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FSIGX vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSIGX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Investment Grade Bond Fund (FSIGX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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FSIGX vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSIGX
Fidelity Series Investment Grade Bond Fund
-0.32%7.65%1.79%6.82%-13.30%-0.67%9.71%9.75%-0.15%4.39%
BND
Vanguard Total Bond Market ETF
0.05%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Returns By Period

In the year-to-date period, FSIGX achieves a -0.32% return, which is significantly lower than BND's 0.05% return. Over the past 10 years, FSIGX has outperformed BND with an annualized return of 2.47%, while BND has yielded a comparatively lower 1.67% annualized return.


FSIGX

1D
0.50%
1M
-2.32%
YTD
-0.32%
6M
0.65%
1Y
4.18%
3Y*
4.11%
5Y*
0.73%
10Y*
2.47%

BND

1D
0.22%
1M
-1.74%
YTD
0.05%
6M
0.95%
1Y
4.24%
3Y*
3.59%
5Y*
0.24%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSIGX vs. BND - Expense Ratio Comparison


Return for Risk

FSIGX vs. BND — Risk / Return Rank

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

FSIGX
FSIGX Risk / Return Rank: 5959
Overall Rank
FSIGX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FSIGX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FSIGX Omega Ratio Rank: 4343
Omega Ratio Rank
FSIGX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FSIGX Martin Ratio Rank: 5757
Martin Ratio Rank

BND
BND Risk / Return Rank: 5959
Overall Rank
BND Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BND Sortino Ratio Rank: 5858
Sortino Ratio Rank
BND Omega Ratio Rank: 4949
Omega Ratio Rank
BND Calmar Ratio Rank: 7474
Calmar Ratio Rank
BND Martin Ratio Rank: 5656
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.

FSIGX vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Bond Fund (FSIGX) and Vanguard Total Bond Market ETF (BND). 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.


FSIGXBNDDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.99

+0.07

Sortino ratio

Return per unit of downside risk

1.53

1.41

+0.12

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.89

1.81

+0.08

Martin ratio

Return relative to average drawdown

5.44

4.98

+0.46

FSIGX vs. BND - Sharpe Ratio Comparison

The current FSIGX Sharpe Ratio is 1.06, which is comparable to the BND Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of FSIGX and BND, 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


FSIGXBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.99

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.04

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.30

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.59

+0.27

Correlation

The correlation between FSIGX and BND is 0.89, 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

FSIGX vs. BND - Dividend Comparison

FSIGX's dividend yield for the trailing twelve months is around 3.91%, which matches BND's 3.91% yield.


TTM20252024202320222021202020192018201720162015
FSIGX
Fidelity Series Investment Grade Bond Fund
3.91%4.24%4.01%4.00%2.37%1.88%6.32%3.09%3.20%2.86%4.32%3.07%
BND
Vanguard Total Bond Market ETF
3.91%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

FSIGX vs. BND - Drawdown Comparison

The maximum FSIGX drawdown since its inception was -18.22%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for FSIGX and BND.


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Drawdown Indicators


FSIGXBNDDifference

Max Drawdown

Largest peak-to-trough decline

-18.22%

-18.58%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.44%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.22%

-17.91%

-0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-18.22%

-18.58%

+0.36%

Current Drawdown

Current decline from peak

-2.32%

-2.58%

+0.26%

Average Drawdown

Average peak-to-trough decline

-2.70%

-3.07%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.89%

+0.10%

Volatility

FSIGX vs. BND - Volatility Comparison

The current volatility for Fidelity Series Investment Grade Bond Fund (FSIGX) is 1.53%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.63%. This indicates that FSIGX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSIGXBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.63%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.52%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

4.30%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.04%

6.00%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

5.52%

-0.51%