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FTHRX vs. BIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTHRX vs. BIMIX - Performance Comparison

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

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FTHRX vs. BIMIX - 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%
BIMIX
Baird Intermediate Bond Fund Class Institutional
-0.34%6.69%3.45%5.78%-8.64%-1.41%7.42%7.05%0.58%2.74%

Returns By Period

In the year-to-date period, FTHRX achieves a -0.39% return, which is significantly lower than BIMIX's -0.34% return. Over the past 10 years, FTHRX has underperformed BIMIX with an annualized return of 2.08%, while BIMIX has yielded a comparatively higher 2.23% annualized 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%

BIMIX

1D
0.19%
1M
-1.23%
YTD
-0.34%
6M
0.62%
1Y
4.02%
3Y*
4.36%
5Y*
1.30%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTHRX vs. BIMIX - Expense Ratio Comparison

FTHRX has a 0.45% expense ratio, which is higher than BIMIX's 0.30% expense ratio.


Return for Risk

FTHRX vs. BIMIX — 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

BIMIX
BIMIX Risk / Return Rank: 7979
Overall Rank
BIMIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BIMIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BIMIX Omega Ratio Rank: 7272
Omega Ratio Rank
BIMIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
BIMIX Martin Ratio Rank: 8080
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. BIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and Baird Intermediate Bond Fund Class Institutional (BIMIX). 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.


FTHRXBIMIXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.48

-0.17

Sortino ratio

Return per unit of downside risk

1.96

2.18

-0.22

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

2.10

2.04

+0.06

Martin ratio

Return relative to average drawdown

7.38

8.17

-0.80

FTHRX vs. BIMIX - Sharpe Ratio Comparison

The current FTHRX Sharpe Ratio is 1.31, which is comparable to the BIMIX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of FTHRX and BIMIX, 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


FTHRXBIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.48

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.34

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.69

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.17

-0.26

Correlation

The correlation between FTHRX and BIMIX is 0.88, 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. BIMIX - Dividend Comparison

FTHRX's dividend yield for the trailing twelve months is around 3.34%, less than BIMIX's 3.67% 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%
BIMIX
Baird Intermediate Bond Fund Class Institutional
3.67%3.67%3.89%3.21%2.17%2.27%3.49%2.52%2.50%2.35%2.21%2.57%

Drawdowns

FTHRX vs. BIMIX - Drawdown Comparison

The maximum FTHRX drawdown since its inception was -19.01%, which is greater than BIMIX's maximum drawdown of -12.76%. Use the drawdown chart below to compare losses from any high point for FTHRX and BIMIX.


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Drawdown Indicators


FTHRXBIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.01%

-12.76%

-6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-2.07%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-13.18%

-12.76%

-0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-13.25%

-12.76%

-0.49%

Current Drawdown

Current decline from peak

-1.63%

-1.60%

-0.03%

Average Drawdown

Average peak-to-trough decline

-3.07%

-1.49%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.52%

+0.08%

Volatility

FTHRX vs. BIMIX - Volatility Comparison

Fidelity Intermediate Bond Fund (FTHRX) and Baird Intermediate Bond Fund Class Institutional (BIMIX) have volatilities of 1.08% and 1.05%, 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.


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Volatility by Period


FTHRXBIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.05%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

1.65%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

2.79%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

3.87%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

3.25%

+0.14%