FJRLX vs. FUMBX
Compare and contrast key facts about Fidelity Limited Term Bond Fund (FJRLX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX).
FJRLX is managed by Fidelity. It was launched on Feb 2, 1984. FUMBX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Barclays 1-5 Year U.S. Treasury Index. It was launched on Dec 20, 2005.
Performance
FJRLX vs. FUMBX - Performance Comparison
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FJRLX vs. FUMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FJRLX Fidelity Limited Term Bond Fund | -0.23% | 6.70% | 4.92% | 6.26% | -6.22% | -1.46% | 5.16% | 6.04% | 0.71% | -0.13% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | -0.10% | 5.83% | 3.25% | 4.47% | -5.84% | -1.38% | 4.22% | 4.19% | 1.47% | -0.33% |
Returns By Period
In the year-to-date period, FJRLX achieves a -0.23% return, which is significantly lower than FUMBX's -0.10% return.
FJRLX
- 1D
- 0.17%
- 1M
- -0.94%
- YTD
- -0.23%
- 6M
- 0.86%
- 1Y
- 4.29%
- 3Y*
- 5.24%
- 5Y*
- 2.11%
- 10Y*
- 2.38%
FUMBX
- 1D
- 0.10%
- 1M
- -0.77%
- YTD
- -0.10%
- 6M
- 0.85%
- 1Y
- 3.55%
- 3Y*
- 3.80%
- 5Y*
- 1.31%
- 10Y*
- —
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FJRLX vs. FUMBX - Expense Ratio Comparison
FJRLX has a 0.45% expense ratio, which is higher than FUMBX's 0.03% expense ratio.
Return for Risk
FJRLX vs. FUMBX — Risk / Return Rank
FJRLX
FUMBX
FJRLX vs. FUMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Limited Term Bond Fund (FJRLX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX). 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.
| FJRLX | FUMBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.55 | +0.44 |
Sortino ratioReturn per unit of downside risk | 3.23 | 2.43 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.52 | +0.43 |
Martin ratioReturn relative to average drawdown | 11.73 | 8.74 | +2.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FJRLX | FUMBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.55 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.45 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.73 | +0.29 |
Correlation
The correlation between FJRLX and FUMBX is 0.84, 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.
Dividends
FJRLX vs. FUMBX - Dividend Comparison
FJRLX's dividend yield for the trailing twelve months is around 3.69%, more than FUMBX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJRLX Fidelity Limited Term Bond Fund | 3.69% | 3.93% | 3.36% | 2.38% | 1.26% | 1.25% | 2.38% | 2.44% | 2.29% | 1.79% | 1.88% | 1.60% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | 3.41% | 3.51% | 2.91% | 1.64% | 0.86% | 1.15% | 1.41% | 1.88% | 1.64% | 0.34% | 0.00% | 0.00% |
Drawdowns
FJRLX vs. FUMBX - Drawdown Comparison
The maximum FJRLX drawdown since its inception was -9.89%, which is greater than FUMBX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for FJRLX and FUMBX.
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Drawdown Indicators
| FJRLX | FUMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.89% | -8.83% | -1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -1.54% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -9.71% | -8.60% | -1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -9.89% | — | — |
Current DrawdownCurrent decline from peak | -1.20% | -1.06% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -1.35% | -1.88% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 0.44% | -0.03% |
Volatility
FJRLX vs. FUMBX - Volatility Comparison
Fidelity Limited Term Bond Fund (FJRLX) has a higher volatility of 0.81% compared to Fidelity Short-Term Treasury Bond Index Fund (FUMBX) at 0.74%. This indicates that FJRLX's price experiences larger fluctuations and is considered to be riskier than FUMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJRLX | FUMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 0.74% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 1.37% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.27% | 2.32% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 2.89% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.39% | 2.49% | -0.10% |