FIBUX vs. SCHG
Compare and contrast key facts about Fidelity Flex U.S. Bond Index Fund (FIBUX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FIBUX is managed by Fidelity. It was launched on Mar 9, 2017. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIBUX or SCHG.
Key characteristics
| FIBUX | SCHG | |
|---|---|---|
| YTD Return | 2.07% | 29.15% |
| 1Y Return | 10.27% | 49.83% |
| 3Y Return (Ann) | -2.26% | 10.40% |
| 5Y Return (Ann) | -0.27% | 20.28% |
| Sharpe Ratio | 1.45 | 3.05 |
| Sortino Ratio | 2.15 | 3.87 |
| Omega Ratio | 1.26 | 1.55 |
| Calmar Ratio | 0.54 | 3.83 |
| Martin Ratio | 5.42 | 16.44 |
| Ulcer Index | 1.59% | 3.08% |
| Daily Std Dev | 6.02% | 16.63% |
| Max Drawdown | -18.76% | -34.59% |
| Current Drawdown | -8.78% | -0.45% |
Correlation
The correlation between FIBUX and SCHG is 0.00, 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.
Performance
FIBUX vs. SCHG - Performance Comparison
In the year-to-date period, FIBUX achieves a 2.07% return, which is significantly lower than SCHG's 29.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIBUX vs. SCHG - Expense Ratio Comparison
FIBUX has a 0.00% expense ratio, which is lower than SCHG's 0.04% 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%.
Risk-Adjusted Performance
FIBUX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex U.S. Bond Index Fund (FIBUX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
FIBUX vs. SCHG - Dividend Comparison
FIBUX's dividend yield for the trailing twelve months is around 3.17%, more than SCHG's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIBUX Fidelity Flex U.S. Bond Index Fund | 3.17% | 2.93% | 2.15% | 1.47% | 2.92% | 2.95% | 2.71% | 2.34% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
FIBUX vs. SCHG - Drawdown Comparison
The maximum FIBUX drawdown since its inception was -18.76%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FIBUX and SCHG. For additional features, visit the drawdowns tool.
Volatility
FIBUX vs. SCHG - Volatility Comparison
The current volatility for Fidelity Flex U.S. Bond Index Fund (FIBUX) is 1.33%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 3.43%. This indicates that FIBUX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.