PortfoliosLab logoPortfoliosLab logo
FISR vs. BNDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FISR vs. BNDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA Fixed Income Sector Rotation ETF (FISR) and Vanguard Core-Plus Bond Index ETF (BNDP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FISR achieves a -0.13% return, which is significantly lower than BNDP's 0.34% return.


FISR

1D
-0.39%
1M
0.21%
YTD
-0.13%
6M
-0.33%
1Y
4.75%
3Y*
3.27%
5Y*
-0.78%
10Y*

BNDP

1D
-0.08%
1M
0.41%
YTD
0.34%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FISR vs. BNDP - Yearly Performance Comparison


Correlation

The correlation between FISR and BNDP is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 5, 2025

0.94

Compare stocks, funds, or ETFs

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


Return for Risk

FISR vs. BNDP — Risk / Return Rank

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

FISR
FISR Risk / Return Rank: 3030
Overall Rank
FISR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FISR Sortino Ratio Rank: 3030
Sortino Ratio Rank
FISR Omega Ratio Rank: 2828
Omega Ratio Rank
FISR Calmar Ratio Rank: 3232
Calmar Ratio Rank
FISR Martin Ratio Rank: 3131
Martin Ratio Rank

BNDP
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.

FISR vs. BNDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Fixed Income Sector Rotation ETF (FISR) and Vanguard Core-Plus Bond Index ETF (BNDP). 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.


FISRBNDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.56

Martin ratioReturn relative to average drawdown

4.53

FISR vs. BNDP - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


FISRBNDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.25

-0.12

Drawdowns

FISR vs. BNDP - Drawdown Comparison

The maximum FISR drawdown since its inception was -20.27%, which is greater than BNDP's maximum drawdown of -2.60%. Use the drawdown chart below to compare losses from any high point for FISR and BNDP.


Loading charts...

Drawdown Indicators


FISRBNDPDifference

Max Drawdown

Largest peak-to-trough decline

-20.27%

-2.60%

-17.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

Current Drawdown

Current decline from peak

-6.48%

-1.31%

-5.17%

Average Drawdown

Average peak-to-trough decline

-7.70%

-0.86%

-6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

Volatility

FISR vs. BNDP - Volatility Comparison


Loading charts...

Volatility by Period


FISRBNDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

3.63%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

3.63%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

3.63%

+2.72%

FISR vs. BNDP - Expense Ratio Comparison

FISR has a 0.50% expense ratio, which is higher than BNDP's 0.05% expense ratio.


Dividends

FISR vs. BNDP - Dividend Comparison

FISR's dividend yield for the trailing twelve months is around 4.19%, more than BNDP's 2.08% yield.


PositionTTM2025202420232022202120202019
BNDP
Vanguard Core-Plus Bond Index ETF
2.08%0.24%0.00%0.00%0.00%0.00%0.00%0.00%
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
4.19%3.97%3.59%3.50%2.19%1.87%2.47%2.99%

Frequently Asked Questions


With a correlation of 0.94, FISR and BNDP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BNDP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDP is cheaper with a 0.05% expense ratio, compared with 0.50% for FISR.

FISR has the higher dividend yield at 4.19%, compared with 2.08% for BNDP.

They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.50% for FISR and 0.05% for BNDP.

Portfolio Optimizer

Find the right allocation for FISR and BNDP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer