PortfoliosLab logoPortfoliosLab logo
FDVLX vs. FIBUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDVLX vs. FIBUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Value Fund (FDVLX) and Fidelity Flex U.S. Bond Index Fund (FIBUX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FDVLX achieves a 25.25% return, which is significantly higher than FIBUX's -0.63% return.


FDVLX

1D
-0.86%
1M
2.74%
6M
17.18%
YTD
25.25%
1Y
36.12%
3Y*
24.41%
5Y*
16.19%
10Y*
14.40%
ALL TIME*
11.47%

FIBUX

1D
-0.33%
1M
-1.42%
6M
-0.63%
YTD
-0.63%
1Y
3.00%
3Y*
3.81%
5Y*
-0.53%
10Y*
ALL TIME*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FDVLX vs. FIBUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDVLX
Fidelity Value Fund
25.25%11.32%30.11%19.57%-9.07%35.30%9.33%31.68%-17.58%9.76%
FIBUX
Fidelity Flex U.S. Bond Index Fund
-0.63%7.20%1.31%5.46%-13.41%-2.16%7.08%8.58%0.12%3.81%

Correlation

The correlation between FDVLX and FIBUX is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2017

-0.03

The correlation between FDVLX and FIBUX shifts across timeframes, from -0.03 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FDVLX vs. FIBUX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDVLX
FDVLX Risk / Return Rank: 8686
Overall Rank
FDVLX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FDVLX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FDVLX Omega Ratio Rank: 8080
Omega Ratio Rank
FDVLX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FDVLX Martin Ratio Rank: 9292
Martin Ratio Rank

FIBUX
FIBUX Risk / Return Rank: 1616
Overall Rank
FIBUX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FIBUX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FIBUX Omega Ratio Rank: 1515
Omega Ratio Rank
FIBUX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FIBUX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDVLX vs. FIBUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Fund (FDVLX) and Fidelity Flex U.S. Bond Index Fund (FIBUX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDVLXFIBUXDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.37

1.12

+0.25

Calmar ratioReturn relative to maximum drawdown

3.50

0.90

+2.60

Martin ratioReturn relative to average drawdown

13.35

2.23

+11.12

FDVLX vs. FIBUX - Sharpe Ratio Comparison

The current FDVLX Sharpe Ratio is 2.14, which is higher than the FIBUX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FDVLX and FIBUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FDVLX vs. FIBUX - Drawdown Comparison

The maximum FDVLX drawdown since its inception was -66.91%, which is greater than FIBUX's maximum drawdown of -19.76%. Use the drawdown chart below to compare losses from any high point for FDVLX and FIBUX.


Loading charts...

Drawdown Indicators


FDVLXFIBUXDifference

Max Drawdown

Largest peak-to-trough decline

-66.91%

-19.76%

-47.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-2.97%

-6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-31.45%

-5.08%

-26.37%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-18.40%

-13.05%

Max Drawdown (10Y)

Largest decline over 10 years

-48.66%

Current Drawdown

Current decline from peak

-0.86%

-4.49%

+3.63%

Average Drawdown

Average peak-to-trough decline

-9.00%

-5.76%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

1.20%

+1.42%

Volatility

FDVLX vs. FIBUX - Volatility Comparison

Fidelity Value Fund (FDVLX) has a higher volatility of 3.27% compared to Fidelity Flex U.S. Bond Index Fund (FIBUX) at 0.99%. This indicates that FDVLX's price experiences larger fluctuations and is considered to be riskier than FIBUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FDVLXFIBUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

0.99%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

3.01%

+8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

3.91%

+12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.49%

6.04%

+20.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.14%

5.09%

+20.05%

FDVLX vs. FIBUX - Expense Ratio Comparison

FDVLX has a 0.79% expense ratio, which is higher than FIBUX's 0.00% expense ratio.


Dividends

FDVLX vs. FIBUX - Dividend Comparison

FDVLX's dividend yield for the trailing twelve months is around 8.02%, more than FIBUX's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
FDVLX
Fidelity Value Fund
8.02%10.05%33.05%3.71%7.08%9.79%0.98%3.34%16.25%3.38%1.26%10.97%
FIBUX
Fidelity Flex U.S. Bond Index Fund
4.15%3.95%3.65%2.93%1.62%1.18%2.32%2.96%2.70%2.45%0.00%0.00%

Frequently Asked Questions


FDVLX and FIBUX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDVLX has higher volatility (3.27%) compared to FIBUX (0.99%). In terms of maximum drawdown, FDVLX dropped -66.91% vs FIBUX's -19.76%.

FDVLX currently has the higher Sharpe Ratio (2.14 vs 0.69), 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

Find the right allocation for FDVLX and FIBUX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer