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FSHBX vs. FFRHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSHBX vs. FFRHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Short-Term Bond Fund (FSHBX) and Fidelity Floating Rate High Income Fund (FFRHX). The values are adjusted to include any dividend payments, if applicable.

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FSHBX vs. FFRHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSHBX
Fidelity Short-Term Bond Fund
-0.20%5.49%4.73%5.35%-3.86%-0.92%3.59%4.20%1.21%1.16%
FFRHX
Fidelity Floating Rate High Income Fund
-0.61%5.47%7.10%12.63%-1.55%5.01%1.69%8.63%0.10%3.91%

Returns By Period

In the year-to-date period, FSHBX achieves a -0.20% return, which is significantly higher than FFRHX's -0.61% return. Over the past 10 years, FSHBX has underperformed FFRHX with an annualized return of 2.09%, while FFRHX has yielded a comparatively higher 4.98% annualized return.


FSHBX

1D
0.12%
1M
-0.94%
YTD
-0.20%
6M
0.93%
1Y
3.57%
3Y*
4.59%
5Y*
2.14%
10Y*
2.09%

FFRHX

1D
-0.11%
1M
0.11%
YTD
-0.61%
6M
0.66%
1Y
4.54%
3Y*
7.04%
5Y*
5.20%
10Y*
4.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSHBX vs. FFRHX - Expense Ratio Comparison

FSHBX has a 0.45% expense ratio, which is lower than FFRHX's 0.67% expense ratio.


Return for Risk

FSHBX vs. FFRHX — Risk / Return Rank

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

FSHBX
FSHBX Risk / Return Rank: 9494
Overall Rank
FSHBX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FSHBX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FSHBX Omega Ratio Rank: 9393
Omega Ratio Rank
FSHBX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FSHBX Martin Ratio Rank: 9595
Martin Ratio Rank

FFRHX
FFRHX Risk / Return Rank: 8484
Overall Rank
FFRHX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFRHX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFRHX Omega Ratio Rank: 9595
Omega Ratio Rank
FFRHX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FFRHX Martin Ratio Rank: 8383
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.

FSHBX vs. FFRHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Short-Term Bond Fund (FSHBX) and Fidelity Floating Rate High Income Fund (FFRHX). 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.


FSHBXFFRHXDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.51

+0.41

Sortino ratio

Return per unit of downside risk

3.34

2.14

+1.20

Omega ratio

Gain probability vs. loss probability

1.45

1.50

-0.05

Calmar ratio

Return relative to maximum drawdown

3.48

1.71

+1.77

Martin ratio

Return relative to average drawdown

13.73

8.28

+5.45

FSHBX vs. FFRHX - Sharpe Ratio Comparison

The current FSHBX Sharpe Ratio is 1.91, which is comparable to the FFRHX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FSHBX and FFRHX, 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


FSHBXFFRHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.51

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.84

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

1.21

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

1.13

+0.36

Correlation

The correlation between FSHBX and FFRHX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSHBX vs. FFRHX - Dividend Comparison

FSHBX's dividend yield for the trailing twelve months is around 3.89%, less than FFRHX's 6.75% yield.


TTM20252024202320222021202020192018201720162015
FSHBX
Fidelity Short-Term Bond Fund
3.89%4.26%4.00%3.00%0.83%1.04%2.62%2.13%1.78%1.27%1.12%0.88%
FFRHX
Fidelity Floating Rate High Income Fund
6.75%7.41%6.94%8.24%3.81%2.74%3.84%5.15%4.74%4.05%4.44%3.69%

Drawdowns

FSHBX vs. FFRHX - Drawdown Comparison

The maximum FSHBX drawdown since its inception was -8.80%, smaller than the maximum FFRHX drawdown of -22.20%. Use the drawdown chart below to compare losses from any high point for FSHBX and FFRHX.


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Drawdown Indicators


FSHBXFFRHXDifference

Max Drawdown

Largest peak-to-trough decline

-8.80%

-22.20%

+13.40%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-2.74%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-6.36%

-5.90%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-6.51%

-22.20%

+15.69%

Current Drawdown

Current decline from peak

-0.94%

-0.83%

-0.11%

Average Drawdown

Average peak-to-trough decline

-1.05%

-1.16%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.59%

-0.29%

Volatility

FSHBX vs. FFRHX - Volatility Comparison

The current volatility for Fidelity Short-Term Bond Fund (FSHBX) is 0.58%, while Fidelity Floating Rate High Income Fund (FFRHX) has a volatility of 0.66%. This indicates that FSHBX experiences smaller price fluctuations and is considered to be less risky than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSHBXFFRHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.66%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

1.61%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

2.08%

3.32%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.18%

2.84%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.84%

4.13%

-2.29%