FIWGX vs. BND
Compare and contrast key facts about Strategic Advisers Fidelity Core Income Fund (FIWGX) and Vanguard Total Bond Market ETF (BND).
FIWGX is managed by Fidelity. It was launched on Oct 16, 2018. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIWGX or BND.
Key characteristics
| FIWGX | BND | |
|---|---|---|
| YTD Return | 2.50% | 1.52% |
| 1Y Return | 8.33% | 7.09% |
| 3Y Return (Ann) | -1.70% | -2.25% |
| 5Y Return (Ann) | -0.08% | -0.27% |
| Sharpe Ratio | 1.30 | 1.14 |
| Sortino Ratio | 1.93 | 1.66 |
| Omega Ratio | 1.23 | 1.20 |
| Calmar Ratio | 0.49 | 0.43 |
| Martin Ratio | 4.73 | 3.87 |
| Ulcer Index | 1.60% | 1.68% |
| Daily Std Dev | 5.87% | 5.71% |
| Max Drawdown | -20.11% | -18.84% |
| Current Drawdown | -8.92% | -9.23% |
Correlation
The correlation between FIWGX and BND is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FIWGX vs. BND - Performance Comparison
In the year-to-date period, FIWGX achieves a 2.50% return, which is significantly higher than BND's 1.52% 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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FIWGX vs. BND - Expense Ratio Comparison
FIWGX has a 0.46% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
FIWGX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Core Income Fund (FIWGX) and Vanguard Total Bond Market ETF (BND). 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
FIWGX vs. BND - Dividend Comparison
FIWGX's dividend yield for the trailing twelve months is around 4.18%, more than BND's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIWGX Strategic Advisers Fidelity Core Income Fund | 4.18% | 3.80% | 3.01% | 2.02% | 2.50% | 3.01% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
FIWGX vs. BND - Drawdown Comparison
The maximum FIWGX drawdown since its inception was -20.11%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FIWGX and BND. For additional features, visit the drawdowns tool.
Volatility
FIWGX vs. BND - Volatility Comparison
Strategic Advisers Fidelity Core Income Fund (FIWGX) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.77% and 1.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.