FNDSX vs. FNBGX
Compare and contrast key facts about Fidelity Sustainability Bond Index Fund (FNDSX) and Fidelity Long-Term Treasury Bond Index Fund (FNBGX).
FNDSX is managed by Fidelity. It was launched on Jun 19, 2018. FNBGX is managed by Fidelity. It was launched on Dec 20, 2005.
Performance
FNDSX vs. FNBGX - Performance Comparison
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FNDSX vs. FNBGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FNDSX Fidelity Sustainability Bond Index Fund | -0.46% | 7.03% | 1.23% | 5.44% | -13.34% | -2.22% | 6.95% | 8.30% | 1.89% |
FNBGX Fidelity Long-Term Treasury Bond Index Fund | -0.35% | 5.30% | -6.18% | 3.20% | -29.89% | -5.17% | 17.58% | 14.24% | 2.18% |
Returns By Period
In the year-to-date period, FNDSX achieves a -0.46% return, which is significantly lower than FNBGX's -0.35% return.
FNDSX
- 1D
- 0.43%
- 1M
- -2.31%
- YTD
- -0.46%
- 6M
- 0.49%
- 1Y
- 3.64%
- 3Y*
- 3.36%
- 5Y*
- 0.01%
- 10Y*
- —
FNBGX
- 1D
- 1.21%
- 1M
- -4.27%
- YTD
- -0.35%
- 6M
- -0.77%
- 1Y
- 0.13%
- 3Y*
- -1.65%
- 5Y*
- -4.78%
- 10Y*
- —
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FNDSX vs. FNBGX - Expense Ratio Comparison
FNDSX has a 0.10% expense ratio, which is higher than FNBGX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FNDSX vs. FNBGX — Risk / Return Rank
FNDSX
FNBGX
FNDSX vs. FNBGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainability Bond Index Fund (FNDSX) and Fidelity Long-Term Treasury Bond Index Fund (FNBGX). 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.
| FNDSX | FNBGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.12 | +0.84 |
Sortino ratioReturn per unit of downside risk | 1.37 | 0.23 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.03 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.30 | +1.44 |
Martin ratioReturn relative to average drawdown | 4.98 | 0.66 | +4.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FNDSX | FNBGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.12 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | -0.33 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | -0.08 | +0.39 |
Correlation
The correlation between FNDSX and FNBGX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FNDSX vs. FNBGX - Dividend Comparison
FNDSX's dividend yield for the trailing twelve months is around 3.60%, which matches FNBGX's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNDSX Fidelity Sustainability Bond Index Fund | 3.60% | 3.84% | 3.53% | 2.84% | 1.55% | 1.17% | 1.79% | 3.17% | 1.56% | 0.00% |
FNBGX Fidelity Long-Term Treasury Bond Index Fund | 3.60% | 3.88% | 3.75% | 3.20% | 2.26% | 2.47% | 3.96% | 2.63% | 2.93% | 0.70% |
Drawdowns
FNDSX vs. FNBGX - Drawdown Comparison
The maximum FNDSX drawdown since its inception was -19.72%, smaller than the maximum FNBGX drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for FNDSX and FNBGX.
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Drawdown Indicators
| FNDSX | FNBGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.72% | -46.86% | +27.14% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -8.75% | +6.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.30% | -41.54% | +23.24% |
Current DrawdownCurrent decline from peak | -4.59% | -37.47% | +32.88% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -21.32% | +14.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 3.97% | -3.01% |
Volatility
FNDSX vs. FNBGX - Volatility Comparison
The current volatility for Fidelity Sustainability Bond Index Fund (FNDSX) is 1.62%, while Fidelity Long-Term Treasury Bond Index Fund (FNBGX) has a volatility of 3.58%. This indicates that FNDSX experiences smaller price fluctuations and is considered to be less risky than FNBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNDSX | FNBGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 3.58% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 6.05% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 10.49% | -6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.98% | 14.61% | -8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 14.30% | -8.96% |