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FIGB vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIGB vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Investment Grade Bond ETF (FIGB) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIGB achieves a 0.14% return, which is significantly lower than DDV's 2.23% return.


FIGB

1D
-0.14%
1M
0.11%
YTD
0.14%
6M
0.08%
1Y
4.93%
3Y*
4.09%
5Y*
0.24%
10Y*

DDV

1D
-0.02%
1M
0.73%
YTD
2.23%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIGB vs. DDV - Yearly Performance Comparison


2026 (YTD)2025
FIGB
Fidelity Investment Grade Bond ETF
0.14%0.49%
DDV
Defined Duration 5 ETF
2.23%0.71%

Correlation

The correlation between FIGB and DDV is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.67

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Return for Risk

FIGB vs. DDV — Risk / Return Rank

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

FIGB
FIGB Risk / Return Rank: 3232
Overall Rank
FIGB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FIGB Sortino Ratio Rank: 3232
Sortino Ratio Rank
FIGB Omega Ratio Rank: 3030
Omega Ratio Rank
FIGB Calmar Ratio Rank: 3434
Calmar Ratio Rank
FIGB Martin Ratio Rank: 3434
Martin Ratio Rank

DDV
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.

FIGB vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Investment Grade Bond ETF (FIGB) and Defined Duration 5 ETF (DDV). 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.


FIGBDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.69

Martin ratioReturn relative to average drawdown

5.25

FIGB vs. DDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIGBDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

2.06

-1.99

Drawdowns

FIGB vs. DDV - Drawdown Comparison

The maximum FIGB drawdown since its inception was -18.08%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for FIGB and DDV.


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Drawdown Indicators


FIGBDDVDifference

Max Drawdown

Largest peak-to-trough decline

-18.08%

-1.92%

-16.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

Current Drawdown

Current decline from peak

-1.60%

-0.12%

-1.48%

Average Drawdown

Average peak-to-trough decline

-6.92%

-0.35%

-6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

FIGB vs. DDV - Volatility Comparison


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Volatility by Period


FIGBDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

2.68%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

2.68%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.17%

2.68%

+3.49%

FIGB vs. DDV - Expense Ratio Comparison

FIGB has a 0.36% expense ratio, which is higher than DDV's 0.25% expense ratio.


Dividends

FIGB vs. DDV - Dividend Comparison

FIGB's dividend yield for the trailing twelve months is around 4.11%, more than DDV's 1.21% yield.


PositionTTM20252024202320222021
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%0.00%0.00%
FIGB
Fidelity Investment Grade Bond ETF
4.11%4.15%4.28%3.79%2.44%1.10%

Frequently Asked Questions


FIGB and DDV have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDV is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDV is cheaper with a 0.25% expense ratio, compared with 0.36% for FIGB.

FIGB has the higher dividend yield at 4.11%, compared with 1.21% for DDV.

They also come from different issuers: Fidelity and Discipline Funds. Their fees differ too: 0.36% for FIGB and 0.25% for DDV.

Portfolio Optimizer

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