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FSIGX vs. PSDSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSIGX vs. PSDSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSIGX achieves a -0.48% return, which is significantly lower than PSDSX's 1.39% return.


FSIGX

1D
0.00%
1M
-1.19%
6M
-0.73%
YTD
-0.48%
1Y
1.91%
3Y*
4.14%
5Y*
0.03%
10Y*
2.10%
ALL TIME*
3.84%

PSDSX

1D
0.00%
1M
0.25%
6M
1.04%
YTD
1.39%
1Y
3.18%
3Y*
4.04%
5Y*
2.74%
10Y*
ALL TIME*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FSIGX vs. PSDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSIGX
Fidelity Series Investment Grade Bond Fund
-0.48%7.65%1.79%6.82%-13.30%-0.67%9.71%9.75%-0.15%4.39%
PSDSX
Palmer Square Ultra-Short Duration Investment Grade Fund
1.39%3.67%4.43%4.69%-0.28%0.05%1.59%3.00%1.84%1.51%

Correlation

The correlation between FSIGX and PSDSX is 0.29, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.29

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.29

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Return for Risk

FSIGX vs. PSDSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSIGX
FSIGX Risk / Return Rank: 2222
Overall Rank
FSIGX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSIGX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSIGX Omega Ratio Rank: 2222
Omega Ratio Rank
FSIGX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FSIGX Martin Ratio Rank: 1919
Martin Ratio Rank

PSDSX
PSDSX Risk / Return Rank: 9898
Overall Rank
PSDSX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PSDSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PSDSX Omega Ratio Rank: 100100
Omega Ratio Rank
PSDSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PSDSX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSIGX vs. PSDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Bond Fund (FSIGX) and Palmer Square Ultra-Short Duration Investment Grade Fund (PSDSX). 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.


FSIGXPSDSXDifference
Sharpe ratioReturn per unit of total volatility

-2.99

Sortino ratioReturn per unit of downside risk

-3.02

Omega ratioGain probability vs. loss probability

1.15

4.19

-3.04

Calmar ratioReturn relative to maximum drawdown

1.08

4.66

-3.58

Martin ratioReturn relative to average drawdown

2.62

22.02

-19.39

FSIGX vs. PSDSX - Sharpe Ratio Comparison

The current FSIGX Sharpe Ratio is 0.83, which is lower than the PSDSX Sharpe Ratio of 3.82. The chart below compares the historical Sharpe Ratios of FSIGX and PSDSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSIGX vs. PSDSX - Drawdown Comparison

The maximum FSIGX drawdown since its inception was -18.22%, which is greater than PSDSX's maximum drawdown of -3.03%. Use the drawdown chart below to compare losses from any high point for FSIGX and PSDSX.


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Drawdown Indicators


FSIGXPSDSXDifference

Max Drawdown

Largest peak-to-trough decline

-18.22%

-3.03%

-15.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-0.80%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

-1.29%

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-18.22%

-1.52%

-16.70%

Max Drawdown (10Y)

Largest decline over 10 years

-18.22%

Current Drawdown

Current decline from peak

-2.48%

0.00%

-2.48%

Average Drawdown

Average peak-to-trough decline

-2.68%

-0.19%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

0.16%

+1.06%

Volatility

FSIGX vs. PSDSX - Volatility Comparison

Fidelity Series Investment Grade Bond Fund (FSIGX) has a higher volatility of 1.02% compared to Palmer Square Ultra-Short Duration Investment Grade Fund (PSDSX) at 0.11%. This indicates that FSIGX's price experiences larger fluctuations and is considered to be riskier than PSDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSIGXPSDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.11%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

0.88%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

0.97%

+2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

1.35%

+4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

1.08%

+3.95%

Dividends

FSIGX vs. PSDSX - Dividend Comparison

FSIGX's dividend yield for the trailing twelve months is around 3.97%, more than PSDSX's 3.49% yield.


PositionTTM20252024202320222021202020192018201720162015
FSIGX
Fidelity Series Investment Grade Bond Fund
3.97%4.24%4.01%4.00%2.37%1.88%6.32%3.09%3.20%2.86%4.32%3.07%
PSDSX
Palmer Square Ultra-Short Duration Investment Grade Fund
3.49%3.57%4.06%3.57%1.70%0.50%1.21%2.51%2.18%1.50%0.00%0.00%

Frequently Asked Questions


FSIGX and PSDSX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSIGX has higher volatility (1.02%) compared to PSDSX (0.11%). In terms of maximum drawdown, FSIGX dropped -18.22% vs PSDSX's -3.03%.

PSDSX currently has the higher Sharpe Ratio (3.82 vs 0.83), 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.

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