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FNB vs. FJRLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNB and FJRLX is -0.19. 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.


-0.50.00.51.0-0.2

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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.18%
1.61%
FNB
FJRLX

Key characteristics

Sharpe Ratio

FNB:

0.52

FJRLX:

1.84

Sortino Ratio

FNB:

1.00

FJRLX:

2.82

Omega Ratio

FNB:

1.12

FJRLX:

1.38

Calmar Ratio

FNB:

0.92

FJRLX:

2.41

Martin Ratio

FNB:

2.27

FJRLX:

7.75

Ulcer Index

FNB:

6.92%

FJRLX:

0.57%

Daily Std Dev

FNB:

30.14%

FJRLX:

2.41%

Max Drawdown

FNB:

-69.60%

FJRLX:

-9.55%

Current Drawdown

FNB:

-12.05%

FJRLX:

-1.19%

Returns By Period

In the year-to-date period, FNB achieves a 2.17% return, which is significantly higher than FJRLX's -0.35% return. Over the past 10 years, FNB has outperformed FJRLX with an annualized return of 6.45%, while FJRLX has yielded a comparatively lower 1.85% annualized return.


FNB

YTD

2.17%

1M

-5.09%

6M

-0.18%

1Y

17.45%

5Y*

8.00%

10Y*

6.45%

FJRLX

YTD

-0.35%

1M

-0.67%

6M

1.61%

1Y

3.95%

5Y*

1.42%

10Y*

1.85%

*Annualized

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Risk-Adjusted Performance

FNB vs. FJRLX — Risk-Adjusted Performance Rank

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

FNB
The Risk-Adjusted Performance Rank of FNB is 6969
Overall Rank
The Sharpe Ratio Rank of FNB is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FNB is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FNB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FNB is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FNB is 7171
Martin Ratio Rank

FJRLX
The Risk-Adjusted Performance Rank of FJRLX is 8989
Overall Rank
The Sharpe Ratio Rank of FJRLX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FJRLX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FJRLX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FJRLX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FJRLX is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNB vs. FJRLX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FNB, currently valued at 0.65, compared to the broader market-2.000.002.000.651.84
The chart of Sortino ratio for FNB, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.182.82
The chart of Omega ratio for FNB, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.38
The chart of Calmar ratio for FNB, currently valued at 1.15, compared to the broader market0.002.004.006.001.152.41
The chart of Martin ratio for FNB, currently valued at 2.83, compared to the broader market0.0010.0020.002.837.75
FNB
FJRLX

The current FNB Sharpe Ratio is 0.52, which is lower than the FJRLX Sharpe Ratio of 1.84. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.65
1.84
FNB
FJRLX

Dividends

FNB vs. FJRLX - Dividend Comparison

FNB's dividend yield for the trailing twelve months is around 3.18%, more than FJRLX's 3.06% yield.


TTM20242023202220212020201920182017201620152014
FNB
F.N.B. Corporation
3.18%3.25%3.49%3.68%3.96%5.05%3.78%4.88%3.47%2.99%3.60%3.60%
FJRLX
Fidelity Limited Term Bond Fund
3.06%3.05%2.38%1.63%1.28%1.89%2.44%2.28%1.80%1.61%1.87%1.96%

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 -9.55%. Use the drawdown chart below to compare losses from any high point for FNB and FJRLX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.05%
-1.19%
FNB
FJRLX

Volatility

FNB vs. FJRLX - Volatility Comparison

F.N.B. Corporation (FNB) has a higher volatility of 9.27% compared to Fidelity Limited Term Bond Fund (FJRLX) at 0.59%. 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.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
9.27%
0.59%
FNB
FJRLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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