FTBFX vs. EEMV
Compare and contrast key facts about Fidelity Total Bond Fund (FTBFX) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV).
FTBFX is managed by Fidelity. It was launched on Oct 15, 2002. EEMV is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Minimum Volatility Index. It was launched on Oct 18, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTBFX or EEMV.
Key characteristics
| FTBFX | EEMV | |
|---|---|---|
| YTD Return | 3.02% | 7.44% |
| 1Y Return | 8.29% | 12.30% |
| 3Y Return (Ann) | -1.22% | -0.58% |
| 5Y Return (Ann) | 0.53% | 2.66% |
| 10Y Return (Ann) | 1.99% | 2.46% |
| Sharpe Ratio | 1.40 | 1.27 |
| Sortino Ratio | 2.11 | 1.84 |
| Omega Ratio | 1.26 | 1.23 |
| Calmar Ratio | 0.61 | 0.91 |
| Martin Ratio | 5.41 | 6.59 |
| Ulcer Index | 1.45% | 1.83% |
| Daily Std Dev | 5.54% | 9.48% |
| Max Drawdown | -18.19% | -31.56% |
| Current Drawdown | -5.67% | -6.68% |
Correlation
The correlation between FTBFX and EEMV is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FTBFX vs. EEMV - Performance Comparison
In the year-to-date period, FTBFX achieves a 3.02% return, which is significantly lower than EEMV's 7.44% return. Over the past 10 years, FTBFX has underperformed EEMV with an annualized return of 1.99%, while EEMV has yielded a comparatively higher 2.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTBFX vs. EEMV - Expense Ratio Comparison
FTBFX has a 0.45% expense ratio, which is higher than EEMV's 0.25% expense ratio.
Risk-Adjusted Performance
FTBFX vs. EEMV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FTBFX) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV). 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.
Dividends
FTBFX vs. EEMV - Dividend Comparison
FTBFX's dividend yield for the trailing twelve months is around 4.63%, more than EEMV's 2.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 4.63% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% | 3.91% |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.86% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% | 2.71% | 2.51% |
Drawdowns
FTBFX vs. EEMV - Drawdown Comparison
The maximum FTBFX drawdown since its inception was -18.19%, smaller than the maximum EEMV drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for FTBFX and EEMV. For additional features, visit the drawdowns tool.
Volatility
FTBFX vs. EEMV - Volatility Comparison
The current volatility for Fidelity Total Bond Fund (FTBFX) is 1.47%, while iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) has a volatility of 3.11%. This indicates that FTBFX experiences smaller price fluctuations and is considered to be less risky than EEMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.