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FCOR vs. FIGB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCOR vs. FIGB - Performance Comparison

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

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Returns By Period

In the year-to-date period, FCOR achieves a 0.48% return, which is significantly higher than FIGB's 0.14% return.


FCOR

1D
-0.21%
1M
0.67%
YTD
0.48%
6M
0.32%
1Y
6.06%
3Y*
5.65%
5Y*
0.70%
10Y*
2.89%

FIGB

1D
-0.14%
1M
0.11%
YTD
0.14%
6M
0.08%
1Y
4.93%
3Y*
4.09%
5Y*
0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCOR vs. FIGB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCOR
Fidelity Corporate Bond ETF
0.48%7.88%3.01%8.95%-15.88%3.15%
FIGB
Fidelity Investment Grade Bond ETF
0.14%6.95%1.51%6.65%-13.43%1.77%

Correlation

The correlation between FCOR and FIGB is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2021

0.85

The correlation between FCOR and FIGB has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

FCOR vs. FIGB — Risk / Return Rank

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

FCOR
FCOR Risk / Return Rank: 3838
Overall Rank
FCOR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 3838
Sortino Ratio Rank
FCOR Omega Ratio Rank: 3737
Omega Ratio Rank
FCOR Calmar Ratio Rank: 4040
Calmar Ratio Rank
FCOR Martin Ratio Rank: 3939
Martin Ratio Rank

FIGB
FIGB Risk / Return Rank: 3232
Overall Rank
FIGB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FIGB Sortino Ratio Rank: 3232
Sortino Ratio Rank
FIGB Omega Ratio Rank: 3030
Omega Ratio Rank
FIGB Calmar Ratio Rank: 3434
Calmar Ratio Rank
FIGB Martin Ratio Rank: 3434
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.

FCOR vs. FIGB - Risk-Adjusted Trends Comparison

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


FCORFIGBDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

1.99

1.69

+0.30

Martin ratioReturn relative to average drawdown

6.21

5.25

+0.96

FCOR vs. FIGB - Sharpe Ratio Comparison

The current FCOR Sharpe Ratio is 1.39, which is comparable to the FIGB Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FCOR and FIGB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FCORFIGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.19

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.04

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.07

+0.36

Drawdowns

FCOR vs. FIGB - Drawdown Comparison

The maximum FCOR drawdown since its inception was -22.60%, which is greater than FIGB's maximum drawdown of -18.08%. Use the drawdown chart below to compare losses from any high point for FCOR and FIGB.


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Drawdown Indicators


FCORFIGBDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-18.08%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-2.93%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

-6.17%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-18.08%

-4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-22.60%

Current Drawdown

Current decline from peak

-1.18%

-1.60%

+0.42%

Average Drawdown

Average peak-to-trough decline

-4.73%

-6.92%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.94%

+0.04%

Volatility

FCOR vs. FIGB - Volatility Comparison

Fidelity Corporate Bond ETF (FCOR) has a higher volatility of 1.61% compared to Fidelity Investment Grade Bond ETF (FIGB) at 1.42%. This indicates that FCOR's price experiences larger fluctuations and is considered to be riskier than FIGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCORFIGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.42%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

2.87%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

4.16%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.06%

6.28%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.10%

6.17%

+0.93%

FCOR vs. FIGB - Expense Ratio Comparison

Both FCOR and FIGB have an expense ratio of 0.36%.


Dividends

FCOR vs. FIGB - Dividend Comparison

FCOR's dividend yield for the trailing twelve months is around 4.55%, more than FIGB's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
FCOR
Fidelity Corporate Bond ETF
4.55%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%
FIGB
Fidelity Investment Grade Bond ETF
4.11%4.15%4.28%3.79%2.44%1.10%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCOR and FIGB have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCOR has higher volatility (1.61%) compared to FIGB (1.42%). In terms of maximum drawdown, FCOR dropped -22.60% vs FIGB's -18.08%.

On 5-year performance, FCOR leads with 0.70% vs 0.24% for FIGB. Both ETFs have the same 0.36% expense ratio. On volatility, FIGB has been the lower-risk option at 1.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FCOR has performed better with a 0.70% return vs 0.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FCOR and FIGB have the same expense ratio: 0.36% per year.

FCOR has the higher dividend yield at 4.55%, compared with 4.11% for FIGB.

FCOR is categorized as Corporate Bonds, while FIGB is Intermediate Core Bond.

FCOR currently has the higher Sharpe Ratio (1.39 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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