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FLDR vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLDR vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Duration Bond Factor ETF (FLDR) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLDR achieves a 1.62% return, which is significantly higher than BSV's 0.21% return.


FLDR

1D
-0.02%
1M
0.39%
YTD
1.62%
6M
1.79%
1Y
4.64%
3Y*
5.30%
5Y*
3.71%
10Y*

BSV

1D
-0.12%
1M
0.11%
YTD
0.21%
6M
0.37%
1Y
3.25%
3Y*
4.47%
5Y*
1.66%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLDR vs. BSV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLDR
Fidelity Low Duration Bond Factor ETF
1.62%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.84%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.21%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%2.00%

Correlation

The correlation between FLDR and BSV is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

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

0.70

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2018

0.52

The correlation between FLDR and BSV shifts across timeframes, from 0.52 (all time) to 0.70 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FLDR vs. BSV — Risk / Return Rank

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

FLDR
FLDR Risk / Return Rank: 9898
Overall Rank
FLDR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9999
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 5555
Overall Rank
BSV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 6363
Sortino Ratio Rank
BSV Omega Ratio Rank: 5757
Omega Ratio Rank
BSV Calmar Ratio Rank: 5252
Calmar Ratio Rank
BSV Martin Ratio Rank: 5050
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.

FLDR vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Duration Bond Factor ETF (FLDR) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLDRBSVDifference
Sharpe ratioReturn per unit of total volatility

+3.96

Sortino ratioReturn per unit of downside risk

+6.88

Omega ratioGain probability vs. loss probability

2.65

1.34

+1.31

Calmar ratioReturn relative to maximum drawdown

9.97

2.53

+7.44

Martin ratioReturn relative to average drawdown

67.93

8.35

+59.58

FLDR vs. BSV - Sharpe Ratio Comparison

The current FLDR Sharpe Ratio is 5.75, which is higher than the BSV Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of FLDR and BSV, 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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Drawdowns

FLDR vs. BSV - Drawdown Comparison

The maximum FLDR drawdown since its inception was -12.23%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for FLDR and BSV.


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Drawdown Indicators


FLDRBSVDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-8.54%

-3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-1.29%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-0.76%

-1.53%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-2.33%

-8.54%

+6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-0.04%

-0.70%

+0.66%

Average Drawdown

Average peak-to-trough decline

-0.35%

-0.97%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.39%

-0.32%

Volatility

FLDR vs. BSV - Volatility Comparison

The current volatility for Fidelity Low Duration Bond Factor ETF (FLDR) is 0.18%, while Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a volatility of 0.59%. This indicates that FLDR experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLDRBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

0.59%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

0.60%

1.33%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

0.81%

1.82%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.21%

2.73%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

2.38%

+2.87%

FLDR vs. BSV - Expense Ratio Comparison

FLDR has a 0.15% expense ratio, which is higher than BSV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLDR vs. BSV - Dividend Comparison

FLDR's dividend yield for the trailing twelve months is around 4.42%, more than BSV's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.00%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
FLDR
Fidelity Low Duration Bond Factor ETF
4.42%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%0.00%

Frequently Asked Questions


FLDR and BSV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSV has higher volatility (0.59%) compared to FLDR (0.18%). In terms of maximum drawdown, FLDR dropped -12.23% vs BSV's -8.54%.

On 5-year performance, FLDR leads with 3.71% vs 1.66% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, FLDR has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLDR has performed better with a 3.71% return vs 1.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.15% for FLDR.

FLDR has the higher dividend yield at 4.42%, compared with 4.00% for BSV.

FLDR tracks Fidelity Low Duration Investment Grade Factor Index, while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.15% for FLDR and 0.03% for BSV.

FLDR currently has the higher Sharpe Ratio (5.75 vs 1.79), 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.

Portfolio Optimizer

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