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FLTB vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLTB vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Limited Term Bond ETF (FLTB) and Fidelity Total Bond ETF (FBND). 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 higher than FBND's 0.61% return. Both investments have delivered pretty close results over the past 10 years, with FLTB having a 2.44% annualized return and FBND not far ahead at 2.53%.


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%

FBND

1D
-0.26%
1M
0.58%
YTD
0.61%
6M
0.71%
1Y
4.87%
3Y*
4.69%
5Y*
0.78%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLTB vs. FBND - 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%
FBND
Fidelity Total Bond ETF
0.61%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Correlation

The correlation between FLTB and FBND is 0.75, 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

0.75

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

0.80

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

0.81

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

0.68

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

0.62

The correlation between FLTB and FBND shifts across timeframes, from 0.62 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FLTB vs. FBND — 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

FBND
FBND Risk / Return Rank: 3636
Overall Rank
FBND Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 3838
Sortino Ratio Rank
FBND Omega Ratio Rank: 3434
Omega Ratio Rank
FBND Calmar Ratio Rank: 3838
Calmar Ratio Rank
FBND Martin Ratio Rank: 3535
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. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Limited Term Bond ETF (FLTB) and Fidelity Total Bond ETF (FBND). 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.


FLTBFBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.39

1.22

+0.17

Calmar ratioReturn relative to maximum drawdown

2.81

1.83

+0.97

Martin ratioReturn relative to average drawdown

11.71

5.27

+6.45

FLTB vs. FBND - Sharpe Ratio Comparison

The current FLTB Sharpe Ratio is 2.04, which is higher than the FBND Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FLTB and FBND, 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. FBND - Drawdown Comparison

The maximum FLTB drawdown since its inception was -9.37%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for FLTB and FBND.


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Drawdown Indicators


FLTBFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-17.25%

+7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.52%

-2.66%

+1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-1.52%

-5.94%

+4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-9.26%

-17.25%

+7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-9.37%

-17.25%

+7.88%

Current Drawdown

Current decline from peak

-0.28%

-1.32%

+1.04%

Average Drawdown

Average peak-to-trough decline

-1.39%

-3.34%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.93%

-0.57%

Volatility

FLTB vs. FBND - Volatility Comparison

The current volatility for Fidelity Limited Term Bond ETF (FLTB) is 0.57%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.12%. This indicates that FLTB experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTBFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

1.12%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

2.85%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

2.10%

3.83%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.81%

5.93%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.94%

6.10%

-3.16%

FLTB vs. FBND - Expense Ratio Comparison

FLTB has a 0.25% expense ratio, which is lower than FBND's 0.36% expense ratio.


Dividends

FLTB vs. FBND - Dividend Comparison

FLTB's dividend yield for the trailing twelve months is around 4.36%, less than FBND's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.70%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
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 FBND have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBND has higher volatility (1.12%) compared to FLTB (0.57%). In terms of maximum drawdown, FLTB dropped -9.37% vs FBND's -17.25%.

On 10-year performance, FBND leads with 2.53% vs 2.44% for FLTB. On fees, FLTB is cheaper at 0.25% per year. On volatility, FLTB has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FBND has performed better with a 2.53% return vs 2.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTB is cheaper with a 0.25% expense ratio, compared with 0.36% for FBND.

FBND has the higher dividend yield at 4.70%, compared with 4.36% for FLTB.

FLTB is categorized as Short-Term Bond, while FBND is Intermediate Core-Plus Bond. Their fees differ too: 0.25% for FLTB and 0.36% for FBND.

FLTB currently has the higher Sharpe Ratio (2.04 vs 1.28), 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 FBND

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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