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FHLC vs. FIGB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHLC vs. FIGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Health Care Index ETF (FHLC) 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, FHLC achieves a -3.90% return, which is significantly lower than FIGB's 0.14% return.


FHLC

1D
0.82%
1M
1.50%
YTD
-3.90%
6M
-4.11%
1Y
14.43%
3Y*
6.14%
5Y*
4.50%
10Y*
9.14%

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)

FHLC vs. FIGB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FHLC
Fidelity MSCI Health Care Index ETF
-3.90%15.42%2.48%2.58%-5.55%23.56%
FIGB
Fidelity Investment Grade Bond ETF
0.14%6.95%1.51%6.65%-13.43%1.77%

Correlation

The correlation between FHLC and FIGB is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.23

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

0.20

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

0.20

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Return for Risk

FHLC vs. FIGB — Risk / Return Rank

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

FHLC
FHLC Risk / Return Rank: 2727
Overall Rank
FHLC Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FHLC Sortino Ratio Rank: 2929
Sortino Ratio Rank
FHLC Omega Ratio Rank: 2626
Omega Ratio Rank
FHLC Calmar Ratio Rank: 2828
Calmar Ratio Rank
FHLC Martin Ratio Rank: 2626
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.

FHLC vs. FIGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Health Care Index ETF (FHLC) 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.


FHLCFIGBDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratioReturn relative to maximum drawdown

1.40

1.69

-0.29

Martin ratioReturn relative to average drawdown

3.52

5.25

-1.73

FHLC vs. FIGB - Sharpe Ratio Comparison

The current FHLC Sharpe Ratio is 1.01, which is comparable to the FIGB Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FHLC 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


FHLCFIGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.19

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.04

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.07

+0.54

Drawdowns

FHLC vs. FIGB - Drawdown Comparison

The maximum FHLC drawdown since its inception was -28.76%, which is greater than FIGB's maximum drawdown of -18.08%. Use the drawdown chart below to compare losses from any high point for FHLC and FIGB.


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Drawdown Indicators


FHLCFIGBDifference

Max Drawdown

Largest peak-to-trough decline

-28.76%

-18.08%

-10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-2.93%

-7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-16.87%

-6.17%

-10.70%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

-18.08%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-28.76%

Current Drawdown

Current decline from peak

-6.96%

-1.60%

-5.36%

Average Drawdown

Average peak-to-trough decline

-5.19%

-6.92%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

0.94%

+3.17%

Volatility

FHLC vs. FIGB - Volatility Comparison

Fidelity MSCI Health Care Index ETF (FHLC) has a higher volatility of 4.05% compared to Fidelity Investment Grade Bond ETF (FIGB) at 1.42%. This indicates that FHLC'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


FHLCFIGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

1.42%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

2.87%

+7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

4.16%

+10.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

6.28%

+8.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

6.17%

+10.64%

FHLC vs. FIGB - Expense Ratio Comparison

FHLC has a 0.08% expense ratio, which is lower than FIGB's 0.36% expense ratio.


Dividends

FHLC vs. FIGB - Dividend Comparison

FHLC's dividend yield for the trailing twelve months is around 1.43%, less than FIGB's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
FHLC
Fidelity MSCI Health Care Index ETF
1.43%1.40%1.51%1.40%1.30%1.16%1.45%1.18%1.38%1.38%1.40%2.07%
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


FHLC and FIGB have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FHLC has higher volatility (4.05%) compared to FIGB (1.42%). In terms of maximum drawdown, FHLC dropped -28.76% vs FIGB's -18.08%.

On 5-year performance, FHLC leads with 4.50% vs 0.24% for FIGB. On fees, FHLC is cheaper at 0.08% per year. 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, FHLC has performed better with a 4.50% return vs 0.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FHLC is cheaper with a 0.08% expense ratio, compared with 0.36% for FIGB.

FIGB has the higher dividend yield at 4.11%, compared with 1.43% for FHLC.

FHLC is categorized as Health & Biotech Equities, while FIGB is Intermediate Core Bond. Their fees differ too: 0.08% for FHLC and 0.36% for FIGB.

FIGB currently has the higher Sharpe Ratio (1.19 vs 1.01), 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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