FSTDX vs. SWRSX
Compare and contrast key facts about Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (FSTDX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
FSTDX is managed by Fidelity. It was launched on Jan 17, 2022. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Performance
FSTDX vs. SWRSX - Performance Comparison
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FSTDX vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSTDX Fidelity Series 5+ Year Inflation-Protected Bond Index Fund | -0.13% | 7.38% | -0.43% | 2.84% | -19.06% | 2.10% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 1.67% |
Returns By Period
In the year-to-date period, FSTDX achieves a -0.13% return, which is significantly lower than SWRSX's 0.39% return.
FSTDX
- 1D
- 0.93%
- 1M
- -2.70%
- YTD
- -0.13%
- 6M
- -0.40%
- 1Y
- 1.98%
- 3Y*
- 1.57%
- 5Y*
- —
- 10Y*
- —
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
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FSTDX vs. SWRSX - Expense Ratio Comparison
FSTDX has a 0.00% expense ratio, which is lower than SWRSX's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FSTDX vs. SWRSX — Risk / Return Rank
FSTDX
SWRSX
FSTDX vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (FSTDX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
| FSTDX | SWRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.84 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.60 | 1.17 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.16 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.44 | -0.67 |
Martin ratioReturn relative to average drawdown | 2.13 | 4.27 | -2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSTDX | SWRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.84 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.57 | -0.79 |
Correlation
The correlation between FSTDX and SWRSX is 0.97, 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
FSTDX vs. SWRSX - Dividend Comparison
FSTDX's dividend yield for the trailing twelve months is around 4.39%, more than SWRSX's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTDX Fidelity Series 5+ Year Inflation-Protected Bond Index Fund | 4.39% | 4.38% | 3.58% | 3.28% | 6.69% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Drawdowns
FSTDX vs. SWRSX - Drawdown Comparison
The maximum FSTDX drawdown since its inception was -24.29%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for FSTDX and SWRSX.
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Drawdown Indicators
| FSTDX | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -14.29% | -10.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -2.68% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.29% | — |
Current DrawdownCurrent decline from peak | -11.89% | -1.33% | -10.56% |
Average DrawdownAverage peak-to-trough decline | -14.16% | -3.75% | -10.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 0.90% | +0.78% |
Volatility
FSTDX vs. SWRSX - Volatility Comparison
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (FSTDX) has a higher volatility of 2.20% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.30%. This indicates that FSTDX's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTDX | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 1.30% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 3.68% | 2.17% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.61% | 4.00% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.60% | 6.05% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.60% | 5.39% | +4.21% |