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FPFD vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPFD vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Preferred Securities & Income ETF (FPFD) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FPFD achieves a 0.73% return, which is significantly higher than BND's 0.27% return.


FPFD

1D
-0.23%
1M
-0.51%
YTD
0.73%
6M
0.81%
1Y
6.27%
3Y*
7.66%
5Y*
10Y*

BND

1D
-0.19%
1M
0.27%
YTD
0.27%
6M
0.12%
1Y
5.11%
3Y*
3.96%
5Y*
0.09%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPFD vs. BND - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FPFD
Fidelity Preferred Securities & Income ETF
0.73%6.46%8.50%10.91%-17.11%1.89%
BND
Vanguard Total Bond Market ETF
0.27%7.08%1.38%5.65%-13.11%0.20%

Correlation

The correlation between FPFD and BND is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2021

0.45

The correlation between FPFD and BND shifts across timeframes, from 0.45 (all time) to 0.55 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FPFD vs. BND — Risk / Return Rank

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

FPFD
FPFD Risk / Return Rank: 5959
Overall Rank
FPFD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FPFD Sortino Ratio Rank: 6868
Sortino Ratio Rank
FPFD Omega Ratio Rank: 6969
Omega Ratio Rank
FPFD Calmar Ratio Rank: 4747
Calmar Ratio Rank
FPFD Martin Ratio Rank: 5151
Martin Ratio Rank

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3939
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3838
Calmar Ratio Rank
BND Martin Ratio Rank: 3636
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.

FPFD vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Preferred Securities & Income ETF (FPFD) and Vanguard Total Bond Market ETF (BND). 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.


FPFDBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.42

1.24

+0.18

Calmar ratioReturn relative to maximum drawdown

2.29

1.92

+0.37

Martin ratioReturn relative to average drawdown

8.64

5.80

+2.84

FPFD vs. BND - Sharpe Ratio Comparison

The current FPFD Sharpe Ratio is 2.14, which is higher than the BND Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FPFD and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FPFDBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.36

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.59

-0.26

Drawdowns

FPFD vs. BND - Drawdown Comparison

The maximum FPFD drawdown since its inception was -20.83%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for FPFD and BND.


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Drawdown Indicators


FPFDBNDDifference

Max Drawdown

Largest peak-to-trough decline

-20.83%

-18.58%

-2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-2.68%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.92%

-5.92%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-1.23%

-2.37%

+1.14%

Average Drawdown

Average peak-to-trough decline

-6.82%

-3.06%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.88%

-0.15%

Volatility

FPFD vs. BND - Volatility Comparison

The current volatility for Fidelity Preferred Securities & Income ETF (FPFD) is 1.00%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.23%. This indicates that FPFD experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPFDBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

1.23%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

2.66%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

3.78%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

6.02%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.32%

5.53%

-0.21%

FPFD vs. BND - Expense Ratio Comparison

FPFD has a 0.59% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

FPFD vs. BND - Dividend Comparison

FPFD's dividend yield for the trailing twelve months is around 5.15%, more than BND's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.97%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
FPFD
Fidelity Preferred Securities & Income ETF
5.15%5.04%4.89%5.09%5.22%1.59%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FPFD and BND have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BND has higher volatility (1.23%) compared to FPFD (1.00%). In terms of maximum drawdown, FPFD dropped -20.83% vs BND's -18.58%.

On 3-year performance, FPFD leads with 7.66% vs 3.96% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, FPFD has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FPFD has performed better with a 7.66% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.59% for FPFD.

FPFD has the higher dividend yield at 5.15%, compared with 3.97% for BND.

FPFD is categorized as Preferred Stock/Convertible Bonds, while BND is Total Bond Market. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.59% for FPFD and 0.03% for BND.

FPFD currently has the higher Sharpe Ratio (2.14 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FPFD and BND

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