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FSIGX vs. SBFCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSIGX vs. SBFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Investment Grade Bond Fund (FSIGX) and Victory INCORE Investment Grade Convertible Fund Class A (SBFCX). 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 SBFCX's 3.98% return. Over the past 10 years, FSIGX has underperformed SBFCX with an annualized return of 2.10%, while SBFCX has yielded a comparatively higher 7.22% annualized 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%

SBFCX

1D
0.59%
1M
-0.95%
6M
3.13%
YTD
3.98%
1Y
5.86%
3Y*
6.96%
5Y*
3.18%
10Y*
7.22%
ALL TIME*
6.69%
*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. SBFCX - 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%
SBFCX
Victory INCORE Investment Grade Convertible Fund Class A
3.98%5.07%9.48%7.98%-11.63%10.90%11.35%19.84%-0.44%18.47%

Correlation

The correlation between FSIGX and SBFCX is 0.28, which is low. Their historical price movements had little consistent relationship.


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

0.28

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

0.30

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

0.21

Correlation (10Y)
Provides a long-term view across more market conditions.

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2008

-0.08

The correlation between FSIGX and SBFCX shifts across timeframes, from -0.08 (all time) to 0.30 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSIGX vs. SBFCX — 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

SBFCX
SBFCX Risk / Return Rank: 2323
Overall Rank
SBFCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SBFCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SBFCX Omega Ratio Rank: 1919
Omega Ratio Rank
SBFCX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SBFCX Martin Ratio Rank: 2828
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. SBFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Bond Fund (FSIGX) and Victory INCORE Investment Grade Convertible Fund Class A (SBFCX). 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.


FSIGXSBFCXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.15

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

1.08

1.25

-0.18

Martin ratioReturn relative to average drawdown

2.62

4.28

-1.65

FSIGX vs. SBFCX - Sharpe Ratio Comparison

The current FSIGX Sharpe Ratio is 0.83, which is comparable to the SBFCX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FSIGX and SBFCX, 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. SBFCX - Drawdown Comparison

The maximum FSIGX drawdown since its inception was -18.22%, smaller than the maximum SBFCX drawdown of -47.88%. Use the drawdown chart below to compare losses from any high point for FSIGX and SBFCX.


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Drawdown Indicators


FSIGXSBFCXDifference

Max Drawdown

Largest peak-to-trough decline

-18.22%

-47.88%

+29.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-4.28%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

-8.68%

+3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-18.22%

-15.06%

-3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-18.22%

-23.79%

+5.57%

Current Drawdown

Current decline from peak

-2.48%

-2.34%

-0.14%

Average Drawdown

Average peak-to-trough decline

-2.68%

-6.00%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.25%

-0.03%

Volatility

FSIGX vs. SBFCX - Volatility Comparison

The current volatility for Fidelity Series Investment Grade Bond Fund (FSIGX) is 1.02%, while Victory INCORE Investment Grade Convertible Fund Class A (SBFCX) has a volatility of 1.53%. This indicates that FSIGX experiences smaller price fluctuations and is considered to be less risky than SBFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSIGXSBFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.53%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

5.13%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

6.42%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

8.22%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

9.52%

-4.49%

Dividends

FSIGX vs. SBFCX - Dividend Comparison

FSIGX's dividend yield for the trailing twelve months is around 3.97%, more than SBFCX's 3.12% 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%
SBFCX
Victory INCORE Investment Grade Convertible Fund Class A
3.12%4.35%1.87%2.84%2.19%9.86%4.88%4.94%5.66%3.13%1.38%2.53%

Frequently Asked Questions


FSIGX and SBFCX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBFCX has higher volatility (1.53%) compared to FSIGX (1.02%). In terms of maximum drawdown, FSIGX dropped -18.22% vs SBFCX's -47.88%.

SBFCX currently has the higher Sharpe Ratio (0.84 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.

Portfolio Optimizer

Find the right allocation for FSIGX and SBFCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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