FIBR vs. FDHY
Compare and contrast key facts about iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) and Fidelity High Yield Factor ETF (FDHY).
FIBR and FDHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIBR is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Fixed Income Balanced Risk Index. It was launched on Feb 24, 2015. FDHY is an actively managed fund by Fidelity. It was launched on Jun 12, 2018.
Performance
FIBR vs. FDHY - Performance Comparison
Loading graphics...
FIBR vs. FDHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIBR iShares U.S. Fixed Income Balanced Risk Systematic ETF | -0.11% | 8.32% | 6.04% | 8.22% | -13.57% | -1.00% | 3.31% | 10.03% | 0.99% |
FDHY Fidelity High Yield Factor ETF | -0.03% | 9.24% | 7.53% | 11.14% | -11.30% | 4.33% | 10.71% | 16.87% | -2.14% |
Returns By Period
In the year-to-date period, FIBR achieves a -0.11% return, which is significantly lower than FDHY's -0.03% return.
FIBR
- 1D
- 0.44%
- 1M
- -1.96%
- YTD
- -0.11%
- 6M
- 0.96%
- 1Y
- 6.43%
- 3Y*
- 6.53%
- 5Y*
- 1.67%
- 10Y*
- 2.49%
FDHY
- 1D
- 0.93%
- 1M
- -0.97%
- YTD
- -0.03%
- 6M
- 1.70%
- 1Y
- 7.87%
- 3Y*
- 7.80%
- 5Y*
- 3.80%
- 10Y*
- —
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. FDHY - Expense Ratio Comparison
FIBR has a 0.25% expense ratio, which is lower than FDHY's 0.45% expense ratio.
Return for Risk
FIBR vs. FDHY — Risk / Return Rank
FIBR
FDHY
FIBR vs. FDHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) and Fidelity High Yield Factor ETF (FDHY). 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.
| FIBR | FDHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.50 | +0.17 |
Sortino ratioReturn per unit of downside risk | 2.40 | 2.16 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.78 | +0.47 |
Martin ratioReturn relative to average drawdown | 9.19 | 9.89 | -0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FIBR | FDHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.50 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.54 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.69 | -0.19 |
Correlation
The correlation between FIBR and FDHY is 0.51, 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.
Dividends
FIBR vs. FDHY - Dividend Comparison
FIBR's dividend yield for the trailing twelve months is around 4.70%, less than FDHY's 6.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIBR iShares U.S. Fixed Income Balanced Risk Systematic ETF | 4.70% | 4.78% | 5.04% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% |
FDHY Fidelity High Yield Factor ETF | 6.60% | 6.56% | 6.58% | 6.26% | 5.34% | 6.09% | 5.78% | 4.94% | 2.55% | 0.00% | 0.00% | 0.00% |
Drawdowns
FIBR vs. FDHY - Drawdown Comparison
The maximum FIBR drawdown since its inception was -18.47%, smaller than the maximum FDHY drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for FIBR and FDHY.
Loading graphics...
Drawdown Indicators
| FIBR | FDHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -20.01% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -4.54% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -18.47% | -16.38% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -18.47% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -1.21% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -2.93% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.82% | -0.13% |
Volatility
FIBR vs. FDHY - Volatility Comparison
iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) and Fidelity High Yield Factor ETF (FDHY) have volatilities of 1.91% and 1.89%, 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.
Loading graphics...
Volatility by Period
| FIBR | FDHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 1.89% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 2.72% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.87% | 5.29% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 7.11% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.93% | 8.12% | -3.19% |