PortfoliosLab logoPortfoliosLab logo
FLDR vs. IBDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLDR vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Duration Bond Factor ETF (FLDR) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with FLDR having a 1.44% return and IBDR slightly higher at 1.48%.


FLDR

1D
0.00%
1M
0.35%
YTD
1.44%
6M
1.76%
1Y
4.70%
3Y*
5.35%
5Y*
3.70%
10Y*

IBDR

1D
0.04%
1M
0.29%
YTD
1.48%
6M
1.88%
1Y
4.34%
3Y*
5.11%
5Y*
1.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLDR vs. IBDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLDR
Fidelity Low Duration Bond Factor ETF
1.44%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.94%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
1.48%4.99%4.98%5.96%-8.28%-1.79%8.88%14.81%1.03%

Correlation

The correlation between FLDR and IBDR is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.48

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2018

0.37

Over the past year, the correlation between FLDR and IBDR has dropped to 0.13 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FLDR vs. IBDR — 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

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Duration Bond Factor ETF (FLDR) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.


FLDRIBDRDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-4.52

Omega ratioGain probability vs. loss probability

2.73

3.38

-0.65

Calmar ratioReturn relative to maximum drawdown

10.10

52.76

-42.65

Martin ratioReturn relative to average drawdown

69.31

183.41

-114.10

FLDR vs. IBDR - Sharpe Ratio Comparison

The current FLDR Sharpe Ratio is 5.88, which is comparable to the IBDR Sharpe Ratio of 6.89. The chart below compares the historical Sharpe Ratios of FLDR and IBDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FLDRIBDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.88

6.89

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.07

0.45

+2.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.61

0.00

Drawdowns

FLDR vs. IBDR - Drawdown Comparison

The maximum FLDR drawdown since its inception was -12.23%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for FLDR and IBDR.


Loading charts...

Drawdown Indicators


FLDRIBDRDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-16.06%

+3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-0.08%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-0.76%

-1.08%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-2.33%

-13.13%

+10.80%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.35%

-2.84%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.02%

+0.05%

Volatility

FLDR vs. IBDR - Volatility Comparison

Fidelity Low Duration Bond Factor ETF (FLDR) has a higher volatility of 0.19% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.16%. This indicates that FLDR's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLDRIBDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

0.16%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.58%

0.34%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

0.80%

0.64%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.21%

3.40%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

4.86%

+0.40%

FLDR vs. IBDR - Expense Ratio Comparison

FLDR has a 0.15% expense ratio, which is higher than IBDR's 0.10% 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. IBDR - Dividend Comparison

FLDR's dividend yield for the trailing twelve months is around 4.43%, more than IBDR's 4.13% yield.


PositionTTM2025202420232022202120202019201820172016
FLDR
Fidelity Low Duration Bond Factor ETF
4.43%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.13%4.20%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%

Frequently Asked Questions


FLDR and IBDR have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLDR has higher volatility (0.19%) compared to IBDR (0.16%). In terms of maximum drawdown, FLDR dropped -12.23% vs IBDR's -16.06%.

On 5-year performance, FLDR leads with 3.70% vs 1.51% for IBDR. On fees, IBDR is cheaper at 0.10% 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 1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDR is cheaper with a 0.10% expense ratio, compared with 0.15% for FLDR.

FLDR has the higher dividend yield at 4.43%, compared with 4.13% for IBDR.

FLDR tracks Fidelity Low Duration Investment Grade Factor Index, while IBDR tracks Barclays December 2026 Maturity Corporate Index. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.15% for FLDR and 0.10% for IBDR.

IBDR currently has the higher Sharpe Ratio (6.89 vs 5.88), 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 IBDR

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

Open Portfolio Optimizer