FTBFX vs. SWTSX
FTBFX (Fidelity Total Bond Fund) and SWTSX (Schwab Total Stock Market Index Fund) are both mutual funds - FTBFX is a Intermediate Core-Plus Bond fund actively managed by Fidelity, while SWTSX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Total Stock Market Index. FTBFX is actively managed, while SWTSX is passively managed. Over the past 10 years, FTBFX returned 2.43%/yr vs 14.89%/yr for SWTSX. At a correlation of -0.10, they often move in opposite directions. FTBFX charges 0.45%/yr vs 0.03%/yr for SWTSX.
Performance
FTBFX vs. SWTSX - Performance Comparison
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Returns By Period
In the year-to-date period, FTBFX achieves a 0.57% return, which is significantly lower than SWTSX's 9.15% return. Over the past 10 years, FTBFX has underperformed SWTSX with an annualized return of 2.43%, while SWTSX has yielded a comparatively higher 14.89% annualized return.
FTBFX
- 1D
- 0.53%
- 1M
- 0.47%
- YTD
- 0.57%
- 6M
- 1.02%
- 1Y
- 4.86%
- 3Y*
- 4.80%
- 5Y*
- 0.60%
- 10Y*
- 2.43%
SWTSX
- 1D
- 1.88%
- 1M
- -0.00%
- YTD
- 9.15%
- 6M
- 9.22%
- 1Y
- 24.15%
- 3Y*
- 20.73%
- 5Y*
- 12.09%
- 10Y*
- 14.89%
FTBFX vs. SWTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 0.57% | 7.50% | 2.13% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
SWTSX Schwab Total Stock Market Index Fund | 9.15% | 17.04% | 23.84% | 26.05% | -19.54% | 25.65% | 20.71% | 30.90% | -5.35% | 21.08% |
Correlation
The correlation between FTBFX and SWTSX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | -0.10 |
The correlation between FTBFX and SWTSX shifts across timeframes, from -0.10 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FTBFX vs. SWTSX — Risk / Return Rank
FTBFX
SWTSX
FTBFX vs. SWTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FTBFX) and Schwab Total Stock Market Index Fund (SWTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTBFX | SWTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.35 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.77 | -0.97 |
| Martin ratioReturn relative to average drawdown | 5.30 | 12.40 | -7.10 |
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Drawdowns
FTBFX vs. SWTSX - Drawdown Comparison
The maximum FTBFX drawdown since its inception was -18.25%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for FTBFX and SWTSX.
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Drawdown Indicators
| FTBFX | SWTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -54.60% | +36.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -8.88% | +5.99% |
Max Drawdown (3Y)Largest decline over 3 years | -5.82% | -19.43% | +13.61% |
Max Drawdown (5Y)Largest decline over 5 years | -18.25% | -25.40% | +7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -18.25% | -35.01% | +16.76% |
Current DrawdownCurrent decline from peak | -1.31% | -2.56% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -10.56% | +8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 1.98% | -1.00% |
Volatility
FTBFX vs. SWTSX - Volatility Comparison
The current volatility for Fidelity Total Bond Fund (FTBFX) is 1.43%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.62%. This indicates that FTBFX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTBFX | SWTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 4.62% | -3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 9.95% | -7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.84% | 12.78% | -8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.67% | 17.51% | -11.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 18.63% | -13.90% |
FTBFX vs. SWTSX - Expense Ratio Comparison
FTBFX has a 0.45% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Dividends
FTBFX vs. SWTSX - Dividend Comparison
FTBFX's dividend yield for the trailing twelve months is around 4.36%, more than SWTSX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 4.36% | 4.36% | 4.15% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
SWTSX Schwab Total Stock Market Index Fund | 1.01% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
Frequently Asked Questions
FTBFX and SWTSX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWTSX has higher volatility (4.62%) compared to FTBFX (1.43%). In terms of maximum drawdown, FTBFX dropped -18.25% vs SWTSX's -54.60%.
SWTSX currently has the higher Sharpe Ratio (1.93 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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