FCOR vs. IEI
Compare and contrast key facts about Fidelity Corporate Bond ETF (FCOR) and iShares 3-7 Year Treasury Bond ETF (IEI).
FCOR and IEI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCOR is an actively managed fund by Fidelity. It was launched on Oct 6, 2014. IEI is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 3-7 Year Treasury Bond Index. It was launched on Jan 11, 2007.
Performance
FCOR vs. IEI - Performance Comparison
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FCOR vs. IEI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCOR Fidelity Corporate Bond ETF | -0.39% | 7.88% | 3.01% | 8.95% | -15.88% | -1.64% | 11.39% | 14.87% | -3.04% | 6.13% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.05% | 6.96% | 1.81% | 4.42% | -9.51% | -2.54% | 6.95% | 5.71% | 1.36% | 1.22% |
Returns By Period
In the year-to-date period, FCOR achieves a -0.39% return, which is significantly lower than IEI's -0.05% return. Over the past 10 years, FCOR has outperformed IEI with an annualized return of 3.11%, while IEI has yielded a comparatively lower 1.35% annualized return.
FCOR
- 1D
- 0.66%
- 1M
- -2.03%
- YTD
- -0.39%
- 6M
- 0.43%
- 1Y
- 4.95%
- 3Y*
- 5.13%
- 5Y*
- 0.83%
- 10Y*
- 3.11%
IEI
- 1D
- 0.14%
- 1M
- -1.49%
- YTD
- -0.05%
- 6M
- 1.02%
- 1Y
- 4.01%
- 3Y*
- 3.43%
- 5Y*
- 0.47%
- 10Y*
- 1.35%
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FCOR vs. IEI - Expense Ratio Comparison
FCOR has a 0.36% expense ratio, which is higher than IEI's 0.15% expense ratio.
Return for Risk
FCOR vs. IEI — Risk / Return Rank
FCOR
IEI
FCOR vs. IEI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Corporate Bond ETF (FCOR) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.
| FCOR | IEI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.17 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.76 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.88 | -0.20 |
Martin ratioReturn relative to average drawdown | 5.30 | 6.05 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCOR | IEI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.17 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.10 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.35 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.71 | -0.29 |
Correlation
The correlation between FCOR and IEI is 0.70, 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
FCOR vs. IEI - Dividend Comparison
FCOR's dividend yield for the trailing twelve months is around 4.52%, more than IEI's 3.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCOR Fidelity Corporate Bond ETF | 4.52% | 4.47% | 4.35% | 3.70% | 3.30% | 2.34% | 2.99% | 3.10% | 3.65% | 2.81% | 3.04% | 3.82% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.55% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
Drawdowns
FCOR vs. IEI - Drawdown Comparison
The maximum FCOR drawdown since its inception was -22.60%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for FCOR and IEI.
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Drawdown Indicators
| FCOR | IEI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.60% | -14.60% | -8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -2.20% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | -13.88% | -8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -22.60% | -14.60% | -8.00% |
Current DrawdownCurrent decline from peak | -2.03% | -1.49% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -2.68% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.68% | +0.31% |
Volatility
FCOR vs. IEI - Volatility Comparison
Fidelity Corporate Bond ETF (FCOR) has a higher volatility of 2.20% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 1.25%. This indicates that FCOR's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCOR | IEI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 1.25% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 2.06% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.22% | 3.44% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.06% | 4.75% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.12% | 3.93% | +3.19% |