FTBFX vs. SWAGX
Compare and contrast key facts about Fidelity Total Bond Fund (FTBFX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
FTBFX is managed by Fidelity. It was launched on Oct 15, 2002. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTBFX or SWAGX.
Key characteristics
| FTBFX | SWAGX | |
|---|---|---|
| YTD Return | 3.02% | 1.28% |
| 1Y Return | 8.29% | 6.51% |
| 3Y Return (Ann) | -1.22% | -2.27% |
| 5Y Return (Ann) | 0.53% | -0.35% |
| Sharpe Ratio | 1.40 | 1.22 |
| Sortino Ratio | 2.11 | 1.78 |
| Omega Ratio | 1.26 | 1.22 |
| Calmar Ratio | 0.61 | 0.47 |
| Martin Ratio | 5.41 | 3.97 |
| Ulcer Index | 1.45% | 1.77% |
| Daily Std Dev | 5.54% | 5.76% |
| Max Drawdown | -18.19% | -18.84% |
| Current Drawdown | -5.67% | -9.31% |
Correlation
The correlation between FTBFX and SWAGX is 0.92, 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.
Performance
FTBFX vs. SWAGX - Performance Comparison
In the year-to-date period, FTBFX achieves a 3.02% return, which is significantly higher than SWAGX's 1.28% 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. SWAGX - Expense Ratio Comparison
FTBFX has a 0.45% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Risk-Adjusted Performance
FTBFX vs. SWAGX - Risk-Adjusted Performance Comparison
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.
Dividends
FTBFX vs. SWAGX - Dividend Comparison
FTBFX's dividend yield for the trailing twelve months is around 4.63%, more than SWAGX's 3.81% 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% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.81% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTBFX vs. SWAGX - Drawdown Comparison
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.
Volatility
FTBFX vs. SWAGX - Volatility Comparison
The current volatility for Fidelity Total Bond Fund (FTBFX) is 1.47%, while Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a volatility of 1.65%. This indicates that FTBFX experiences smaller price fluctuations and is considered to be less risky than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.