FNDSX vs. JNK
Compare and contrast key facts about Fidelity Sustainability Bond Index Fund (FNDSX) and SPDR Barclays High Yield Bond ETF (JNK).
FNDSX is managed by Fidelity. It was launched on Jun 19, 2018. JNK is a passively managed fund by State Street that tracks the performance of the Barclays Capital High Yield Very Liquid Index. It was launched on Nov 28, 2007.
Performance
FNDSX vs. JNK - Performance Comparison
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FNDSX vs. JNK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FNDSX Fidelity Sustainability Bond Index Fund | -0.24% | 7.03% | 1.23% | 5.44% | -13.34% | -2.22% | 6.95% | 8.30% | 1.89% |
JNK SPDR Barclays High Yield Bond ETF | -0.14% | 8.76% | 7.71% | 12.42% | -12.19% | 4.00% | 4.95% | 14.88% | -3.20% |
Returns By Period
In the year-to-date period, FNDSX achieves a -0.24% return, which is significantly lower than JNK's -0.14% return.
FNDSX
- 1D
- 0.22%
- 1M
- -1.58%
- YTD
- -0.24%
- 6M
- 0.39%
- 1Y
- 3.64%
- 3Y*
- 3.44%
- 5Y*
- 0.00%
- 10Y*
- —
JNK
- 1D
- 0.29%
- 1M
- -0.71%
- YTD
- -0.14%
- 6M
- 1.02%
- 1Y
- 7.32%
- 3Y*
- 8.05%
- 5Y*
- 3.56%
- 10Y*
- 5.25%
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FNDSX vs. JNK - Expense Ratio Comparison
FNDSX has a 0.10% expense ratio, which is lower than JNK's 0.40% expense ratio.
Return for Risk
FNDSX vs. JNK — Risk / Return Rank
FNDSX
JNK
FNDSX vs. JNK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainability Bond Index Fund (FNDSX) and SPDR Barclays High Yield Bond ETF (JNK). 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 | JNK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.29 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.92 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.82 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.58 | 9.34 | -4.77 |
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 | JNK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.29 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.47 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.42 | -0.10 |
Correlation
The correlation between FNDSX and JNK is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FNDSX vs. JNK - Dividend Comparison
FNDSX's dividend yield for the trailing twelve months is around 3.59%, less than JNK's 6.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDSX Fidelity Sustainability Bond Index Fund | 3.59% | 3.84% | 3.53% | 2.84% | 1.55% | 1.17% | 1.79% | 3.17% | 1.56% | 0.00% | 0.00% | 0.00% |
JNK SPDR Barclays High Yield Bond ETF | 6.67% | 6.54% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% |
Drawdowns
FNDSX vs. JNK - Drawdown Comparison
The maximum FNDSX drawdown since its inception was -19.72%, smaller than the maximum JNK drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for FNDSX and JNK.
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Drawdown Indicators
| FNDSX | JNK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.72% | -38.48% | +18.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -4.17% | +1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -18.30% | -16.67% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.89% | — |
Current DrawdownCurrent decline from peak | -4.38% | -1.13% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -3.73% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.81% | +0.15% |
Volatility
FNDSX vs. JNK - Volatility Comparison
The current volatility for Fidelity Sustainability Bond Index Fund (FNDSX) is 1.59%, while SPDR Barclays High Yield Bond ETF (JNK) has a volatility of 2.27%. This indicates that FNDSX experiences smaller price fluctuations and is considered to be less risky than JNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNDSX | JNK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 2.27% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 2.95% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 5.72% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.98% | 7.53% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.33% | 8.34% | -3.01% |