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FTHRX vs. BILDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTHRX vs. BILDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Bond Fund (FTHRX) and DoubleLine Infrastructure Income Fund (BILDX). The values are adjusted to include any dividend payments, if applicable.

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FTHRX vs. BILDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTHRX
Fidelity Intermediate Bond Fund
-0.39%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%0.52%2.31%
BILDX
DoubleLine Infrastructure Income Fund
-0.07%7.59%4.41%8.89%-11.54%0.14%5.48%8.30%0.39%5.66%

Returns By Period

In the year-to-date period, FTHRX achieves a -0.39% return, which is significantly lower than BILDX's -0.07% return.


FTHRX

1D
0.10%
1M
-1.25%
YTD
-0.39%
6M
0.46%
1Y
3.79%
3Y*
4.26%
5Y*
1.11%
10Y*
2.08%

BILDX

1D
0.21%
1M
-1.25%
YTD
-0.07%
6M
0.54%
1Y
4.72%
3Y*
5.68%
5Y*
1.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTHRX vs. BILDX - Expense Ratio Comparison

FTHRX has a 0.45% expense ratio, which is lower than BILDX's 0.57% expense ratio.


Return for Risk

FTHRX vs. BILDX — Risk / Return Rank

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

FTHRX
FTHRX Risk / Return Rank: 7474
Overall Rank
FTHRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 6262
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 7676
Martin Ratio Rank

BILDX
BILDX Risk / Return Rank: 7474
Overall Rank
BILDX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BILDX Sortino Ratio Rank: 7878
Sortino Ratio Rank
BILDX Omega Ratio Rank: 6767
Omega Ratio Rank
BILDX Calmar Ratio Rank: 8080
Calmar Ratio Rank
BILDX Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTHRX vs. BILDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and DoubleLine Infrastructure Income Fund (BILDX). 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.


FTHRXBILDXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.44

-0.12

Sortino ratio

Return per unit of downside risk

1.96

2.06

-0.10

Omega ratio

Gain probability vs. loss probability

1.24

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

2.10

2.06

+0.04

Martin ratio

Return relative to average drawdown

7.38

6.91

+0.47

FTHRX vs. BILDX - Sharpe Ratio Comparison

The current FTHRX Sharpe Ratio is 1.31, which is comparable to the BILDX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FTHRX and BILDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTHRXBILDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.44

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.40

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.73

+0.19

Correlation

The correlation between FTHRX and BILDX is 0.87, 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.


Dividends

FTHRX vs. BILDX - Dividend Comparison

FTHRX's dividend yield for the trailing twelve months is around 3.34%, less than BILDX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
FTHRX
Fidelity Intermediate Bond Fund
3.34%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%
BILDX
DoubleLine Infrastructure Income Fund
4.43%4.64%4.11%3.42%3.31%3.45%2.89%3.40%3.18%3.22%0.00%0.00%

Drawdowns

FTHRX vs. BILDX - Drawdown Comparison

The maximum FTHRX drawdown since its inception was -19.01%, which is greater than BILDX's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for FTHRX and BILDX.


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Drawdown Indicators


FTHRXBILDXDifference

Max Drawdown

Largest peak-to-trough decline

-19.01%

-15.68%

-3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-2.43%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-13.18%

-15.68%

+2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-13.25%

Current Drawdown

Current decline from peak

-1.63%

-1.59%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.07%

-3.03%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.72%

-0.12%

Volatility

FTHRX vs. BILDX - Volatility Comparison

The current volatility for Fidelity Intermediate Bond Fund (FTHRX) is 1.08%, while DoubleLine Infrastructure Income Fund (BILDX) has a volatility of 1.36%. This indicates that FTHRX experiences smaller price fluctuations and is considered to be less risky than BILDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTHRXBILDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.36%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

2.06%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

3.45%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

4.39%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

4.11%

-0.72%