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FTHRX vs. FXNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTHRX and FXNAX 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.


-0.50.00.51.0
Correlation: 0.9

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Performance

FTHRX vs. FXNAX - Performance Comparison

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

-3.00%-2.00%-1.00%0.00%1.00%2.00%NovemberDecember2025FebruaryMarchApril
1.98%
1.47%
FTHRX
FXNAX

Key characteristics

Sharpe Ratio

FTHRX:

1.88

FXNAX:

1.27

Sortino Ratio

FTHRX:

2.97

FXNAX:

1.91

Omega Ratio

FTHRX:

1.37

FXNAX:

1.23

Calmar Ratio

FTHRX:

0.82

FXNAX:

0.46

Martin Ratio

FTHRX:

5.98

FXNAX:

3.14

Ulcer Index

FTHRX:

1.09%

FXNAX:

2.12%

Daily Std Dev

FTHRX:

3.48%

FXNAX:

5.23%

Max Drawdown

FTHRX:

-13.96%

FXNAX:

-19.64%

Current Drawdown

FTHRX:

-0.82%

FXNAX:

-7.17%

Returns By Period

In the year-to-date period, FTHRX achieves a 2.66% return, which is significantly lower than FXNAX's 3.24% return. Over the past 10 years, FTHRX has outperformed FXNAX with an annualized return of 1.70%, while FXNAX has yielded a comparatively lower 1.32% annualized return.


FTHRX

YTD

2.66%

1M

0.88%

6M

1.78%

1Y

6.06%

5Y*

1.00%

10Y*

1.70%

FXNAX

YTD

3.24%

1M

0.96%

6M

1.18%

1Y

5.92%

5Y*

-0.64%

10Y*

1.32%

*Annualized

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Fidelity Intermediate Bond Fund

Fidelity U.S. Bond Index Fund

FTHRX vs. FXNAX - Expense Ratio Comparison

FTHRX has a 0.45% expense ratio, which is higher than FXNAX's 0.03% expense ratio.


Expense ratio chart for FTHRX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTHRX: 0.45%
Expense ratio chart for FXNAX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXNAX: 0.03%

Risk-Adjusted Performance

FTHRX vs. FXNAX — Risk-Adjusted Performance Rank

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

FTHRX
The Risk-Adjusted Performance Rank of FTHRX is 8888
Overall Rank
The Sharpe Ratio Rank of FTHRX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHRX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FTHRX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FTHRX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FTHRX is 8787
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7979
Overall Rank
The Sharpe Ratio Rank of FXNAX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTHRX vs. FXNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


The chart of Sharpe ratio for FTHRX, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.00
FTHRX: 1.91
FXNAX: 1.27
The chart of Sortino ratio for FTHRX, currently valued at 3.02, compared to the broader market-2.000.002.004.006.008.0010.00
FTHRX: 3.02
FXNAX: 1.91
The chart of Omega ratio for FTHRX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.50
FTHRX: 1.37
FXNAX: 1.23
The chart of Calmar ratio for FTHRX, currently valued at 0.84, compared to the broader market0.005.0010.0015.00
FTHRX: 0.84
FXNAX: 0.46
The chart of Martin ratio for FTHRX, currently valued at 6.07, compared to the broader market0.0020.0040.0060.00
FTHRX: 6.07
FXNAX: 3.14

The current FTHRX Sharpe Ratio is 1.88, which is higher than the FXNAX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FTHRX and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.91
1.27
FTHRX
FXNAX

Dividends

FTHRX vs. FXNAX - Dividend Comparison

FTHRX's dividend yield for the trailing twelve months is around 3.17%, more than FXNAX's 3.08% yield.


TTM20242023202220212020201920182017201620152014
FTHRX
Fidelity Intermediate Bond Fund
3.17%3.49%2.94%2.04%1.60%2.19%2.50%2.47%2.20%2.21%2.58%2.35%
FXNAX
Fidelity U.S. Bond Index Fund
3.08%3.40%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%

Drawdowns

FTHRX vs. FXNAX - Drawdown Comparison

The maximum FTHRX drawdown since its inception was -13.96%, smaller than the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for FTHRX and FXNAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.82%
-7.17%
FTHRX
FXNAX

Volatility

FTHRX vs. FXNAX - Volatility Comparison

The current volatility for Fidelity Intermediate Bond Fund (FTHRX) is 0.91%, while Fidelity U.S. Bond Index Fund (FXNAX) has a volatility of 1.34%. This indicates that FTHRX experiences smaller price fluctuations and is considered to be less risky than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%NovemberDecember2025FebruaryMarchApril
0.91%
1.34%
FTHRX
FXNAX

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