FNBGX vs. PDIIX
Compare and contrast key facts about Fidelity Long-Term Treasury Bond Index Fund (FNBGX) and PIMCO Diversified Income Fund (PDIIX).
FNBGX is managed by Fidelity. It was launched on Dec 20, 2005. PDIIX is managed by PIMCO. It was launched on Jul 30, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNBGX or PDIIX.
Key characteristics
| FNBGX | PDIIX | |
|---|---|---|
| YTD Return | -3.12% | 5.53% |
| 1Y Return | 6.74% | 12.53% |
| 3Y Return (Ann) | -11.15% | 0.05% |
| 5Y Return (Ann) | -5.00% | 1.73% |
| Sharpe Ratio | 0.64 | 3.02 |
| Sortino Ratio | 1.00 | 4.76 |
| Omega Ratio | 1.12 | 1.62 |
| Calmar Ratio | 0.20 | 1.06 |
| Martin Ratio | 1.67 | 15.85 |
| Ulcer Index | 5.25% | 0.81% |
| Daily Std Dev | 13.74% | 4.23% |
| Max Drawdown | -47.77% | -22.29% |
| Current Drawdown | -39.69% | -1.52% |
Correlation
The correlation between FNBGX and PDIIX is 0.53, 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.
Performance
FNBGX vs. PDIIX - Performance Comparison
In the year-to-date period, FNBGX achieves a -3.12% return, which is significantly lower than PDIIX's 5.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FNBGX vs. PDIIX - Expense Ratio Comparison
FNBGX has a 0.03% expense ratio, which is lower than PDIIX's 0.75% expense ratio.
Risk-Adjusted Performance
FNBGX vs. PDIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Long-Term Treasury Bond Index Fund (FNBGX) and PIMCO Diversified Income Fund (PDIIX). 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.
Dividends
FNBGX vs. PDIIX - Dividend Comparison
FNBGX's dividend yield for the trailing twelve months is around 3.59%, less than PDIIX's 4.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNBGX Fidelity Long-Term Treasury Bond Index Fund | 3.59% | 3.20% | 3.00% | 2.05% | 2.13% | 2.64% | 2.95% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% |
PDIIX PIMCO Diversified Income Fund | 4.56% | 4.65% | 5.02% | 3.57% | 3.68% | 4.62% | 4.46% | 4.87% | 4.94% | 7.14% | 6.03% | 4.81% |
Drawdowns
FNBGX vs. PDIIX - Drawdown Comparison
The maximum FNBGX drawdown since its inception was -47.77%, which is greater than PDIIX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for FNBGX and PDIIX. For additional features, visit the drawdowns tool.
Volatility
FNBGX vs. PDIIX - Volatility Comparison
Fidelity Long-Term Treasury Bond Index Fund (FNBGX) has a higher volatility of 4.33% compared to PIMCO Diversified Income Fund (PDIIX) at 1.02%. This indicates that FNBGX's price experiences larger fluctuations and is considered to be riskier than PDIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.