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FEMG vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEMG vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Enhanced Mid Cap Growth ETF (FEMG) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FEMG

1D
0.82%
1M
1.31%
YTD
6M
1Y
3Y*
5Y*
10Y*

FBND

1D
0.48%
1M
1.18%
YTD
1.21%
6M
1.00%
1Y
4.91%
3Y*
4.90%
5Y*
0.92%
10Y*
2.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEMG vs. FBND - Yearly Performance Comparison


Correlation

The correlation between FEMG and FBND is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 30, 2026

0.67

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Return for Risk

FEMG vs. FBND — Risk / Return Rank

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

FEMG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FBND
FBND Risk / Return Rank: 3939
Overall Rank
FBND Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 4141
Sortino Ratio Rank
FBND Omega Ratio Rank: 3636
Omega Ratio Rank
FBND Calmar Ratio Rank: 4040
Calmar Ratio Rank
FBND Martin Ratio Rank: 3737
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.

FEMG vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Mid Cap Growth ETF (FEMG) and Fidelity Total Bond ETF (FBND). 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.


FEMGFBNDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.85

Martin ratioReturn relative to average drawdown

5.29

FEMG vs. FBND - Sharpe Ratio Comparison


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Drawdowns

FEMG vs. FBND - Drawdown Comparison

The maximum FEMG drawdown since its inception was -4.66%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for FEMG and FBND.


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Drawdown Indicators


FEMGFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-4.66%

-17.25%

+12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

-1.89%

-0.73%

-1.16%

Average Drawdown

Average peak-to-trough decline

-1.37%

-3.34%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

FEMG vs. FBND - Volatility Comparison


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Volatility by Period


FEMGFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

3.85%

+12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

5.93%

+10.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

6.10%

+10.44%

FEMG vs. FBND - Expense Ratio Comparison

FEMG has a 0.23% expense ratio, which is lower than FBND's 0.36% expense ratio.


Dividends

FEMG vs. FBND - Dividend Comparison

FEMG's dividend yield for the trailing twelve months is around 0.10%, less than FBND's 4.67% yield.


PositionTTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.67%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
FEMG
Fidelity Enhanced Mid Cap Growth ETF
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FEMG and FBND have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FEMG is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEMG is cheaper with a 0.23% expense ratio, compared with 0.36% for FBND.

FBND has the higher dividend yield at 4.67%, compared with 0.10% for FEMG.

FEMG is categorized as Mid Cap Growth Equities, while FBND is Intermediate Core-Plus Bond. Their fees differ too: 0.23% for FEMG and 0.36% for FBND.

Portfolio Optimizer

Find the right allocation for FEMG and FBND

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

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