PortfoliosLab logoPortfoliosLab logo
FLTMX vs. FBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLTMX vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Municipal Income Fund (FLTMX) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLTMX vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLTMX
Fidelity Intermediate Municipal Income Fund
-0.73%6.02%1.19%5.52%-6.92%0.83%4.36%6.34%1.89%4.50%
FBND
Fidelity Total Bond ETF
0.12%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Returns By Period

In the year-to-date period, FLTMX achieves a -0.73% return, which is significantly lower than FBND's 0.12% return. Over the past 10 years, FLTMX has underperformed FBND with an annualized return of 2.10%, while FBND has yielded a comparatively higher 2.78% annualized return.


FLTMX

1D
0.20%
1M
-2.40%
YTD
-0.73%
6M
0.70%
1Y
4.14%
3Y*
3.14%
5Y*
1.17%
10Y*
2.10%

FBND

1D
-0.02%
1M
-1.32%
YTD
0.12%
6M
0.77%
1Y
4.53%
3Y*
4.42%
5Y*
1.01%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLTMX vs. FBND - Expense Ratio Comparison

FLTMX has a 0.32% expense ratio, which is lower than FBND's 0.36% expense ratio.


Return for Risk

FLTMX vs. FBND — Risk / Return Rank

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

FLTMX
FLTMX Risk / Return Rank: 6565
Overall Rank
FLTMX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FLTMX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FLTMX Omega Ratio Rank: 8484
Omega Ratio Rank
FLTMX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FLTMX Martin Ratio Rank: 5656
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 5454
Overall Rank
FBND Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 5353
Sortino Ratio Rank
FBND Omega Ratio Rank: 4444
Omega Ratio Rank
FBND Calmar Ratio Rank: 6464
Calmar Ratio Rank
FBND Martin Ratio Rank: 5252
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.

FLTMX vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Municipal Income Fund (FLTMX) 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.


FLTMXFBNDDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.03

+0.20

Sortino ratio

Return per unit of downside risk

1.63

1.44

+0.20

Omega ratio

Gain probability vs. loss probability

1.35

1.18

+0.17

Calmar ratio

Return relative to maximum drawdown

1.45

1.69

-0.24

Martin ratio

Return relative to average drawdown

5.56

5.25

+0.31

FLTMX vs. FBND - Sharpe Ratio Comparison

The current FLTMX Sharpe Ratio is 1.22, which is comparable to the FBND Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FLTMX and FBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLTMXFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.03

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.17

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.46

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.44

+0.91

Correlation

The correlation between FLTMX and FBND is 0.44, 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

FLTMX vs. FBND - Dividend Comparison

FLTMX's dividend yield for the trailing twelve months is around 2.85%, less than FBND's 4.73% yield.


TTM20252024202320222021202020192018201720162015
FLTMX
Fidelity Intermediate Municipal Income Fund
2.85%3.70%2.47%2.42%1.36%1.67%2.00%2.39%3.31%2.64%3.20%2.36%
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Drawdowns

FLTMX vs. FBND - Drawdown Comparison

The maximum FLTMX drawdown since its inception was -16.13%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for FLTMX and FBND.


Loading graphics...

Drawdown Indicators


FLTMXFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-16.13%

-17.25%

+1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-2.79%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-10.91%

-17.25%

+6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-10.91%

-17.25%

+6.34%

Current Drawdown

Current decline from peak

-2.68%

-1.80%

-0.88%

Average Drawdown

Average peak-to-trough decline

-1.64%

-3.38%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.90%

+0.03%

Volatility

FLTMX vs. FBND - Volatility Comparison

The current volatility for Fidelity Intermediate Municipal Income Fund (FLTMX) is 1.03%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.66%. This indicates that FLTMX 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.


Loading graphics...

Volatility by Period


FLTMXFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.66%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

2.62%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

4.44%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.02%

5.90%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.22%

6.08%

-2.86%