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FLDR vs. SCCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLDR vs. SCCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Duration Bond Factor ETF (FLDR) and Schwab Core Bond ETF (SCCR). 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 1.44% return, which is significantly higher than SCCR's 0.32% return.


FLDR

1D
-0.02%
1M
0.41%
YTD
1.44%
6M
1.76%
1Y
4.76%
3Y*
5.36%
5Y*
3.70%
10Y*

SCCR

1D
-0.16%
1M
0.39%
YTD
0.32%
6M
0.35%
1Y
6.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLDR vs. SCCR - Yearly Performance Comparison


2026 (YTD)2025
FLDR
Fidelity Low Duration Bond Factor ETF
1.44%4.77%
SCCR
Schwab Core Bond ETF
0.32%6.66%

Correlation

The correlation between FLDR and SCCR is 0.70, 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

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.73

The correlation between FLDR and SCCR has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.

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Return for Risk

FLDR vs. SCCR — 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: 9696
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
Martin Ratio Rank

SCCR
SCCR Risk / Return Rank: 4545
Overall Rank
SCCR Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCCR Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCCR Omega Ratio Rank: 4545
Omega Ratio Rank
SCCR Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCCR Martin Ratio Rank: 4141
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. SCCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Duration Bond Factor ETF (FLDR) and Schwab Core Bond ETF (SCCR). 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.


FLDRSCCRDifference
Sharpe ratioReturn per unit of total volatility

+4.32

Sortino ratioReturn per unit of downside risk

+7.60

Omega ratioGain probability vs. loss probability

2.75

1.29

+1.47

Calmar ratioReturn relative to maximum drawdown

10.24

2.18

+8.06

Martin ratioReturn relative to average drawdown

70.25

6.58

+63.67

FLDR vs. SCCR - Sharpe Ratio Comparison

The current FLDR Sharpe Ratio is 5.95, which is higher than the SCCR Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FLDR and SCCR, 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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Sharpe Ratios by Period


FLDRSCCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.95

1.63

+4.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.20

-0.59

Drawdowns

FLDR vs. SCCR - Drawdown Comparison

The maximum FLDR drawdown since its inception was -12.23%, which is greater than SCCR's maximum drawdown of -2.81%. Use the drawdown chart below to compare losses from any high point for FLDR and SCCR.


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Drawdown Indicators


FLDRSCCRDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-2.81%

-9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-2.81%

+2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-2.33%

Current Drawdown

Current decline from peak

-0.02%

-1.56%

+1.54%

Average Drawdown

Average peak-to-trough decline

-0.35%

-0.76%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.93%

-0.86%

Volatility

FLDR vs. SCCR - Volatility Comparison

The current volatility for Fidelity Low Duration Bond Factor ETF (FLDR) is 0.19%, while Schwab Core Bond ETF (SCCR) has a volatility of 1.28%. This indicates that FLDR experiences smaller price fluctuations and is considered to be less risky than SCCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLDRSCCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

1.28%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.58%

2.70%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

0.80%

3.75%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.21%

4.38%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

4.38%

+0.88%

FLDR vs. SCCR - Expense Ratio Comparison

FLDR has a 0.15% expense ratio, which is lower than SCCR's 0.16% 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. SCCR - Dividend Comparison

FLDR's dividend yield for the trailing twelve months is around 4.43%, less than SCCR's 4.63% yield.


PositionTTM20252024202320222021202020192018
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%
SCCR
Schwab Core Bond ETF
4.63%3.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLDR and SCCR have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCCR has higher volatility (1.28%) compared to FLDR (0.19%). In terms of maximum drawdown, FLDR dropped -12.23% vs SCCR's -2.81%.

On 1-year performance, SCCR leads with 6.10% vs 4.76% for FLDR. On fees, FLDR is cheaper at 0.15% per year. On volatility, FLDR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SCCR has performed better with a 6.10% return vs 4.76%. 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 0.16% for SCCR.

SCCR has the higher dividend yield at 4.63%, compared with 4.43% for FLDR.

FLDR is categorized as Corporate Bonds, while SCCR is Intermediate Core Bond. They also come from different issuers: Fidelity and Charles Schwab. Their fees differ too: 0.15% for FLDR and 0.16% for SCCR.

FLDR currently has the higher Sharpe Ratio (5.95 vs 1.63), 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.

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