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FNCL vs. FBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNCL vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Financials Index ETF (FNCL) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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FNCL vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNCL
Fidelity MSCI Financials Index ETF
-9.17%14.94%30.44%14.10%-12.28%34.92%-2.19%31.59%-13.44%19.99%
FBND
Fidelity Total Bond ETF
0.14%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, FNCL achieves a -9.17% return, which is significantly lower than FBND's 0.14% return. Over the past 10 years, FNCL has outperformed FBND with an annualized return of 12.25%, while FBND has yielded a comparatively lower 2.79% annualized return.


FNCL

1D
2.23%
1M
-3.42%
YTD
-9.17%
6M
-7.18%
1Y
2.69%
3Y*
17.96%
5Y*
9.30%
10Y*
12.25%

FBND

1D
0.31%
1M
-1.78%
YTD
0.14%
6M
1.01%
1Y
4.73%
3Y*
4.42%
5Y*
1.01%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNCL vs. FBND - Expense Ratio Comparison

FNCL has a 0.08% expense ratio, which is lower than FBND's 0.36% expense ratio.


Return for Risk

FNCL vs. FBND — Risk / Return Rank

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

FNCL
FNCL Risk / Return Rank: 1717
Overall Rank
FNCL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FNCL Sortino Ratio Rank: 1515
Sortino Ratio Rank
FNCL Omega Ratio Rank: 1616
Omega Ratio Rank
FNCL Calmar Ratio Rank: 1818
Calmar Ratio Rank
FNCL Martin Ratio Rank: 1818
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 6363
Overall Rank
FBND Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 6262
Sortino Ratio Rank
FBND Omega Ratio Rank: 5454
Omega Ratio Rank
FBND Calmar Ratio Rank: 7474
Calmar Ratio Rank
FBND Martin Ratio Rank: 6363
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.

FNCL vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Financials Index ETF (FNCL) 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.


FNCLFBNDDifference

Sharpe ratio

Return per unit of total volatility

0.14

1.07

-0.94

Sortino ratio

Return per unit of downside risk

0.32

1.50

-1.18

Omega ratio

Gain probability vs. loss probability

1.05

1.19

-0.14

Calmar ratio

Return relative to maximum drawdown

0.26

1.82

-1.56

Martin ratio

Return relative to average drawdown

0.79

5.71

-4.92

FNCL vs. FBND - Sharpe Ratio Comparison

The current FNCL Sharpe Ratio is 0.14, which is lower than the FBND Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FNCL 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.


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Sharpe Ratios by Period


FNCLFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.07

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.17

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.46

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.44

+0.08

Correlation

The correlation between FNCL and FBND is -0.04. 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

FNCL vs. FBND - Dividend Comparison

FNCL's dividend yield for the trailing twelve months is around 1.75%, less than FBND's 4.73% yield.


TTM20252024202320222021202020192018201720162015
FNCL
Fidelity MSCI Financials Index ETF
1.75%1.45%1.52%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.81%2.17%
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

FNCL vs. FBND - Drawdown Comparison

The maximum FNCL drawdown since its inception was -44.38%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for FNCL and FBND.


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Drawdown Indicators


FNCLFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

-17.25%

-27.13%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

-2.79%

-11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.68%

-17.25%

-8.43%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

-17.25%

-27.13%

Current Drawdown

Current decline from peak

-11.94%

-1.78%

-10.16%

Average Drawdown

Average peak-to-trough decline

-6.89%

-3.38%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

0.89%

+4.03%

Volatility

FNCL vs. FBND - Volatility Comparison

Fidelity MSCI Financials Index ETF (FNCL) has a higher volatility of 4.88% compared to Fidelity Total Bond ETF (FBND) at 1.66%. This indicates that FNCL's price experiences larger fluctuations and is considered to be riskier than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNCLFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

1.66%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

2.62%

+9.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.02%

4.45%

+15.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

5.90%

+13.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

6.09%

+16.26%