FHPFX vs. BND
Compare and contrast key facts about Fidelity Series Investment Grade Securitized Fund (FHPFX) and Vanguard Total Bond Market ETF (BND).
FHPFX is managed by Fidelity. It was launched on Aug 17, 2018. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007.
Performance
FHPFX vs. BND - Performance Comparison
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FHPFX vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FHPFX Fidelity Series Investment Grade Securitized Fund | 0.25% | 8.76% | 1.81% | 5.29% | -12.28% | -1.06% | 4.84% | 6.69% | 1.41% |
BND Vanguard Total Bond Market ETF | 0.09% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | 1.08% |
Returns By Period
In the year-to-date period, FHPFX achieves a 0.25% return, which is significantly higher than BND's 0.09% return.
FHPFX
- 1D
- 0.22%
- 1M
- -1.41%
- YTD
- 0.25%
- 6M
- 1.61%
- 1Y
- 5.24%
- 3Y*
- 4.43%
- 5Y*
- 0.53%
- 10Y*
- —
BND
- 1D
- 0.04%
- 1M
- -1.30%
- YTD
- 0.09%
- 6M
- 0.74%
- 1Y
- 3.96%
- 3Y*
- 3.60%
- 5Y*
- 0.25%
- 10Y*
- 1.68%
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FHPFX vs. BND - Expense Ratio Comparison
FHPFX has a 0.00% expense ratio, which is lower than BND's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FHPFX vs. BND — Risk / Return Rank
FHPFX
BND
FHPFX vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Securitized Fund (FHPFX) and Vanguard Total Bond Market ETF (BND). 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.
| FHPFX | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.93 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.32 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.75 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.97 | 4.78 | +1.19 |
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
| FHPFX | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.93 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.04 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.59 | -0.26 |
Correlation
The correlation between FHPFX and BND is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FHPFX vs. BND - Dividend Comparison
FHPFX's dividend yield for the trailing twelve months is around 4.09%, more than BND's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHPFX Fidelity Series Investment Grade Securitized Fund | 4.09% | 4.41% | 4.54% | 3.53% | 1.70% | 0.58% | 3.20% | 3.81% | 1.16% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.93% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
FHPFX vs. BND - Drawdown Comparison
The maximum FHPFX drawdown since its inception was -17.93%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for FHPFX and BND.
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Drawdown Indicators
| FHPFX | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.93% | -18.58% | +0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -2.44% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -17.79% | -17.91% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.58% | — |
Current DrawdownCurrent decline from peak | -1.84% | -2.54% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -3.07% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.90% | +0.12% |
Volatility
FHPFX vs. BND - Volatility Comparison
Fidelity Series Investment Grade Securitized Fund (FHPFX) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.56% and 1.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FHPFX | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 1.63% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 2.52% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.65% | 4.30% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.63% | 6.00% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.68% | 5.52% | +0.16% |