PortfoliosLab logoPortfoliosLab logo
FIALX vs. BCOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIALX vs. BCOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainable Core Plus Bond Fund (FIALX) and Baird Core Plus Bond Fund (BCOIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FIALX vs. BCOIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
FIALX
Fidelity Sustainable Core Plus Bond Fund
-0.48%7.26%1.67%6.20%-5.56%
BCOIX
Baird Core Plus Bond Fund
-0.36%7.47%2.54%6.89%-4.01%

Returns By Period

In the year-to-date period, FIALX achieves a -0.48% return, which is significantly lower than BCOIX's -0.36% return.


FIALX

1D
0.43%
1M
-2.41%
YTD
-0.48%
6M
0.41%
1Y
3.92%
3Y*
3.73%
5Y*
10Y*

BCOIX

1D
0.49%
1M
-2.04%
YTD
-0.36%
6M
0.74%
1Y
4.37%
3Y*
4.44%
5Y*
0.88%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FIALX vs. BCOIX - Expense Ratio Comparison

FIALX has a 0.45% expense ratio, which is higher than BCOIX's 0.30% expense ratio.


Return for Risk

FIALX vs. BCOIX — Risk / Return Rank

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

FIALX
FIALX Risk / Return Rank: 5757
Overall Rank
FIALX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FIALX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FIALX Omega Ratio Rank: 4141
Omega Ratio Rank
FIALX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FIALX Martin Ratio Rank: 5757
Martin Ratio Rank

BCOIX
BCOIX Risk / Return Rank: 6565
Overall Rank
BCOIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BCOIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
BCOIX Omega Ratio Rank: 5050
Omega Ratio Rank
BCOIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
BCOIX Martin Ratio Rank: 6565
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.

FIALX vs. BCOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Core Plus Bond Fund (FIALX) and Baird Core Plus Bond Fund (BCOIX). 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.


FIALXBCOIXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.12

-0.06

Sortino ratio

Return per unit of downside risk

1.52

1.60

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.79

2.01

-0.22

Martin ratio

Return relative to average drawdown

5.53

6.11

-0.58

FIALX vs. BCOIX - Sharpe Ratio Comparison

The current FIALX Sharpe Ratio is 1.06, which is comparable to the BCOIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of FIALX and BCOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FIALXBCOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.12

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.07

-0.71

Correlation

The correlation between FIALX and BCOIX is 0.97, 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

FIALX vs. BCOIX - Dividend Comparison

FIALX's dividend yield for the trailing twelve months is around 3.77%, less than BCOIX's 4.31% yield.


TTM20252024202320222021202020192018201720162015
FIALX
Fidelity Sustainable Core Plus Bond Fund
3.77%4.07%4.07%3.25%1.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BCOIX
Baird Core Plus Bond Fund
4.31%4.21%4.13%3.58%3.10%2.96%3.51%2.96%3.13%2.83%3.01%2.84%

Drawdowns

FIALX vs. BCOIX - Drawdown Comparison

The maximum FIALX drawdown since its inception was -9.77%, smaller than the maximum BCOIX drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for FIALX and BCOIX.


Loading graphics...

Drawdown Indicators


FIALXBCOIXDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

-18.13%

+8.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.54%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

Max Drawdown (10Y)

Largest decline over 10 years

-18.13%

Current Drawdown

Current decline from peak

-2.41%

-2.04%

-0.37%

Average Drawdown

Average peak-to-trough decline

-2.37%

-2.19%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.83%

+0.08%

Volatility

FIALX vs. BCOIX - Volatility Comparison

The current volatility for Fidelity Sustainable Core Plus Bond Fund (FIALX) is 1.54%, while Baird Core Plus Bond Fund (BCOIX) has a volatility of 1.63%. This indicates that FIALX experiences smaller price fluctuations and is considered to be less risky than BCOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FIALXBCOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.63%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.53%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

4.11%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

5.62%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

4.66%

+1.37%