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FLDR vs. GSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLDR vs. GSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Duration Bond Factor ETF (FLDR) and Invesco Ultra Short Duration ETF (GSY). 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 1.58% return, which is significantly lower than GSY's 1.72% return.


FLDR

1D
0.06%
1M
0.43%
YTD
1.58%
6M
1.88%
1Y
4.76%
3Y*
5.36%
5Y*
3.70%
10Y*

GSY

1D
0.00%
1M
0.36%
YTD
1.72%
6M
1.96%
1Y
4.49%
3Y*
5.48%
5Y*
3.68%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLDR vs. GSY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLDR
Fidelity Low Duration Bond Factor ETF
1.58%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.84%
GSY
Invesco Ultra Short Duration ETF
1.72%4.96%5.95%5.99%0.01%0.03%1.88%3.39%1.15%

Correlation

The correlation between FLDR and GSY is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.47

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

0.44

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

0.35

The correlation between FLDR and GSY shifts across timeframes, from 0.35 (all time) to 0.47 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FLDR vs. GSY — 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: 9999
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

GSY
GSY Risk / Return Rank: 9999
Overall Rank
GSY Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GSY Sortino Ratio Rank: 9999
Sortino Ratio Rank
GSY Omega Ratio Rank: 9999
Omega Ratio Rank
GSY Calmar Ratio Rank: 100100
Calmar Ratio Rank
GSY Martin Ratio Rank: 100100
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. GSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Duration Bond Factor ETF (FLDR) and Invesco Ultra Short Duration ETF (GSY). 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.


FLDRGSYDifference
Sharpe ratioReturn per unit of total volatility

-5.30

Sortino ratioReturn per unit of downside risk

-17.36

Omega ratioGain probability vs. loss probability

2.73

6.54

-3.81

Calmar ratioReturn relative to maximum drawdown

10.19

75.72

-65.52

Martin ratioReturn relative to average drawdown

69.63

373.96

-304.33

FLDR vs. GSY - Sharpe Ratio Comparison

The current FLDR Sharpe Ratio is 5.90, which is lower than the GSY Sharpe Ratio of 11.20. The chart below compares the historical Sharpe Ratios of FLDR and GSY, 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. GSY - Drawdown Comparison

The maximum FLDR drawdown since its inception was -12.23%, roughly equal to the maximum GSY drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for FLDR and GSY.


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Drawdown Indicators


FLDRGSYDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-12.14%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-0.06%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-0.76%

-0.18%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-2.33%

-1.48%

-0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-5.25%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.35%

-2.38%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.01%

+0.06%

Volatility

FLDR vs. GSY - Volatility Comparison

Fidelity Low Duration Bond Factor ETF (FLDR) has a higher volatility of 0.20% compared to Invesco Ultra Short Duration ETF (GSY) at 0.15%. This indicates that FLDR's price experiences larger fluctuations and is considered to be riskier than GSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLDRGSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

0.15%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.59%

0.31%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

0.81%

0.40%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.21%

0.58%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

1.22%

+4.03%

FLDR vs. GSY - Expense Ratio Comparison

FLDR has a 0.15% expense ratio, which is lower than GSY's 0.22% expense ratio. Despite the difference, 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. GSY - Dividend Comparison

FLDR's dividend yield for the trailing twelve months is around 4.42%, more than GSY's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
GSY
Invesco Ultra Short Duration ETF
4.34%4.56%5.31%4.95%1.70%0.58%1.45%2.71%2.30%1.80%1.21%1.17%

Frequently Asked Questions


FLDR and GSY have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLDR has higher volatility (0.20%) compared to GSY (0.15%). In terms of maximum drawdown, FLDR dropped -12.23% vs GSY's -12.14%.

On 5-year performance, FLDR leads with 3.70% vs 3.68% for GSY. On fees, FLDR is cheaper at 0.15% per year. Their volatility is very similar. 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 3.70% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLDR is cheaper with a 0.15% expense ratio, compared with 0.22% for GSY.

FLDR has the higher dividend yield at 4.42%, compared with 4.34% for GSY.

FLDR is categorized as Corporate Bonds, while GSY is Ultrashort Bond. They also come from different issuers: Fidelity and Invesco. Their fees differ too: 0.15% for FLDR and 0.22% for GSY.

GSY currently has the higher Sharpe Ratio (11.20 vs 5.90), 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

Find the right allocation for FLDR and GSY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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