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FISR vs. SPAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FISR vs. SPAB - Performance Comparison

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

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Returns By Period

In the year-to-date period, FISR achieves a -0.13% return, which is significantly lower than SPAB's 0.29% return.


FISR

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

SPAB

1D
-0.12%
1M
0.31%
YTD
0.29%
6M
0.14%
1Y
5.24%
3Y*
3.93%
5Y*
0.07%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FISR vs. SPAB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
-0.13%6.32%1.01%5.28%-15.73%-1.70%5.86%6.81%
SPAB
SPDR Portfolio Aggregate Bond ETF
0.29%7.25%1.25%5.56%-13.04%-1.77%7.39%5.96%

Correlation

The correlation between FISR and SPAB 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 (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2019

0.92

The correlation between FISR and SPAB has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

FISR vs. SPAB — 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

SPAB
SPAB Risk / Return Rank: 3838
Overall Rank
SPAB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SPAB Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPAB Omega Ratio Rank: 3737
Omega Ratio Rank
SPAB Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPAB Martin Ratio Rank: 3636
Martin Ratio Rank
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. SPAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Fixed Income Sector Rotation ETF (FISR) and SPDR Portfolio Aggregate Bond ETF (SPAB). 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.


FISRSPABDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratioReturn relative to maximum drawdown

1.56

1.92

-0.37

Martin ratioReturn relative to average drawdown

4.53

5.72

-1.19

FISR vs. SPAB - Sharpe Ratio Comparison

The current FISR Sharpe Ratio is 1.09, which is comparable to the SPAB Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FISR and SPAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FISRSPABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.40

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.01

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.50

-0.38

Drawdowns

FISR vs. SPAB - Drawdown Comparison

The maximum FISR drawdown since its inception was -20.27%, which is greater than SPAB's maximum drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for FISR and SPAB.


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Drawdown Indicators


FISRSPABDifference

Max Drawdown

Largest peak-to-trough decline

-20.27%

-18.56%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-2.74%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

-6.08%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-17.96%

-2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-18.56%

Current Drawdown

Current decline from peak

-6.48%

-2.27%

-4.21%

Average Drawdown

Average peak-to-trough decline

-7.70%

-3.08%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.92%

+0.13%

Volatility

FISR vs. SPAB - Volatility Comparison

SPDR SSGA Fixed Income Sector Rotation ETF (FISR) has a higher volatility of 1.44% compared to SPDR Portfolio Aggregate Bond ETF (SPAB) at 1.15%. This indicates that FISR's price experiences larger fluctuations and is considered to be riskier than SPAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FISRSPABDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.15%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

2.57%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

3.77%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

5.92%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

5.54%

+0.81%

FISR vs. SPAB - Expense Ratio Comparison

FISR has a 0.50% expense ratio, which is higher than SPAB's 0.03% expense ratio.


Dividends

FISR vs. SPAB - Dividend Comparison

FISR's dividend yield for the trailing twelve months is around 4.19%, more than SPAB's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
4.19%3.97%3.59%3.50%2.19%1.87%2.47%2.99%0.00%0.00%0.00%0.00%
SPAB
SPDR Portfolio Aggregate Bond ETF
4.05%3.97%3.86%3.34%2.59%2.11%2.43%2.92%2.96%2.67%2.63%2.59%

Frequently Asked Questions


With a correlation of 0.94, FISR and SPAB 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.

FISR has higher volatility (1.44%) compared to SPAB (1.15%). In terms of maximum drawdown, FISR dropped -20.27% vs SPAB's -18.56%.

On 5-year performance, SPAB leads with 0.07% vs -0.78% for FISR. On fees, SPAB is cheaper at 0.03% per year. On volatility, SPAB has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPAB has performed better with a 0.07% return vs -0.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPAB is cheaper with a 0.03% expense ratio, compared with 0.50% for FISR.

FISR has the higher dividend yield at 4.19%, compared with 4.05% for SPAB.

FISR is categorized as Intermediate Core-Plus Bond, while SPAB is Total Bond Market. Their fees differ too: 0.50% for FISR and 0.03% for SPAB.

SPAB currently has the higher Sharpe Ratio (1.40 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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