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FNB vs. FJRLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNB vs. FJRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F.N.B. Corporation (FNB) and Fidelity Limited Term Bond Fund (FJRLX). The values are adjusted to include any dividend payments, if applicable.

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FNB vs. FJRLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNB
F.N.B. Corporation
-1.53%19.37%10.96%9.76%11.74%32.83%-20.81%34.49%-26.16%-7.76%
FJRLX
Fidelity Limited Term Bond Fund
-0.40%6.70%4.92%6.26%-6.22%-1.46%5.16%6.04%0.71%1.89%

Returns By Period

In the year-to-date period, FNB achieves a -1.53% return, which is significantly lower than FJRLX's -0.40% return. Over the past 10 years, FNB has outperformed FJRLX with an annualized return of 6.93%, while FJRLX has yielded a comparatively lower 2.36% annualized return.


FNB

1D
3.40%
1M
-0.89%
YTD
-1.53%
6M
5.28%
1Y
28.13%
3Y*
16.89%
5Y*
9.43%
10Y*
6.93%

FJRLX

1D
0.26%
1M
-1.37%
YTD
-0.40%
6M
0.86%
1Y
4.29%
3Y*
5.18%
5Y*
2.09%
10Y*
2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FNB vs. FJRLX — Risk / Return Rank

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

FNB
FNB Risk / Return Rank: 7171
Overall Rank
FNB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FNB Sortino Ratio Rank: 6464
Sortino Ratio Rank
FNB Omega Ratio Rank: 6767
Omega Ratio Rank
FNB Calmar Ratio Rank: 7575
Calmar Ratio Rank
FNB Martin Ratio Rank: 7676
Martin Ratio Rank

FJRLX
FJRLX Risk / Return Rank: 9494
Overall Rank
FJRLX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FJRLX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FJRLX Omega Ratio Rank: 9292
Omega Ratio Rank
FJRLX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FJRLX Martin Ratio Rank: 9393
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.

FNB vs. FJRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F.N.B. Corporation (FNB) and Fidelity Limited Term Bond Fund (FJRLX). 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.


FNBFJRLXDifference

Sharpe ratio

Return per unit of total volatility

0.92

2.05

-1.13

Sortino ratio

Return per unit of downside risk

1.31

3.33

-2.02

Omega ratio

Gain probability vs. loss probability

1.20

1.44

-0.25

Calmar ratio

Return relative to maximum drawdown

1.79

2.96

-1.16

Martin ratio

Return relative to average drawdown

4.80

11.94

-7.13

FNB vs. FJRLX - Sharpe Ratio Comparison

The current FNB Sharpe Ratio is 0.92, which is lower than the FJRLX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FNB and FJRLX, 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


FNBFJRLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.05

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.77

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.99

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

1.01

-0.84

Correlation

The correlation between FNB and FJRLX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FNB vs. FJRLX - Dividend Comparison

FNB's dividend yield for the trailing twelve months is around 2.87%, less than FJRLX's 3.70% yield.


TTM20252024202320222021202020192018201720162015
FNB
F.N.B. Corporation
2.87%2.81%3.25%3.49%3.68%3.96%5.05%3.78%4.88%6.75%2.99%3.60%
FJRLX
Fidelity Limited Term Bond Fund
3.70%3.93%3.36%2.38%1.26%1.25%2.38%2.44%2.29%1.79%1.88%1.60%

Drawdowns

FNB vs. FJRLX - Drawdown Comparison

The maximum FNB drawdown since its inception was -69.60%, which is greater than FJRLX's maximum drawdown of -9.89%. Use the drawdown chart below to compare losses from any high point for FNB and FJRLX.


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Drawdown Indicators


FNBFJRLXDifference

Max Drawdown

Largest peak-to-trough decline

-69.60%

-9.89%

-59.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-1.63%

-14.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-9.71%

-22.88%

Max Drawdown (10Y)

Largest decline over 10 years

-60.11%

-9.89%

-50.22%

Current Drawdown

Current decline from peak

-11.00%

-1.37%

-9.63%

Average Drawdown

Average peak-to-trough decline

-18.40%

-1.35%

-17.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

0.40%

+5.53%

Volatility

FNB vs. FJRLX - Volatility Comparison

F.N.B. Corporation (FNB) has a higher volatility of 6.61% compared to Fidelity Limited Term Bond Fund (FJRLX) at 0.80%. This indicates that FNB's price experiences larger fluctuations and is considered to be riskier than FJRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNBFJRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

0.80%

+5.81%

Volatility (6M)

Calculated over the trailing 6-month period

19.79%

1.42%

+18.37%

Volatility (1Y)

Calculated over the trailing 1-year period

30.78%

2.27%

+28.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.46%

2.73%

+26.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.44%

2.39%

+33.05%