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FTBFX vs. FXNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTBFX and FXNAX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

FTBFX vs. FXNAX - Performance Comparison

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

25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
42.94%
29.81%
FTBFX
FXNAX

Key characteristics

Sharpe Ratio

FTBFX:

1.35

FXNAX:

1.33

Sortino Ratio

FTBFX:

2.02

FXNAX:

1.98

Omega Ratio

FTBFX:

1.24

FXNAX:

1.23

Calmar Ratio

FTBFX:

0.67

FXNAX:

0.49

Martin Ratio

FTBFX:

3.96

FXNAX:

3.26

Ulcer Index

FTBFX:

1.79%

FXNAX:

2.15%

Daily Std Dev

FTBFX:

5.25%

FXNAX:

5.30%

Max Drawdown

FTBFX:

-18.19%

FXNAX:

-19.64%

Current Drawdown

FTBFX:

-4.59%

FXNAX:

-8.50%

Returns By Period

In the year-to-date period, FTBFX achieves a 1.28% return, which is significantly lower than FXNAX's 1.76% return. Over the past 10 years, FTBFX has outperformed FXNAX with an annualized return of 1.86%, while FXNAX has yielded a comparatively lower 1.20% annualized return.


FTBFX

YTD

1.28%

1M

-0.69%

6M

0.71%

1Y

6.62%

5Y*

0.22%

10Y*

1.86%

FXNAX

YTD

1.76%

1M

-0.19%

6M

1.08%

1Y

6.59%

5Y*

-1.23%

10Y*

1.20%

*Annualized

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FTBFX vs. FXNAX - Expense Ratio Comparison

FTBFX has a 0.45% expense ratio, which is higher than FXNAX's 0.03% expense ratio.


Expense ratio chart for FTBFX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTBFX: 0.45%
Expense ratio chart for FXNAX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXNAX: 0.03%

Risk-Adjusted Performance

FTBFX vs. FXNAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTBFX
The Risk-Adjusted Performance Rank of FTBFX is 8383
Overall Rank
The Sharpe Ratio Rank of FTBFX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FTBFX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FTBFX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FTBFX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FTBFX is 8181
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7979
Overall Rank
The Sharpe Ratio Rank of FXNAX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTBFX vs. FXNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FTBFX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


The chart of Sharpe ratio for FTBFX, currently valued at 1.35, compared to the broader market-1.000.001.002.003.00
FTBFX: 1.35
FXNAX: 1.33
The chart of Sortino ratio for FTBFX, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.00
FTBFX: 2.02
FXNAX: 1.98
The chart of Omega ratio for FTBFX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.00
FTBFX: 1.24
FXNAX: 1.23
The chart of Calmar ratio for FTBFX, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.00
FTBFX: 0.67
FXNAX: 0.49
The chart of Martin ratio for FTBFX, currently valued at 3.96, compared to the broader market0.0010.0020.0030.0040.0050.00
FTBFX: 3.96
FXNAX: 3.26

The current FTBFX Sharpe Ratio is 1.35, which is comparable to the FXNAX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FTBFX and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.35
1.33
FTBFX
FXNAX

Dividends

FTBFX vs. FXNAX - Dividend Comparison

FTBFX's dividend yield for the trailing twelve months is around 4.52%, more than FXNAX's 3.13% yield.


TTM20242023202220212020201920182017201620152014
FTBFX
Fidelity Total Bond Fund
4.52%4.51%4.15%3.34%2.19%2.53%2.95%3.19%2.74%2.95%3.71%2.99%
FXNAX
Fidelity U.S. Bond Index Fund
3.13%3.40%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%

Drawdowns

FTBFX vs. FXNAX - Drawdown Comparison

The maximum FTBFX drawdown since its inception was -18.19%, smaller than the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for FTBFX and FXNAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-4.59%
-8.50%
FTBFX
FXNAX

Volatility

FTBFX vs. FXNAX - Volatility Comparison

Fidelity Total Bond Fund (FTBFX) and Fidelity U.S. Bond Index Fund (FXNAX) have volatilities of 2.06% and 2.00%, 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.


1.20%1.40%1.60%1.80%2.00%NovemberDecember2025FebruaryMarchApril
2.06%
2.00%
FTBFX
FXNAX