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FSIGX vs. FTBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSIGX vs. FTBFX - Performance Comparison

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

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FSIGX vs. FTBFX - 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%
FTBFX
Fidelity Total Bond Fund
-0.49%7.50%2.50%7.25%-13.58%-0.44%9.34%9.89%-0.66%4.19%

Returns By Period

In the year-to-date period, FSIGX achieves a -0.32% return, which is significantly higher than FTBFX's -0.49% return. Both investments have delivered pretty close results over the past 10 years, with FSIGX having a 2.47% annualized return and FTBFX not far ahead at 2.58%.


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%

FTBFX

1D
0.42%
1M
-2.35%
YTD
-0.49%
6M
0.46%
1Y
4.07%
3Y*
4.43%
5Y*
0.85%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSIGX vs. FTBFX - Expense Ratio Comparison


Return for Risk

FSIGX vs. FTBFX — 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

FTBFX
FTBFX Risk / Return Rank: 6363
Overall Rank
FTBFX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 5050
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTBFX Martin Ratio Rank: 6060
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. FTBFX - Risk-Adjusted Trends Comparison

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


FSIGXFTBFXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.10

-0.04

Sortino ratio

Return per unit of downside risk

1.53

1.57

-0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.89

1.86

+0.03

Martin ratio

Return relative to average drawdown

5.44

5.73

-0.29

FSIGX vs. FTBFX - Sharpe Ratio Comparison

The current FSIGX Sharpe Ratio is 1.06, which is comparable to the FTBFX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FSIGX and FTBFX, 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


FSIGXFTBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.10

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.15

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.55

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.93

-0.06

Correlation

The correlation between FSIGX and FTBFX is 0.95, 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. FTBFX - Dividend Comparison

FSIGX's dividend yield for the trailing twelve months is around 3.91%, less than FTBFX's 4.02% 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%
FTBFX
Fidelity Total Bond Fund
4.02%4.36%4.51%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%

Drawdowns

FSIGX vs. FTBFX - Drawdown Comparison

The maximum FSIGX drawdown since its inception was -18.22%, roughly equal to the maximum FTBFX drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for FSIGX and FTBFX.


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Drawdown Indicators


FSIGXFTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.22%

-18.25%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.81%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-18.22%

-18.25%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.22%

-18.25%

+0.03%

Current Drawdown

Current decline from peak

-2.32%

-2.35%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.70%

-2.31%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.91%

+0.08%

Volatility

FSIGX vs. FTBFX - Volatility Comparison

Fidelity Series Investment Grade Bond Fund (FSIGX) and Fidelity Total Bond Fund (FTBFX) have volatilities of 1.53% and 1.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSIGXFTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.48%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.46%

+0.16%

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%

5.62%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

4.70%

+0.31%