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FIBUX vs. FSGGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIBUX vs. FSGGX - Performance Comparison

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

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FIBUX vs. FSGGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIBUX
Fidelity Flex U.S. Bond Index Fund
-0.24%7.20%1.31%5.46%-13.41%-2.16%7.08%8.58%0.12%3.81%
FSGGX
Fidelity Global ex U.S. Index Fund
1.77%32.93%5.30%15.57%-15.75%7.74%10.73%21.36%-13.93%18.62%

Returns By Period

In the year-to-date period, FIBUX achieves a -0.24% return, which is significantly lower than FSGGX's 1.77% return.


FIBUX

1D
0.22%
1M
-1.61%
YTD
-0.24%
6M
0.51%
1Y
3.75%
3Y*
3.51%
5Y*
0.05%
10Y*

FSGGX

1D
2.98%
1M
-6.87%
YTD
1.77%
6M
5.96%
1Y
26.76%
3Y*
15.44%
5Y*
7.33%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIBUX vs. FSGGX - Expense Ratio Comparison

FIBUX has a 0.00% expense ratio, which is lower than FSGGX's 0.06% 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

FIBUX vs. FSGGX — Risk / Return Rank

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

FIBUX
FIBUX Risk / Return Rank: 4747
Overall Rank
FIBUX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FIBUX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FIBUX Omega Ratio Rank: 2929
Omega Ratio Rank
FIBUX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FIBUX Martin Ratio Rank: 5252
Martin Ratio Rank

FSGGX
FSGGX Risk / Return Rank: 8585
Overall Rank
FSGGX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FSGGX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FSGGX Omega Ratio Rank: 8383
Omega Ratio Rank
FSGGX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSGGX Martin Ratio Rank: 8686
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.

FIBUX vs. FSGGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex U.S. Bond Index Fund (FIBUX) and Fidelity Global ex U.S. Index Fund (FSGGX). 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.


FIBUXFSGGXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.69

-0.78

Sortino ratio

Return per unit of downside risk

1.30

2.26

-0.97

Omega ratio

Gain probability vs. loss probability

1.16

1.34

-0.18

Calmar ratio

Return relative to maximum drawdown

1.84

2.35

-0.50

Martin ratio

Return relative to average drawdown

5.19

9.10

-3.90

FIBUX vs. FSGGX - Sharpe Ratio Comparison

The current FIBUX Sharpe Ratio is 0.91, which is lower than the FSGGX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FIBUX and FSGGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIBUXFSGGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.69

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.49

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.44

-0.10

Correlation

The correlation between FIBUX and FSGGX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FIBUX vs. FSGGX - Dividend Comparison

FIBUX's dividend yield for the trailing twelve months is around 3.69%, more than FSGGX's 2.65% yield.


TTM20252024202320222021202020192018201720162015
FIBUX
Fidelity Flex U.S. Bond Index Fund
3.69%3.95%3.65%2.93%1.62%1.18%2.32%2.96%2.70%2.45%0.00%0.00%
FSGGX
Fidelity Global ex U.S. Index Fund
2.65%2.70%2.91%2.95%2.64%2.60%1.71%2.85%2.66%0.22%0.05%2.44%

Drawdowns

FIBUX vs. FSGGX - Drawdown Comparison

The maximum FIBUX drawdown since its inception was -19.76%, smaller than the maximum FSGGX drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for FIBUX and FSGGX.


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Drawdown Indicators


FIBUXFSGGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.76%

-34.76%

+15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-11.26%

+8.48%

Max Drawdown (5Y)

Largest decline over 5 years

-18.40%

-29.70%

+11.30%

Max Drawdown (10Y)

Largest decline over 10 years

-34.76%

Current Drawdown

Current decline from peak

-4.10%

-8.61%

+4.51%

Average Drawdown

Average peak-to-trough decline

-5.83%

-7.41%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.91%

-1.92%

Volatility

FIBUX vs. FSGGX - Volatility Comparison

The current volatility for Fidelity Flex U.S. Bond Index Fund (FIBUX) is 1.61%, while Fidelity Global ex U.S. Index Fund (FSGGX) has a volatility of 7.94%. This indicates that FIBUX experiences smaller price fluctuations and is considered to be less risky than FSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIBUXFSGGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

7.94%

-6.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

11.21%

-8.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

16.33%

-11.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

15.16%

-9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

16.11%

-10.98%