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FCNVX vs. FYBTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCNVX vs. FYBTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Conservative Income Bond Institutional Class (FCNVX) and Fidelity Series Short-Term Credit Fund (FYBTX). The values are adjusted to include any dividend payments, if applicable.

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FCNVX vs. FYBTX - 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%
FYBTX
Fidelity Series Short-Term Credit Fund
0.00%5.72%5.13%6.08%-3.50%-0.54%3.99%5.07%1.66%1.50%

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with FCNVX having a 2.51% annualized return and FYBTX not far ahead at 2.52%.


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%

FYBTX

1D
0.10%
1M
-0.70%
YTD
0.00%
6M
1.06%
1Y
3.89%
3Y*
5.06%
5Y*
2.62%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCNVX vs. FYBTX - Expense Ratio Comparison

FCNVX has a 0.25% expense ratio, which is higher than FYBTX's 0.00% 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. FYBTX — 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

FYBTX
FYBTX Risk / Return Rank: 9494
Overall Rank
FYBTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FYBTX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FYBTX Omega Ratio Rank: 9494
Omega Ratio Rank
FYBTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FYBTX Martin Ratio Rank: 9595
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. FYBTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Conservative Income Bond Institutional Class (FCNVX) and Fidelity Series Short-Term Credit Fund (FYBTX). 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.


FCNVXFYBTXDifference

Sharpe ratio

Return per unit of total volatility

3.18

1.98

+1.20

Sortino ratio

Return per unit of downside risk

14.52

3.55

+10.97

Omega ratio

Gain probability vs. loss probability

6.34

1.49

+4.85

Calmar ratio

Return relative to maximum drawdown

21.58

3.68

+17.90

Martin ratio

Return relative to average drawdown

84.59

13.27

+71.32

FCNVX vs. FYBTX - Sharpe Ratio Comparison

The current FCNVX Sharpe Ratio is 3.18, which is higher than the FYBTX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FCNVX and FYBTX, 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


FCNVXFYBTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

1.98

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.69

1.22

+1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.44

1.33

+1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

2.17

1.35

+0.82

Correlation

The correlation between FCNVX and FYBTX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCNVX vs. FYBTX - Dividend Comparison

FCNVX's dividend yield for the trailing twelve months is around 3.91%, less than FYBTX's 4.34% 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%
FYBTX
Fidelity Series Short-Term Credit Fund
4.34%4.66%3.67%2.76%1.26%1.65%2.31%2.72%2.45%1.59%1.24%0.00%

Drawdowns

FCNVX vs. FYBTX - Drawdown Comparison

The maximum FCNVX drawdown since its inception was -2.19%, smaller than the maximum FYBTX drawdown of -6.00%. Use the drawdown chart below to compare losses from any high point for FCNVX and FYBTX.


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Drawdown Indicators


FCNVXFYBTXDifference

Max Drawdown

Largest peak-to-trough decline

-2.19%

-6.00%

+3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-1.19%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-0.59%

-6.00%

+5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-2.19%

-6.00%

+3.81%

Current Drawdown

Current decline from peak

-0.10%

-0.89%

+0.79%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.72%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.33%

-0.28%

Volatility

FCNVX vs. FYBTX - Volatility Comparison

The current volatility for Fidelity Conservative Income Bond Institutional Class (FCNVX) is 0.10%, while Fidelity Series Short-Term Credit Fund (FYBTX) has a volatility of 0.53%. This indicates that FCNVX experiences smaller price fluctuations and is considered to be less risky than FYBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNVXFYBTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.53%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.81%

1.31%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.28%

2.05%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.27%

2.16%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.03%

1.90%

-0.87%