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FLTB vs. FIGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLTB vs. FIGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Limited Term Bond ETF (FLTB) and Fidelity Investment Grade Bond ETF (FIGB). The values are adjusted to include any dividend payments, if applicable.

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FLTB vs. FIGB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FLTB
Fidelity Limited Term Bond ETF
0.14%6.60%5.14%5.94%-5.88%-0.59%
FIGB
Fidelity Investment Grade Bond ETF
-0.10%6.95%1.51%6.65%-13.43%1.77%

Returns By Period

In the year-to-date period, FLTB achieves a 0.14% return, which is significantly higher than FIGB's -0.10% return.


FLTB

1D
-0.14%
1M
-0.69%
YTD
0.14%
6M
1.12%
1Y
4.48%
3Y*
5.31%
5Y*
2.22%
10Y*
2.47%

FIGB

1D
-0.13%
1M
-1.48%
YTD
-0.10%
6M
0.55%
1Y
3.86%
3Y*
3.79%
5Y*
0.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLTB vs. FIGB - Expense Ratio Comparison

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


Return for Risk

FLTB vs. FIGB — Risk / Return Rank

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

FLTB
FLTB Risk / Return Rank: 9090
Overall Rank
FLTB Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FLTB Sortino Ratio Rank: 9494
Sortino Ratio Rank
FLTB Omega Ratio Rank: 8888
Omega Ratio Rank
FLTB Calmar Ratio Rank: 8989
Calmar Ratio Rank
FLTB Martin Ratio Rank: 9191
Martin Ratio Rank

FIGB
FIGB Risk / Return Rank: 3737
Overall Rank
FIGB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FIGB Sortino Ratio Rank: 3535
Sortino Ratio Rank
FIGB Omega Ratio Rank: 3232
Omega Ratio Rank
FIGB Calmar Ratio Rank: 4444
Calmar Ratio Rank
FIGB Martin Ratio Rank: 3838
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. FIGB - Risk-Adjusted Trends Comparison

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


FLTBFIGBDifference

Sharpe ratio

Return per unit of total volatility

1.99

0.75

+1.23

Sortino ratio

Return per unit of downside risk

2.98

1.07

+1.91

Omega ratio

Gain probability vs. loss probability

1.37

1.14

+0.24

Calmar ratio

Return relative to maximum drawdown

3.06

1.20

+1.86

Martin ratio

Return relative to average drawdown

12.68

3.64

+9.04

FLTB vs. FIGB - Sharpe Ratio Comparison

The current FLTB Sharpe Ratio is 1.99, which is higher than the FIGB Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FLTB and FIGB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLTBFIGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.75

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.07

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.06

+0.76

Correlation

The correlation between FLTB and FIGB is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLTB vs. FIGB - Dividend Comparison

FLTB's dividend yield for the trailing twelve months is around 4.37%, more than FIGB's 4.13% yield.


TTM20252024202320222021202020192018201720162015
FLTB
Fidelity Limited Term Bond ETF
4.37%4.31%4.11%3.20%1.63%0.89%1.56%2.67%2.50%1.78%1.59%1.63%
FIGB
Fidelity Investment Grade Bond ETF
4.13%4.15%4.28%3.79%2.44%1.10%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLTB vs. FIGB - Drawdown Comparison

The maximum FLTB drawdown since its inception was -9.37%, smaller than the maximum FIGB drawdown of -18.08%. Use the drawdown chart below to compare losses from any high point for FLTB and FIGB.


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Drawdown Indicators


FLTBFIGBDifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-18.08%

+8.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.52%

-3.46%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-9.26%

-18.08%

+8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-9.37%

Current Drawdown

Current decline from peak

-0.95%

-1.84%

+0.89%

Average Drawdown

Average peak-to-trough decline

-1.41%

-7.10%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

1.14%

-0.77%

Volatility

FLTB vs. FIGB - Volatility Comparison

The current volatility for Fidelity Limited Term Bond ETF (FLTB) is 0.97%, while Fidelity Investment Grade Bond ETF (FIGB) has a volatility of 1.72%. This indicates that FLTB experiences smaller price fluctuations and is considered to be less risky than FIGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTBFIGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.72%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

2.70%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.27%

5.15%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

6.25%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.93%

6.22%

-3.29%