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FEPIX vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEPIX vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond Fund (FEPIX) and iShares Expanded Tech-Software Sector ETF (IGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEPIX achieves a 0.55% return, which is significantly higher than IGV's -17.38% return. Over the past 10 years, FEPIX has underperformed IGV with an annualized return of 2.34%, while IGV has yielded a comparatively higher 15.70% annualized return.


FEPIX

1D
0.21%
1M
0.99%
YTD
0.55%
6M
0.89%
1Y
5.14%
3Y*
4.49%
5Y*
0.38%
10Y*
2.34%

IGV

1D
-2.00%
1M
-7.11%
YTD
-17.38%
6M
-19.85%
1Y
-16.92%
3Y*
9.05%
5Y*
2.55%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEPIX vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEPIX
Fidelity Total Bond Fund
0.55%7.45%1.71%6.79%-13.55%-0.46%9.29%9.83%-0.82%4.24%
IGV
iShares Expanded Tech-Software Sector ETF
-17.38%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%

Correlation

The correlation between FEPIX and IGV is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.12

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2004

-0.07

The correlation between FEPIX and IGV shifts across timeframes, from -0.07 (all time) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FEPIX vs. IGV — Risk / Return Rank

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

FEPIX
FEPIX Risk / Return Rank: 2525
Overall Rank
FEPIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FEPIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
FEPIX Omega Ratio Rank: 2323
Omega Ratio Rank
FEPIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FEPIX Martin Ratio Rank: 2222
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 44
Overall Rank
IGV Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 44
Sortino Ratio Rank
IGV Omega Ratio Rank: 44
Omega Ratio Rank
IGV Calmar Ratio Rank: 55
Calmar Ratio Rank
IGV Martin Ratio Rank: 44
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.

FEPIX vs. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FEPIX) and iShares Expanded Tech-Software Sector ETF (IGV). 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.


FEPIXIGVDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.23

0.92

+0.32

Calmar ratioReturn relative to maximum drawdown

1.78

-0.46

+2.24

Martin ratioReturn relative to average drawdown

5.01

-0.95

+5.96

FEPIX vs. IGV - Sharpe Ratio Comparison

The current FEPIX Sharpe Ratio is 1.33, which is higher than the IGV Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of FEPIX and IGV, 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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Drawdowns

FEPIX vs. IGV - Drawdown Comparison

The maximum FEPIX drawdown since its inception was -18.40%, smaller than the maximum IGV drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for FEPIX and IGV.


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Drawdown Indicators


FEPIXIGVDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-63.45%

+45.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-36.61%

+33.70%

Max Drawdown (3Y)

Largest decline over 3 years

-5.85%

-36.61%

+30.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.40%

-45.85%

+27.45%

Max Drawdown (10Y)

Largest decline over 10 years

-18.40%

-45.85%

+27.45%

Current Drawdown

Current decline from peak

-1.32%

-25.86%

+24.54%

Average Drawdown

Average peak-to-trough decline

-2.47%

-14.46%

+11.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

17.87%

-16.84%

Volatility

FEPIX vs. IGV - Volatility Comparison

The current volatility for Fidelity Total Bond Fund (FEPIX) is 1.16%, while iShares Expanded Tech-Software Sector ETF (IGV) has a volatility of 12.72%. This indicates that FEPIX experiences smaller price fluctuations and is considered to be less risky than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEPIXIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

12.72%

-11.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

24.91%

-22.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

28.33%

-24.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

27.97%

-22.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

26.42%

-21.69%

FEPIX vs. IGV - Expense Ratio Comparison

FEPIX has a 0.50% expense ratio, which is higher than IGV's 0.39% expense ratio.


Dividends

FEPIX vs. IGV - Dividend Comparison

FEPIX's dividend yield for the trailing twelve months is around 4.30%, more than IGV's 0.02% yield.


PositionTTM20252024202320222021202020192018201720162015
FEPIX
Fidelity Total Bond Fund
4.30%4.31%3.74%3.74%2.49%1.87%5.17%2.97%3.14%2.92%3.55%3.25%
IGV
iShares Expanded Tech-Software Sector ETF
0.02%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%

Frequently Asked Questions


FEPIX and IGV have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGV has higher volatility (12.72%) compared to FEPIX (1.16%). In terms of maximum drawdown, FEPIX dropped -18.40% vs IGV's -63.45%.

FEPIX currently has the higher Sharpe Ratio (1.33 vs -0.60), 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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