FTHRX vs. FBND
Compare and contrast key facts about Fidelity Intermediate Bond Fund (FTHRX) and Fidelity Total Bond ETF (FBND).
FTHRX is managed by Fidelity. It was launched on May 23, 1975. FBND is an actively managed fund by Fidelity. It was launched on Oct 6, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHRX or FBND.
Performance
FTHRX vs. FBND - Performance Comparison
Returns By Period
In the year-to-date period, FTHRX achieves a 3.10% return, which is significantly higher than FBND's 2.31% return. Over the past 10 years, FTHRX has underperformed FBND with an annualized return of 1.58%, while FBND has yielded a comparatively higher 2.23% annualized return.
FTHRX
3.10%
-1.17%
2.91%
6.12%
0.54%
1.58%
FBND
2.31%
-1.43%
3.15%
7.58%
0.95%
2.23%
Key characteristics
| FTHRX | FBND | |
|---|---|---|
| Sharpe Ratio | 1.61 | 1.46 |
| Sortino Ratio | 2.50 | 2.11 |
| Omega Ratio | 1.31 | 1.26 |
| Calmar Ratio | 0.64 | 0.69 |
| Martin Ratio | 6.10 | 5.58 |
| Ulcer Index | 0.98% | 1.51% |
| Daily Std Dev | 3.73% | 5.80% |
| Max Drawdown | -13.96% | -17.25% |
| Current Drawdown | -3.79% | -5.36% |
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FTHRX vs. FBND - Expense Ratio Comparison
FTHRX has a 0.45% expense ratio, which is higher than FBND's 0.36% expense ratio.
Correlation
The correlation between FTHRX and FBND is 0.77, 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.
Risk-Adjusted Performance
FTHRX vs. FBND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and Fidelity Total Bond ETF (FBND). 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
FTHRX vs. FBND - Dividend Comparison
FTHRX's dividend yield for the trailing twelve months is around 3.52%, less than FBND's 4.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHRX Fidelity Intermediate Bond Fund | 3.52% | 2.94% | 2.04% | 1.60% | 2.19% | 2.50% | 2.47% | 2.20% | 2.21% | 2.58% | 2.35% | 2.21% |
FBND Fidelity Total Bond ETF | 4.60% | 4.26% | 3.07% | 1.86% | 4.25% | 2.90% | 2.93% | 2.56% | 2.84% | 3.26% | 0.66% | 0.00% |
Drawdowns
FTHRX vs. FBND - Drawdown Comparison
The maximum FTHRX drawdown since its inception was -13.96%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for FTHRX and FBND. For additional features, visit the drawdowns tool.
Volatility
FTHRX vs. FBND - Volatility Comparison
The current volatility for Fidelity Intermediate Bond Fund (FTHRX) is 0.97%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.53%. This indicates that FTHRX experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.