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FJRLX vs. FTBFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FJRLX and FTBFX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FJRLX vs. FTBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Limited Term Bond Fund (FJRLX) and Fidelity Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

22.00%24.00%26.00%28.00%30.00%32.00%December2025FebruaryMarchAprilMay
26.50%
29.52%
FJRLX
FTBFX

Key characteristics

Sharpe Ratio

FJRLX:

2.63

FTBFX:

1.05

Sortino Ratio

FJRLX:

4.28

FTBFX:

1.58

Omega Ratio

FJRLX:

1.57

FTBFX:

1.18

Calmar Ratio

FJRLX:

4.96

FTBFX:

0.57

Martin Ratio

FJRLX:

12.52

FTBFX:

3.08

Ulcer Index

FJRLX:

0.52%

FTBFX:

1.80%

Daily Std Dev

FJRLX:

2.46%

FTBFX:

5.25%

Max Drawdown

FJRLX:

-9.55%

FTBFX:

-18.19%

Current Drawdown

FJRLX:

-0.43%

FTBFX:

-4.19%

Returns By Period

In the year-to-date period, FJRLX achieves a 2.21% return, which is significantly higher than FTBFX's 1.71% return. Both investments have delivered pretty close results over the past 10 years, with FJRLX having a 2.07% annualized return and FTBFX not far behind at 1.97%.


FJRLX

YTD

2.21%

1M

0.14%

6M

2.68%

1Y

6.46%

5Y*

1.83%

10Y*

2.07%

FTBFX

YTD

1.71%

1M

-1.46%

6M

1.19%

1Y

5.65%

5Y*

0.32%

10Y*

1.97%

*Annualized

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FJRLX vs. FTBFX - Expense Ratio Comparison

Both FJRLX and FTBFX have an expense ratio of 0.45%.


Risk-Adjusted Performance

FJRLX vs. FTBFX — Risk-Adjusted Performance Rank

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

FJRLX
The Risk-Adjusted Performance Rank of FJRLX is 9696
Overall Rank
The Sharpe Ratio Rank of FJRLX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FJRLX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FJRLX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FJRLX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FJRLX is 9595
Martin Ratio Rank

FTBFX
The Risk-Adjusted Performance Rank of FTBFX is 6969
Overall Rank
The Sharpe Ratio Rank of FTBFX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FTBFX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FTBFX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FTBFX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FTBFX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FJRLX vs. FTBFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Limited Term Bond Fund (FJRLX) and Fidelity Total Bond Fund (FTBFX). 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.


The current FJRLX Sharpe Ratio is 2.63, which is higher than the FTBFX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FJRLX and FTBFX, 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 Ratio0.501.001.502.002.503.00December2025FebruaryMarchAprilMay
2.63
1.05
FJRLX
FTBFX

Dividends

FJRLX vs. FTBFX - Dividend Comparison

FJRLX's dividend yield for the trailing twelve months is around 3.58%, less than FTBFX's 4.14% yield.


TTM20242023202220212020201920182017201620152014
FJRLX
Fidelity Limited Term Bond Fund
3.58%3.36%2.38%1.63%1.28%1.89%2.44%2.28%1.80%1.61%1.87%1.96%
FTBFX
Fidelity Total Bond Fund
4.14%4.51%4.15%3.34%2.19%2.53%2.95%3.19%2.74%2.95%3.71%2.99%

Drawdowns

FJRLX vs. FTBFX - Drawdown Comparison

The maximum FJRLX drawdown since its inception was -9.55%, smaller than the maximum FTBFX drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for FJRLX and FTBFX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-0.43%
-4.19%
FJRLX
FTBFX

Volatility

FJRLX vs. FTBFX - Volatility Comparison

The current volatility for Fidelity Limited Term Bond Fund (FJRLX) is 1.07%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 2.05%. This indicates that FJRLX experiences smaller price fluctuations and is considered to be less risky than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%December2025FebruaryMarchAprilMay
1.07%
2.05%
FJRLX
FTBFX