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FLTB vs. STOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLTB vs. STOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Limited Term Bond ETF (FLTB) and State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). The values are adjusted to include any dividend payments, if applicable.

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FLTB vs. STOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLTB
Fidelity Limited Term Bond ETF
0.14%6.60%5.14%5.94%-5.88%-1.20%5.57%5.87%1.06%2.10%
STOT
State Street DoubleLine Short Duration Total Return Tactical ETF
0.35%5.56%5.26%6.39%-3.75%0.27%2.43%4.40%0.95%1.71%

Returns By Period

In the year-to-date period, FLTB achieves a 0.14% return, which is significantly lower than STOT's 0.35% 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%

STOT

1D
-0.03%
1M
-0.43%
YTD
0.35%
6M
1.62%
1Y
4.21%
3Y*
5.36%
5Y*
2.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLTB vs. STOT - Expense Ratio Comparison

FLTB has a 0.25% expense ratio, which is lower than STOT's 0.45% expense ratio.


Return for Risk

FLTB vs. STOT — 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

STOT
STOT Risk / Return Rank: 9696
Overall Rank
STOT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
STOT Sortino Ratio Rank: 9797
Sortino Ratio Rank
STOT Omega Ratio Rank: 9797
Omega Ratio Rank
STOT Calmar Ratio Rank: 9797
Calmar Ratio Rank
STOT Martin Ratio Rank: 9696
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. STOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Limited Term Bond ETF (FLTB) and State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). 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.


FLTBSTOTDifference

Sharpe ratio

Return per unit of total volatility

1.99

2.49

-0.50

Sortino ratio

Return per unit of downside risk

2.98

3.58

-0.59

Omega ratio

Gain probability vs. loss probability

1.37

1.58

-0.21

Calmar ratio

Return relative to maximum drawdown

3.06

5.56

-2.50

Martin ratio

Return relative to average drawdown

12.68

18.75

-6.07

FLTB vs. STOT - Sharpe Ratio Comparison

The current FLTB Sharpe Ratio is 1.99, which is comparable to the STOT Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of FLTB and STOT, 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


FLTBSTOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.49

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

1.60

-0.80

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

1.10

-0.27

Correlation

The correlation between FLTB and STOT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLTB vs. STOT - Dividend Comparison

FLTB's dividend yield for the trailing twelve months is around 4.37%, less than STOT's 4.42% 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%
STOT
State Street DoubleLine Short Duration Total Return Tactical ETF
4.42%4.52%5.10%4.53%2.54%1.76%1.66%2.61%2.50%1.95%2.08%0.00%

Drawdowns

FLTB vs. STOT - Drawdown Comparison

The maximum FLTB drawdown since its inception was -9.37%, which is greater than STOT's maximum drawdown of -6.07%. Use the drawdown chart below to compare losses from any high point for FLTB and STOT.


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Drawdown Indicators


FLTBSTOTDifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-6.07%

-3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.52%

-0.76%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-9.26%

-6.07%

-3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-9.37%

Current Drawdown

Current decline from peak

-0.95%

-0.51%

-0.44%

Average Drawdown

Average peak-to-trough decline

-1.41%

-0.85%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.23%

+0.14%

Volatility

FLTB vs. STOT - Volatility Comparison

Fidelity Limited Term Bond ETF (FLTB) has a higher volatility of 0.97% compared to State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) at 0.48%. This indicates that FLTB's price experiences larger fluctuations and is considered to be riskier than STOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTBSTOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.48%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

0.80%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

2.27%

1.70%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

1.73%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.93%

2.21%

+0.72%