank: 9797
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. BRCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Conservative Income Bond Institutional Class (FCNVX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). 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.


FCNVXBRCAXDifference

Sharpe ratio

Return per unit of total volatility

3.18

2.54

+0.64

Sortino ratio

Return per unit of downside risk

14.52

3.07

+11.45

Omega ratio

Gain probability vs. loss probability

6.34

1.47

+4.87

Calmar ratio

Return relative to maximum drawdown

21.58

4.74

+16.84

Martin ratio

Return relative to average drawdown

84.59

15.96

+68.62

FCNVX vs. BRCAX - Sharpe Ratio Comparison

The current FCNVX Sharpe Ratio is 3.18, which is comparable to the BRCAX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of FCNVX and BRCAX, 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


FCNVXBRCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

2.54

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.69

0.85

+1.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.44

0.60

+1.85

Sharpe Ratio (All Time)

Calculated using the full available price history

2.17

0.16

+2.01

Correlation

The correlation between FCNVX and BRCAX 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. BRCAX - Dividend Comparison

FCNVX's dividend yield for the trailing twelve months is around 3.91%, less than BRCAX's 10.94% 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%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
10.94%14.02%4.85%3.80%9.98%16.92%0.00%0.89%0.17%0.00%2.58%0.00%

Drawdowns

FCNVX vs. BRCAX - Drawdown Comparison

The maximum FCNVX drawdown since its inception was -2.19%, smaller than the maximum BRCAX drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for FCNVX and BRCAX.


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Drawdown Indicators


FCNVXBRCAXDifference

Max Drawdown

Largest peak-to-trough decline

-2.19%

-60.98%

+58.79%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-9.22%

+9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-0.59%

-20.66%

+20.07%

Max Drawdown (10Y)

Largest decline over 10 years

-2.19%

-38.44%

+36.25%

Current Drawdown

Current decline from peak

-0.10%

0.00%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.05%

-28.80%

+28.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

2.74%

-2.69%

Volatility

FCNVX vs. BRCAX - Volatility Comparison

The current volatility for Fidelity Conservative Income Bond Institutional Class (FCNVX) is 0.10%, while Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a volatility of 7.01%. This indicates that FCNVX experiences smaller price fluctuations and is considered to be less risky than BRCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNVXBRCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

7.01%

-6.91%

Volatility (6M)

Calculated over the trailing 6-month period

0.81%

14.86%

-14.05%

Volatility (1Y)

Calculated over the trailing 1-year period

1.28%

17.12%

-15.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.27%

15.62%

-14.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.03%

14.26%

-13.23%