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FIBR vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIBR and BND is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FIBR vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
20.08%
12.49%
FIBR
BND

Key characteristics

Sharpe Ratio

FIBR:

1.58

BND:

0.13

Sortino Ratio

FIBR:

2.26

BND:

0.21

Omega Ratio

FIBR:

1.29

BND:

1.02

Calmar Ratio

FIBR:

0.65

BND:

0.05

Martin Ratio

FIBR:

9.21

BND:

0.35

Ulcer Index

FIBR:

0.60%

BND:

1.94%

Daily Std Dev

FIBR:

3.48%

BND:

5.41%

Max Drawdown

FIBR:

-18.48%

BND:

-18.84%

Current Drawdown

FIBR:

-2.05%

BND:

-9.55%

Returns By Period

In the year-to-date period, FIBR achieves a 5.89% return, which is significantly higher than BND's 1.16% return.


FIBR

YTD

5.89%

1M

0.01%

6M

4.26%

1Y

5.93%

5Y*

0.24%

10Y*

N/A

BND

YTD

1.16%

1M

-1.54%

6M

1.75%

1Y

0.92%

5Y*

-0.46%

10Y*

1.29%

*Annualized

Compare stocks, funds, or ETFs

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


FIBR vs. BND - Expense Ratio Comparison

FIBR has a 0.25% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FIBR
iShares U.S. Fixed Income Balanced Risk Factor ETF
Expense ratio chart for FIBR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FIBR vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) 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.


Sharpe ratio
The chart of Sharpe ratio for FIBR, currently valued at 1.58, compared to the broader market0.002.004.001.580.13
The chart of Sortino ratio for FIBR, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.002.260.21
The chart of Omega ratio for FIBR, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.02
The chart of Calmar ratio for FIBR, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.650.05
The chart of Martin ratio for FIBR, currently valued at 9.21, compared to the broader market0.0020.0040.0060.0080.00100.009.210.35
FIBR
BND

The current FIBR Sharpe Ratio is 1.58, which is higher than the BND Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FIBR and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.58
0.13
FIBR
BND

Dividends

FIBR vs. BND - Dividend Comparison

FIBR's dividend yield for the trailing twelve months is around 5.05%, more than BND's 3.68% yield.


TTM20232022202120202019201820172016201520142013
FIBR
iShares U.S. Fixed Income Balanced Risk Factor ETF
5.05%4.44%3.27%1.92%2.57%3.27%3.61%2.74%2.92%2.26%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.68%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

FIBR vs. BND - Drawdown Comparison

The maximum FIBR drawdown since its inception was -18.48%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FIBR and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-2.05%
-9.55%
FIBR
BND

Volatility

FIBR vs. BND - Volatility Comparison

The current volatility for iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR) is 0.91%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.38%. This indicates that FIBR experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
0.91%
1.38%
FIBR
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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