FTBFX vs. SWAGX

In the year-to-date period, FTBFX achieves a 2.14% return, which is significantly lower than SWAGX's 2.38% return.

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FTBFX has a 0.45% expense ratio, which is higher than SWAGX's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FTBFX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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 current FTBFX Sharpe Ratio is 1.45, which is comparable to the SWAGX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FTBFX and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FTBFX's dividend yield for the trailing twelve months is around 4.48%, more than SWAGX's 3.91% yield.

The maximum FTBFX drawdown since its inception was -18.19%, roughly equal to the maximum SWAGX drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FTBFX and SWAGX. For additional features, visit the drawdowns tool.

Fidelity Total Bond Fund (FTBFX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX) have volatilities of 2.15% and 2.25%, 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.