PortfoliosLab logoPortfoliosLab logo
FSEC vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, FSEC achieves a 0.86% return, which is significantly higher than BSV's 0.21% return.


FSEC

1D
-0.18%
1M
0.41%
YTD
0.86%
6M
0.87%
1Y
6.18%
3Y*
4.82%
5Y*
0.54%
10Y*

BSV

1D
-0.12%
1M
0.11%
YTD
0.21%
6M
0.37%
1Y
3.25%
3Y*
4.47%
5Y*
1.66%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSEC vs. BSV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSEC
Fidelity Investment Grade Securitized ETF
0.86%8.33%2.40%5.22%-12.62%-0.62%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.21%6.00%3.78%4.90%-5.49%-0.66%

Correlation

The correlation between FSEC and BSV is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.79

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

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.77

The correlation between FSEC and BSV has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

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

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: 3939
Overall Rank
FSEC Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSEC Sortino Ratio Rank: 3434
Sortino Ratio Rank
FSEC Omega Ratio Rank: 3434
Omega Ratio Rank
FSEC Calmar Ratio Rank: 5151
Calmar Ratio Rank
FSEC Martin Ratio Rank: 4343
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 5555
Overall Rank
BSV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 6363
Sortino Ratio Rank
BSV Omega Ratio Rank: 5757
Omega Ratio Rank
BSV Calmar Ratio Rank: 5252
Calmar Ratio Rank
BSV Martin Ratio Rank: 5050
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSECBSVDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.22

1.34

-0.12

Calmar ratioReturn relative to maximum drawdown

2.46

2.53

-0.07

Martin ratioReturn relative to average drawdown

6.72

8.35

-1.63

FSEC vs. BSV - Sharpe Ratio Comparison

The current FSEC Sharpe Ratio is 1.17, which is lower than the BSV Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of FSEC and BSV, 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...

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.


Loading charts...

Drawdown Indicators


FSECBSVDifference

Max Drawdown

Largest peak-to-trough decline

-17.97%

-8.54%

-9.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-1.29%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-7.32%

-1.53%

-5.79%

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

-1.20%

-0.70%

-0.50%

Average Drawdown

Average peak-to-trough decline

-6.58%

-0.97%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.39%

+0.53%

Volatility

FSEC vs. BSV - Volatility Comparison

Fidelity Investment Grade Securitized ETF (FSEC) has a higher volatility of 1.27% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.59%. 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.


Loading charts...

Volatility by Period


FSECBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.59%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

1.33%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

5.30%

1.82%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.78%

2.73%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.60%

2.38%

+4.22%

FSEC vs. BSV - Expense Ratio Comparison

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


Dividends

FSEC vs. BSV - Dividend Comparison

FSEC's dividend yield for the trailing twelve months is around 4.44%, more than BSV's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.00%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
FSEC
Fidelity Investment Grade Securitized ETF
4.44%4.22%3.22%3.41%2.21%0.96%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FSEC and BSV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSEC has higher volatility (1.27%) compared to BSV (0.59%). In terms of maximum drawdown, FSEC dropped -17.97% vs BSV's -8.54%.

On 5-year performance, BSV leads with 1.66% vs 0.54% for FSEC. On fees, BSV is cheaper at 0.03% per year. On volatility, BSV has been the lower-risk option at 0.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BSV has performed better with a 1.66% return vs 0.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.36% for FSEC.

FSEC has the higher dividend yield at 4.44%, compared with 4.00% for BSV.

FSEC is categorized as Intermediate Core Bond, while BSV is Short-Term Bond. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.36% for FSEC and 0.03% for BSV.

BSV currently has the higher Sharpe Ratio (1.79 vs 1.17), 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 FSEC and BSV

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