FNB vs. FJRLX
FNB (F.N.B. Corporation) is a stock, while FJRLX (Fidelity Limited Term Bond Fund) is Total Bond Market fund managed by Fidelity. Over the past 10 years, FNB returned 8.50%/yr vs 2.34%/yr for FJRLX. At a correlation of -0.16, they often move in opposite directions.
Performance
FNB vs. FJRLX - Performance Comparison
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Returns By Period
In the year-to-date period, FNB achieves a 8.94% return, which is significantly higher than FJRLX's 0.54% return. Over the past 10 years, FNB has outperformed FJRLX with an annualized return of 8.50%, while FJRLX has yielded a comparatively lower 2.34% annualized return.
FNB
- 1D
- 0.71%
- 1M
- 5.52%
- YTD
- 8.94%
- 6M
- 4.42%
- 1Y
- 35.97%
- 3Y*
- 22.38%
- 5Y*
- 12.25%
- 10Y*
- 8.50%
FJRLX
- 1D
- 0.17%
- 1M
- 0.44%
- YTD
- 0.54%
- 6M
- 0.96%
- 1Y
- 4.24%
- 3Y*
- 5.43%
- 5Y*
- 2.13%
- 10Y*
- 2.34%
FNB vs. FJRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNB F.N.B. Corporation | 8.94% | 19.37% | 10.96% | 9.76% | 11.74% | 32.83% | -20.81% | 34.49% | -26.16% | -7.76% |
FJRLX Fidelity Limited Term Bond Fund | 0.54% | 6.70% | 4.62% | 6.26% | -6.22% | -1.46% | 5.16% | 6.04% | 0.71% | 1.89% |
Correlation
The correlation between FNB and FJRLX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2013 | -0.16 |
The correlation between FNB and FJRLX shifts across timeframes, from -0.16 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FNB vs. FJRLX — Risk / Return Rank
FNB
FJRLX
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.
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.
| FNB | FJRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.62 | -0.32 |
| Martin ratioReturn relative to average drawdown | 6.09 | 9.75 | -3.65 |
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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
| FNB | FJRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.60% | -9.89% | -59.71% |
Max Drawdown (1Y)Largest decline over 1 year | -15.74% | -1.63% | -14.11% |
Max Drawdown (3Y)Largest decline over 3 years | -32.59% | -1.63% | -30.96% |
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 DrawdownCurrent decline from peak | -1.54% | -0.43% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -18.31% | -1.34% | -16.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 0.44% | +5.48% |
Volatility
FNB vs. FJRLX - Volatility Comparison
F.N.B. Corporation (FNB) has a higher volatility of 5.96% compared to Fidelity Limited Term Bond Fund (FJRLX) at 0.81%. 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
| FNB | FJRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 0.81% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 17.74% | 1.70% | +16.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.46% | 2.17% | +23.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.13% | 2.77% | +26.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.45% | 2.41% | +33.04% |
Dividends
FNB vs. FJRLX - Dividend Comparison
FNB's dividend yield for the trailing twelve months is around 2.67%, less than FJRLX's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJRLX Fidelity Limited Term Bond Fund | 4.09% | 3.93% | 3.08% | 2.38% | 1.26% | 1.25% | 2.38% | 2.44% | 2.29% | 1.79% | 1.88% | 1.60% |
FNB F.N.B. Corporation | 2.67% | 2.81% | 3.25% | 3.49% | 3.68% | 3.96% | 5.05% | 3.78% | 4.88% | 6.75% | 2.99% | 3.60% |
Frequently Asked Questions
FNB and FJRLX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNB has higher volatility (5.96%) compared to FJRLX (0.81%). In terms of maximum drawdown, FNB dropped -69.60% vs FJRLX's -9.89%.
FJRLX currently has the higher Sharpe Ratio (1.96 vs 1.42), 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.
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