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FCOR vs. FCBFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCOR and FCBFX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

FCOR vs. FCBFX - Performance Comparison

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

26.00%28.00%30.00%32.00%December2025FebruaryMarchAprilMay
30.65%
28.94%
FCOR
FCBFX

Key characteristics

Sharpe Ratio

FCOR:

1.13

FCBFX:

0.90

Sortino Ratio

FCOR:

1.65

FCBFX:

1.34

Omega Ratio

FCOR:

1.20

FCBFX:

1.16

Calmar Ratio

FCOR:

0.60

FCBFX:

0.42

Martin Ratio

FCOR:

3.54

FCBFX:

2.62

Ulcer Index

FCOR:

1.98%

FCBFX:

2.02%

Daily Std Dev

FCOR:

6.19%

FCBFX:

5.88%

Max Drawdown

FCOR:

-22.60%

FCBFX:

-23.12%

Current Drawdown

FCOR:

-5.99%

FCBFX:

-7.35%

Returns By Period

In the year-to-date period, FCOR achieves a 1.46% return, which is significantly higher than FCBFX's 1.37% return. Over the past 10 years, FCOR has outperformed FCBFX with an annualized return of 2.60%, while FCBFX has yielded a comparatively lower 2.39% annualized return.


FCOR

YTD

1.46%

1M

-1.28%

6M

1.36%

1Y

5.81%

5Y*

0.99%

10Y*

2.60%

FCBFX

YTD

1.37%

1M

-1.18%

6M

0.70%

1Y

5.51%

5Y*

0.26%

10Y*

2.39%

*Annualized

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FCOR vs. FCBFX - Expense Ratio Comparison

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


Expense ratio chart for FCBFX: current value is 0.44%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCBFX: 0.44%
Expense ratio chart for FCOR: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCOR: 0.36%

Risk-Adjusted Performance

FCOR vs. FCBFX — Risk-Adjusted Performance Rank

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

FCOR
The Risk-Adjusted Performance Rank of FCOR is 7575
Overall Rank
The Sharpe Ratio Rank of FCOR is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FCOR is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FCOR is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FCOR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FCOR is 7474
Martin Ratio Rank

FCBFX
The Risk-Adjusted Performance Rank of FCBFX is 6161
Overall Rank
The Sharpe Ratio Rank of FCBFX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FCBFX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FCBFX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FCBFX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FCBFX is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCOR vs. FCBFX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for FCOR, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.00
FCOR: 0.91
FCBFX: 0.90
The chart of Sortino ratio for FCOR, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.00
FCOR: 1.33
FCBFX: 1.34
The chart of Omega ratio for FCOR, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
FCOR: 1.16
FCBFX: 1.16
The chart of Calmar ratio for FCOR, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.00
FCOR: 0.49
FCBFX: 0.42
The chart of Martin ratio for FCOR, currently valued at 2.83, compared to the broader market0.0020.0040.0060.00
FCOR: 2.83
FCBFX: 2.62

The current FCOR Sharpe Ratio is 1.13, which is comparable to the FCBFX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FCOR and FCBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2025FebruaryMarchAprilMay
0.91
0.90
FCOR
FCBFX

Dividends

FCOR vs. FCBFX - Dividend Comparison

FCOR's dividend yield for the trailing twelve months is around 4.49%, more than FCBFX's 4.05% yield.


TTM20242023202220212020201920182017201620152014
FCOR
Fidelity Corporate Bond ETF
4.49%4.35%3.70%3.30%2.34%2.96%3.10%3.65%2.81%3.04%3.82%0.63%
FCBFX
Fidelity Corporate Bond Fund
4.05%3.94%3.74%3.37%2.53%2.58%3.29%3.64%3.17%3.26%3.32%3.07%

Drawdowns

FCOR vs. FCBFX - Drawdown Comparison

The maximum FCOR drawdown since its inception was -22.60%, roughly equal to the maximum FCBFX drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for FCOR and FCBFX. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%December2025FebruaryMarchAprilMay
-5.99%
-7.35%
FCOR
FCBFX

Volatility

FCOR vs. FCBFX - Volatility Comparison

Fidelity Corporate Bond ETF (FCOR) has a higher volatility of 3.10% compared to Fidelity Corporate Bond Fund (FCBFX) at 2.35%. This indicates that FCOR's price experiences larger fluctuations and is considered to be riskier than FCBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%December2025FebruaryMarchAprilMay
3.10%
2.35%
FCOR
FCBFX