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FIBUX vs. ^CASHX
Performance
Return for Risk
Drawdowns
Volatility

Performance

FIBUX vs. ^CASHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex U.S. Bond Index Fund (FIBUX) and US Money Market Index (^CASHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIBUX achieves a 0.46% return, which is significantly lower than ^CASHX's 1.51% return.


FIBUX

1D
0.00%
1M
0.46%
YTD
0.46%
6M
0.33%
1Y
5.40%
3Y*
4.04%
5Y*
0.09%
10Y*

^CASHX

1D
0.01%
1M
0.28%
YTD
1.51%
6M
1.79%
1Y
3.91%
3Y*
4.64%
5Y*
3.51%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIBUX vs. ^CASHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIBUX
Fidelity Flex U.S. Bond Index Fund
0.46%7.20%1.31%5.46%-13.41%-2.16%7.08%8.58%0.12%3.81%
^CASHX
US Money Market Index
1.51%4.21%5.16%5.03%1.68%0.08%0.37%2.16%1.83%0.88%

Correlation

The correlation between FIBUX and ^CASHX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2017

0.02

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Return for Risk

FIBUX vs. ^CASHX — Risk / Return Rank

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

FIBUX
FIBUX Risk / Return Rank: 2323
Overall Rank
FIBUX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FIBUX Sortino Ratio Rank: 2424
Sortino Ratio Rank
FIBUX Omega Ratio Rank: 2222
Omega Ratio Rank
FIBUX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FIBUX Martin Ratio Rank: 2121
Martin Ratio Rank

^CASHX
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.

FIBUX vs. ^CASHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex U.S. Bond Index Fund (FIBUX) and US Money Market Index (^CASHX). 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.


FIBUX^CASHXDifference

Sharpe ratio

Return per unit of total volatility

1.36

257.89

-256.53

Sortino ratio

Return per unit of downside risk

2.03

Omega ratio

Gain probability vs. loss probability

1.24

Calmar ratio

Return relative to maximum drawdown

1.83

Martin ratio

Return relative to average drawdown

5.45

FIBUX vs. ^CASHX - Sharpe Ratio Comparison

The current FIBUX Sharpe Ratio is 1.36, which is lower than the ^CASHX Sharpe Ratio of 257.89. The chart below compares the historical Sharpe Ratios of FIBUX and ^CASHX, 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


FIBUX^CASHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

257.89

-256.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

36.51

-36.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

23.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

25.99

-25.64

Drawdowns

FIBUX vs. ^CASHX - Drawdown Comparison

The maximum FIBUX drawdown since its inception was -19.76%, which is greater than ^CASHX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FIBUX and ^CASHX.


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Drawdown Indicators


FIBUX^CASHXDifference

Max Drawdown

Largest peak-to-trough decline

-19.76%

0.00%

-19.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

0.00%

-2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

0.00%

-6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.40%

0.00%

-18.40%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-3.43%

0.00%

-3.43%

Average Drawdown

Average peak-to-trough decline

-5.79%

0.00%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.00%

+1.00%

Volatility

FIBUX vs. ^CASHX - Volatility Comparison

Fidelity Flex U.S. Bond Index Fund (FIBUX) has a higher volatility of 1.38% compared to US Money Market Index (^CASHX) at 0.00%. This indicates that FIBUX's price experiences larger fluctuations and is considered to be riskier than ^CASHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIBUX^CASHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

0.00%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

0.00%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

0.01%

+4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.04%

0.08%

+5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.11%

0.08%

+5.03%

Frequently Asked Questions


FIBUX and ^CASHX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIBUX has higher volatility (1.38%) compared to ^CASHX (0.00%). In terms of maximum drawdown, FIBUX dropped -19.76% vs ^CASHX's 0.00%.

^CASHX currently has the higher Sharpe Ratio (257.89 vs 1.36), 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

Find the right allocation for FIBUX and ^CASHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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