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

Correlation

The correlation between FIBUX and FXNAX 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
Correlation: -0.0

Performance

FIBUX vs. FXNAX - 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 U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

8.00%9.00%10.00%11.00%12.00%13.00%14.00%NovemberDecember2025FebruaryMarchApril
12.90%
11.45%
FIBUX
FXNAX

Key characteristics

Sharpe Ratio

FIBUX:

1.36

FXNAX:

1.32

Sortino Ratio

FIBUX:

2.02

FXNAX:

1.98

Omega Ratio

FIBUX:

1.24

FXNAX:

1.23

Calmar Ratio

FIBUX:

0.56

FXNAX:

0.50

Martin Ratio

FIBUX:

3.50

FXNAX:

3.25

Ulcer Index

FIBUX:

2.09%

FXNAX:

2.16%

Daily Std Dev

FIBUX:

5.39%

FXNAX:

5.30%

Max Drawdown

FIBUX:

-18.76%

FXNAX:

-19.64%

Current Drawdown

FIBUX:

-7.01%

FXNAX:

-8.23%

Returns By Period

In the year-to-date period, FIBUX achieves a 2.41% return, which is significantly higher than FXNAX's 2.06% return.


FIBUX

YTD

2.41%

1M

0.55%

6M

1.82%

1Y

7.58%

5Y*

-0.89%

10Y*

N/A

FXNAX

YTD

2.06%

1M

0.39%

6M

1.57%

1Y

7.01%

5Y*

-1.09%

10Y*

1.29%

*Annualized

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FIBUX vs. FXNAX - Expense Ratio Comparison

FIBUX has a 0.00% expense ratio, which is lower than FXNAX's 0.03% 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%.


Expense ratio chart for FXNAX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXNAX: 0.03%
Expense ratio chart for FIBUX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIBUX: 0.00%

Risk-Adjusted Performance

FIBUX vs. FXNAX — Risk-Adjusted Performance Rank

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

FIBUX
The Risk-Adjusted Performance Rank of FIBUX is 8080
Overall Rank
The Sharpe Ratio Rank of FIBUX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FIBUX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FIBUX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FIBUX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FIBUX is 7676
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7878
Overall Rank
The Sharpe Ratio Rank of FXNAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIBUX vs. FXNAX - 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 U.S. Bond Index Fund (FXNAX). 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.


The chart of Sharpe ratio for FIBUX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.00
FIBUX: 1.36
FXNAX: 1.32
The chart of Sortino ratio for FIBUX, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.00
FIBUX: 2.02
FXNAX: 1.98
The chart of Omega ratio for FIBUX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.00
FIBUX: 1.24
FXNAX: 1.23
The chart of Calmar ratio for FIBUX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.00
FIBUX: 0.56
FXNAX: 0.50
The chart of Martin ratio for FIBUX, currently valued at 3.50, compared to the broader market0.0010.0020.0030.0040.0050.00
FIBUX: 3.50
FXNAX: 3.25

The current FIBUX Sharpe Ratio is 1.36, which is comparable to the FXNAX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FIBUX and FXNAX, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.36
1.32
FIBUX
FXNAX

Dividends

FIBUX vs. FXNAX - Dividend Comparison

FIBUX's dividend yield for the trailing twelve months is around 3.71%, more than FXNAX's 3.12% yield.


TTM20242023202220212020201920182017201620152014
FIBUX
Fidelity Flex U.S. Bond Index Fund
3.71%3.65%2.93%2.15%1.47%2.92%2.95%2.71%2.34%0.00%0.00%0.00%
FXNAX
Fidelity U.S. Bond Index Fund
3.12%3.40%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%

Drawdowns

FIBUX vs. FXNAX - Drawdown Comparison

The maximum FIBUX drawdown since its inception was -18.76%, roughly equal to the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for FIBUX and FXNAX. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%NovemberDecember2025FebruaryMarchApril
-7.01%
-8.23%
FIBUX
FXNAX

Volatility

FIBUX vs. FXNAX - Volatility Comparison

Fidelity Flex U.S. Bond Index Fund (FIBUX) has a higher volatility of 2.13% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 2.01%. This indicates that FIBUX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.13%
2.01%
FIBUX
FXNAX