PortfoliosLab logoPortfoliosLab logo
FPURX vs. NEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPURX vs. NEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Puritan Fund (FPURX) and iShares Short Duration Bond Active ETF (NEAR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FPURX achieves a 7.88% return, which is significantly higher than NEAR's 0.53% return. Over the past 10 years, FPURX has outperformed NEAR with an annualized return of 11.26%, while NEAR has yielded a comparatively lower 2.82% annualized return.


FPURX

1D
-2.61%
1M
0.00%
YTD
7.88%
6M
7.79%
1Y
20.33%
3Y*
16.40%
5Y*
9.00%
10Y*
11.26%

NEAR

1D
-0.02%
1M
-0.18%
YTD
0.53%
6M
1.05%
1Y
4.12%
3Y*
5.54%
5Y*
3.81%
10Y*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPURX vs. NEAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPURX
Fidelity Puritan Fund
7.88%12.22%18.94%20.20%-17.35%18.92%20.58%21.27%-4.18%18.28%
NEAR
iShares Short Duration Bond Active ETF
0.53%5.90%5.09%7.42%0.41%0.32%1.39%3.55%1.71%1.41%

Correlation

The correlation between FPURX and NEAR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2013

0.10

Over the past year, FPURX and NEAR have become more correlated (0.32) than their long-term average of 0.10, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FPURX vs. NEAR — Risk / Return Rank

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

FPURX
FPURX Risk / Return Rank: 5656
Overall Rank
FPURX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FPURX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FPURX Omega Ratio Rank: 5353
Omega Ratio Rank
FPURX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FPURX Martin Ratio Rank: 6969
Martin Ratio Rank

NEAR
NEAR Risk / Return Rank: 8989
Overall Rank
NEAR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9595
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9494
Omega Ratio Rank
NEAR Calmar Ratio Rank: 7878
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8686
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.

FPURX vs. NEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Puritan Fund (FPURX) and iShares Short Duration Bond Active ETF (NEAR). 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.


FPURXNEARDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

1.39

1.63

-0.25

Calmar ratioReturn relative to maximum drawdown

2.87

3.65

-0.78

Martin ratioReturn relative to average drawdown

12.71

16.68

-3.97

FPURX vs. NEAR - Sharpe Ratio Comparison

The current FPURX Sharpe Ratio is 2.05, which is lower than the NEAR Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of FPURX and NEAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FPURXNEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

3.05

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

2.86

-2.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

1.14

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.08

-0.35

Drawdowns

FPURX vs. NEAR - Drawdown Comparison

The maximum FPURX drawdown since its inception was -31.76%, which is greater than NEAR's maximum drawdown of -9.61%. Use the drawdown chart below to compare losses from any high point for FPURX and NEAR.


Loading charts...

Drawdown Indicators


FPURXNEARDifference

Max Drawdown

Largest peak-to-trough decline

-31.76%

-9.61%

-22.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-1.13%

-6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-1.16%

-15.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.53%

-1.32%

-21.21%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-9.61%

-14.32%

Current Drawdown

Current decline from peak

-2.61%

-0.29%

-2.32%

Average Drawdown

Average peak-to-trough decline

-4.64%

-0.16%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

0.25%

+1.38%

Volatility

FPURX vs. NEAR - Volatility Comparison

Fidelity Puritan Fund (FPURX) has a higher volatility of 3.95% compared to iShares Short Duration Bond Active ETF (NEAR) at 0.40%. This indicates that FPURX's price experiences larger fluctuations and is considered to be riskier than NEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FPURXNEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

0.40%

+3.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

1.01%

+7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

10.12%

1.36%

+8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.32%

1.34%

+11.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.12%

2.50%

+10.62%

FPURX vs. NEAR - Expense Ratio Comparison

FPURX has a 0.50% expense ratio, which is higher than NEAR's 0.25% expense ratio.


Dividends

FPURX vs. NEAR - Dividend Comparison

FPURX's dividend yield for the trailing twelve months is around 6.33%, more than NEAR's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
FPURX
Fidelity Puritan Fund
6.32%6.83%11.30%5.34%9.38%13.10%5.10%4.29%15.26%3.78%3.71%7.49%
NEAR
iShares Short Duration Bond Active ETF
4.44%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%

Frequently Asked Questions


FPURX and NEAR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FPURX has higher volatility (3.95%) compared to NEAR (0.40%). In terms of maximum drawdown, FPURX dropped -31.76% vs NEAR's -9.61%.

NEAR currently has the higher Sharpe Ratio (3.05 vs 2.05), 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 FPURX and NEAR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer