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FIBUX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIBUX and FXAIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

FIBUX vs. FXAIX - 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 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
7.99%
180.43%
FIBUX
FXAIX

Key characteristics

Sharpe Ratio

FIBUX:

0.25

FXAIX:

2.20

Sortino Ratio

FIBUX:

0.38

FXAIX:

2.93

Omega Ratio

FIBUX:

1.05

FXAIX:

1.41

Calmar Ratio

FIBUX:

0.10

FXAIX:

3.26

Martin Ratio

FIBUX:

0.70

FXAIX:

14.39

Ulcer Index

FIBUX:

1.98%

FXAIX:

1.91%

Daily Std Dev

FIBUX:

5.57%

FXAIX:

12.50%

Max Drawdown

FIBUX:

-19.46%

FXAIX:

-33.79%

Current Drawdown

FIBUX:

-10.40%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, FIBUX achieves a 1.15% return, which is significantly lower than FXAIX's 25.57% return.


FIBUX

YTD

1.15%

1M

-0.55%

6M

1.08%

1Y

1.37%

5Y*

-0.57%

10Y*

N/A

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

Compare stocks, funds, or ETFs

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


FIBUX vs. FXAIX - Expense Ratio Comparison

FIBUX has a 0.00% expense ratio, which is lower than FXAIX's 0.02% 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%.


FXAIX
Fidelity 500 Index Fund
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%
Expense ratio chart for FIBUX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FIBUX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex U.S. Bond Index Fund (FIBUX) and Fidelity 500 Index Fund (FXAIX). 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 FIBUX, currently valued at 0.25, compared to the broader market-1.000.001.002.003.004.000.252.04
The chart of Sortino ratio for FIBUX, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.000.382.74
The chart of Omega ratio for FIBUX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.38
The chart of Calmar ratio for FIBUX, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.0014.000.103.02
The chart of Martin ratio for FIBUX, currently valued at 0.70, compared to the broader market0.0020.0040.0060.000.7013.32
FIBUX
FXAIX

The current FIBUX Sharpe Ratio is 0.25, which is lower than the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of FIBUX and FXAIX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.25
2.04
FIBUX
FXAIX

Dividends

FIBUX vs. FXAIX - Dividend Comparison

FIBUX's dividend yield for the trailing twelve months is around 3.25%, more than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
FIBUX
Fidelity Flex U.S. Bond Index Fund
3.25%2.91%2.15%1.46%2.05%2.77%2.72%1.77%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

FIBUX vs. FXAIX - Drawdown Comparison

The maximum FIBUX drawdown since its inception was -19.46%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FIBUX and FXAIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.40%
-2.91%
FIBUX
FXAIX

Volatility

FIBUX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Flex U.S. Bond Index Fund (FIBUX) is 1.55%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.70%. This indicates that FIBUX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.55%
3.70%
FIBUX
FXAIX
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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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