PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIBUX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FIBUX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex U.S. Bond Index Fund (FIBUX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.97%
14.79%
FIBUX
SCHG

Returns By Period

In the year-to-date period, FIBUX achieves a 1.83% return, which is significantly lower than SCHG's 32.39% return.


FIBUX

YTD

1.83%

1M

-1.32%

6M

2.98%

1Y

6.39%

5Y (annualized)

-0.46%

10Y (annualized)

N/A

SCHG

YTD

32.39%

1M

3.05%

6M

14.79%

1Y

38.07%

5Y (annualized)

20.38%

10Y (annualized)

16.49%

Key characteristics


FIBUXSCHG
Sharpe Ratio1.082.33
Sortino Ratio1.593.02
Omega Ratio1.191.42
Calmar Ratio0.403.21
Martin Ratio3.5512.73
Ulcer Index1.77%3.11%
Daily Std Dev5.76%17.02%
Max Drawdown-19.46%-34.59%
Current Drawdown-9.80%-1.62%

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. 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%.


SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
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%

Correlation

-0.50.00.51.00.0

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.

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.


Sharpe ratio
The chart of Sharpe ratio for FIBUX, currently valued at 1.08, compared to the broader market0.002.004.001.082.23
The chart of Sortino ratio for FIBUX, currently valued at 1.59, compared to the broader market0.005.0010.001.592.91
The chart of Omega ratio for FIBUX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.41
The chart of Calmar ratio for FIBUX, currently valued at 0.40, compared to the broader market0.005.0010.0015.0020.0025.000.403.06
The chart of Martin ratio for FIBUX, currently valued at 3.55, compared to the broader market0.0020.0040.0060.0080.00100.003.5512.12
FIBUX
SCHG

The current FIBUX Sharpe Ratio is 1.08, which is lower than the SCHG Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FIBUX and SCHG, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.08
2.23
FIBUX
SCHG

Dividends

FIBUX vs. SCHG - Dividend Comparison

FIBUX's dividend yield for the trailing twelve months is around 3.50%, more than SCHG's 0.40% yield.


TTM20232022202120202019201820172016201520142013
FIBUX
Fidelity Flex U.S. Bond Index Fund
3.50%2.91%2.15%1.46%2.05%2.77%2.72%1.77%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%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 -19.46%, 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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.80%
-1.62%
FIBUX
SCHG

Volatility

FIBUX vs. SCHG - Volatility Comparison

The current volatility for Fidelity Flex U.S. Bond Index Fund (FIBUX) is 1.52%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.78%. 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.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
1.52%
5.78%
FIBUX
SCHG