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FLTB vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLTB vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Limited Term Bond ETF (FLTB) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLTB achieves a 0.82% return, which is significantly lower than BIL's 1.66% return. Over the past 10 years, FLTB has outperformed BIL with an annualized return of 2.44%, while BIL has yielded a comparatively lower 2.20% annualized return.


FLTB

1D
-0.06%
1M
0.32%
YTD
0.82%
6M
0.86%
1Y
4.26%
3Y*
5.58%
5Y*
2.30%
10Y*
2.44%

BIL

1D
0.00%
1M
0.27%
YTD
1.66%
6M
1.75%
1Y
3.85%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLTB vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLTB
Fidelity Limited Term Bond ETF
0.82%6.60%5.14%5.94%-5.88%-1.20%5.57%5.87%1.06%2.10%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.66%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between FLTB and BIL is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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

-0.04

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

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2014

0.03

The correlation between FLTB and BIL shifts across timeframes, from -0.18 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FLTB vs. BIL — Risk / Return Rank

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

FLTB
FLTB Risk / Return Rank: 6666
Overall Rank
FLTB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FLTB Sortino Ratio Rank: 7373
Sortino Ratio Rank
FLTB Omega Ratio Rank: 6767
Omega Ratio Rank
FLTB Calmar Ratio Rank: 5959
Calmar Ratio Rank
FLTB Martin Ratio Rank: 6666
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL 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.

FLTB vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Limited Term Bond ETF (FLTB) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


FLTBBILDifference
Sharpe ratioReturn per unit of total volatility

-17.33

Sortino ratioReturn per unit of downside risk

-170.03

Omega ratioGain probability vs. loss probability

1.39

87.41

-86.02

Calmar ratioReturn relative to maximum drawdown

2.81

353.28

-350.48

Martin ratioReturn relative to average drawdown

11.71

2,801.35

-2,789.63

FLTB vs. BIL - Sharpe Ratio Comparison

The current FLTB Sharpe Ratio is 2.04, which is lower than the BIL Sharpe Ratio of 19.37. The chart below compares the historical Sharpe Ratios of FLTB and BIL, 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

FLTB vs. BIL - Drawdown Comparison

The maximum FLTB drawdown since its inception was -9.37%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for FLTB and BIL.


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Drawdown Indicators


FLTBBILDifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-0.78%

-8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-1.52%

-0.01%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-1.52%

-0.01%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-9.26%

-0.09%

-9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-9.37%

-0.21%

-9.16%

Current Drawdown

Current decline from peak

-0.28%

0.00%

-0.28%

Average Drawdown

Average peak-to-trough decline

-1.39%

-0.26%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.00%

+0.36%

Volatility

FLTB vs. BIL - Volatility Comparison

Fidelity Limited Term Bond ETF (FLTB) has a higher volatility of 0.57% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that FLTB's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTBBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.07%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

0.14%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

2.10%

0.20%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.81%

0.26%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.94%

0.26%

+2.68%

FLTB vs. BIL - Expense Ratio Comparison

FLTB has a 0.25% expense ratio, which is higher than BIL's 0.14% 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

FLTB vs. BIL - Dividend Comparison

FLTB's dividend yield for the trailing twelve months is around 4.36%, more than BIL's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
FLTB
Fidelity Limited Term Bond ETF
4.36%4.31%4.11%3.20%1.63%0.89%1.56%2.67%2.50%1.78%1.59%1.63%

Frequently Asked Questions


FLTB and BIL have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTB has higher volatility (0.57%) compared to BIL (0.07%). In terms of maximum drawdown, FLTB dropped -9.37% vs BIL's -0.78%.

On 10-year performance, FLTB leads with 2.44% vs 2.20% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLTB has performed better with a 2.44% return vs 2.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL is cheaper with a 0.14% expense ratio, compared with 0.25% for FLTB.

FLTB has the higher dividend yield at 4.36%, compared with 3.85% for BIL.

FLTB is categorized as Short-Term Bond, while BIL is Government Bonds. They also come from different issuers: Fidelity and State Street. Their fees differ too: 0.25% for FLTB and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.37 vs 2.04), 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 FLTB and BIL

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