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FSEC vs. BSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSEC vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Investment Grade Securitized ETF (FSEC) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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FSEC vs. BSV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSEC
Fidelity Investment Grade Securitized ETF
0.26%8.33%2.40%5.22%-12.62%-0.49%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.13%6.00%3.78%4.90%-5.49%-0.55%

Returns By Period

In the year-to-date period, FSEC achieves a 0.26% return, which is significantly higher than BSV's 0.13% return.


FSEC

1D
-0.11%
1M
-1.79%
YTD
0.26%
6M
1.94%
1Y
5.28%
3Y*
4.54%
5Y*
0.45%
10Y*

BSV

1D
0.14%
1M
-0.78%
YTD
0.13%
6M
1.33%
1Y
4.13%
3Y*
4.27%
5Y*
1.68%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSEC vs. BSV - Expense Ratio Comparison

FSEC has a 0.36% expense ratio, which is higher than BSV's 0.03% expense ratio.


Return for Risk

FSEC vs. BSV — Risk / Return Rank

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

FSEC
FSEC Risk / Return Rank: 4545
Overall Rank
FSEC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FSEC Sortino Ratio Rank: 4545
Sortino Ratio Rank
FSEC Omega Ratio Rank: 4242
Omega Ratio Rank
FSEC Calmar Ratio Rank: 5353
Calmar Ratio Rank
FSEC Martin Ratio Rank: 3939
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 9393
Overall Rank
BSV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSV Omega Ratio Rank: 9393
Omega Ratio Rank
BSV Calmar Ratio Rank: 9292
Calmar Ratio Rank
BSV Martin Ratio Rank: 9292
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.

FSEC vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Investment Grade Securitized ETF (FSEC) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


FSECBSVDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.08

-1.25

Sortino ratio

Return per unit of downside risk

1.20

3.31

-2.12

Omega ratio

Gain probability vs. loss probability

1.16

1.41

-0.25

Calmar ratio

Return relative to maximum drawdown

1.31

3.25

-1.94

Martin ratio

Return relative to average drawdown

3.57

12.45

-8.88

FSEC vs. BSV - Sharpe Ratio Comparison

The current FSEC Sharpe Ratio is 0.83, which is lower than the BSV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of FSEC and BSV, 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


FSECBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.08

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.62

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.86

-0.80

Correlation

The correlation between FSEC and BSV is 0.77, 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

FSEC vs. BSV - Dividend Comparison

FSEC's dividend yield for the trailing twelve months is around 4.43%, more than BSV's 3.90% yield.


TTM20252024202320222021202020192018201720162015
FSEC
Fidelity Investment Grade Securitized ETF
4.43%4.22%3.22%3.41%2.21%0.96%0.00%0.00%0.00%0.00%0.00%0.00%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.90%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Drawdowns

FSEC vs. BSV - Drawdown Comparison

The maximum FSEC drawdown since its inception was -17.97%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for FSEC and BSV.


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Drawdown Indicators


FSECBSVDifference

Max Drawdown

Largest peak-to-trough decline

-17.97%

-8.54%

-9.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-1.29%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-17.97%

-8.54%

-9.43%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-1.79%

-0.78%

-1.01%

Average Drawdown

Average peak-to-trough decline

-6.82%

-0.98%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

0.34%

+1.16%

Volatility

FSEC vs. BSV - Volatility Comparison

Fidelity Investment Grade Securitized ETF (FSEC) has a higher volatility of 1.92% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.77%. This indicates that FSEC's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSECBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

0.77%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.38%

1.19%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.42%

2.00%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.72%

2.71%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.68%

2.37%

+4.31%