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FSEC vs. JBND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSEC and JBND is 0.84, 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.


-0.50.00.51.00.8

Performance

FSEC vs. JBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Investment Grade Securitized ETF (FSEC) and Jpmorgan Active Bond ETF (JBND). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.52%
-0.36%
FSEC
JBND

Key characteristics

Sharpe Ratio

FSEC:

0.75

JBND:

1.24

Sortino Ratio

FSEC:

1.11

JBND:

1.82

Omega Ratio

FSEC:

1.13

JBND:

1.22

Calmar Ratio

FSEC:

0.41

JBND:

1.34

Martin Ratio

FSEC:

2.40

JBND:

3.06

Ulcer Index

FSEC:

2.33%

JBND:

1.96%

Daily Std Dev

FSEC:

7.50%

JBND:

4.87%

Max Drawdown

FSEC:

-17.97%

JBND:

-4.48%

Current Drawdown

FSEC:

-6.00%

JBND:

-2.37%

Returns By Period

In the year-to-date period, FSEC achieves a 1.09% return, which is significantly lower than JBND's 1.21% return.


FSEC

YTD

1.09%

1M

0.78%

6M

-0.53%

1Y

5.95%

5Y*

N/A

10Y*

N/A

JBND

YTD

1.21%

1M

0.84%

6M

-0.36%

1Y

6.09%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FSEC vs. JBND - Expense Ratio Comparison

FSEC has a 0.36% expense ratio, which is higher than JBND's 0.30% expense ratio.


FSEC
Fidelity Investment Grade Securitized ETF
Expense ratio chart for FSEC: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for JBND: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

FSEC vs. JBND — Risk-Adjusted Performance Rank

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

FSEC
The Risk-Adjusted Performance Rank of FSEC is 2525
Overall Rank
The Sharpe Ratio Rank of FSEC is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FSEC is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FSEC is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FSEC is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FSEC is 2727
Martin Ratio Rank

JBND
The Risk-Adjusted Performance Rank of JBND is 4747
Overall Rank
The Sharpe Ratio Rank of JBND is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of JBND is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JBND is 4848
Omega Ratio Rank
The Calmar Ratio Rank of JBND is 5151
Calmar Ratio Rank
The Martin Ratio Rank of JBND is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSEC vs. JBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Investment Grade Securitized ETF (FSEC) and Jpmorgan Active Bond ETF (JBND). 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.


Sharpe ratio
The chart of Sharpe ratio for FSEC, currently valued at 0.74, compared to the broader market0.002.004.000.751.24
The chart of Sortino ratio for FSEC, currently valued at 1.11, compared to the broader market0.005.0010.001.111.82
The chart of Omega ratio for FSEC, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.22
The chart of Calmar ratio for FSEC, currently valued at 1.01, compared to the broader market0.005.0010.0015.001.011.34
The chart of Martin ratio for FSEC, currently valued at 2.40, compared to the broader market0.0020.0040.0060.0080.00100.002.403.06
FSEC
JBND

The current FSEC Sharpe Ratio is 0.75, which is lower than the JBND Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FSEC and JBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
0.75
1.24
FSEC
JBND

Dividends

FSEC vs. JBND - Dividend Comparison

FSEC's dividend yield for the trailing twelve months is around 3.13%, less than JBND's 4.55% yield.


TTM2024202320222021
FSEC
Fidelity Investment Grade Securitized ETF
3.13%3.22%3.41%2.21%0.96%
JBND
Jpmorgan Active Bond ETF
4.55%4.59%1.00%0.00%0.00%

Drawdowns

FSEC vs. JBND - Drawdown Comparison

The maximum FSEC drawdown since its inception was -17.97%, which is greater than JBND's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for FSEC and JBND. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.86%
-2.37%
FSEC
JBND

Volatility

FSEC vs. JBND - Volatility Comparison

Fidelity Investment Grade Securitized ETF (FSEC) has a higher volatility of 1.56% compared to Jpmorgan Active Bond ETF (JBND) at 1.23%. This indicates that FSEC's price experiences larger fluctuations and is considered to be riskier than JBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
1.56%
1.23%
FSEC
JBND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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