PortfoliosLab logoPortfoliosLab logo
FTHRX vs. FYBTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTHRX vs. FYBTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Bond Fund (FTHRX) and Fidelity Series Short-Term Credit Fund (FYBTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTHRX vs. FYBTX - 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%
FYBTX
Fidelity Series Short-Term Credit Fund
0.00%5.72%5.13%6.08%-3.50%-0.54%3.99%5.07%1.66%1.50%

Returns By Period

Over the past 10 years, FTHRX has underperformed FYBTX with an annualized return of 2.08%, while FYBTX has yielded a comparatively higher 2.52% 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%

FYBTX

1D
0.10%
1M
-0.70%
YTD
0.00%
6M
1.06%
1Y
3.89%
3Y*
5.06%
5Y*
2.62%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTHRX vs. FYBTX - Expense Ratio Comparison

FTHRX has a 0.45% expense ratio, which is higher than FYBTX's 0.00% expense ratio.


Return for Risk

FTHRX vs. FYBTX — 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

FYBTX
FYBTX Risk / Return Rank: 9494
Overall Rank
FYBTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FYBTX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FYBTX Omega Ratio Rank: 9494
Omega Ratio Rank
FYBTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FYBTX Martin Ratio Rank: 9595
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. FYBTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and Fidelity Series Short-Term Credit Fund (FYBTX). 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.


FTHRXFYBTXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.98

-0.67

Sortino ratio

Return per unit of downside risk

1.96

3.55

-1.58

Omega ratio

Gain probability vs. loss probability

1.24

1.49

-0.24

Calmar ratio

Return relative to maximum drawdown

2.10

3.68

-1.58

Martin ratio

Return relative to average drawdown

7.38

13.27

-5.89

FTHRX vs. FYBTX - Sharpe Ratio Comparison

The current FTHRX Sharpe Ratio is 1.31, which is lower than the FYBTX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FTHRX and FYBTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTHRXFYBTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.98

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

1.22

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

1.33

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.35

-0.44

Correlation

The correlation between FTHRX and FYBTX is 0.79, 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. FYBTX - Dividend Comparison

FTHRX's dividend yield for the trailing twelve months is around 3.34%, less than FYBTX's 4.34% 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%
FYBTX
Fidelity Series Short-Term Credit Fund
4.34%4.66%3.67%2.76%1.26%1.65%2.31%2.72%2.45%1.59%1.24%0.00%

Drawdowns

FTHRX vs. FYBTX - Drawdown Comparison

The maximum FTHRX drawdown since its inception was -19.01%, which is greater than FYBTX's maximum drawdown of -6.00%. Use the drawdown chart below to compare losses from any high point for FTHRX and FYBTX.


Loading graphics...

Drawdown Indicators


FTHRXFYBTXDifference

Max Drawdown

Largest peak-to-trough decline

-19.01%

-6.00%

-13.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-1.19%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-13.18%

-6.00%

-7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-13.25%

-6.00%

-7.25%

Current Drawdown

Current decline from peak

-1.63%

-0.89%

-0.74%

Average Drawdown

Average peak-to-trough decline

-3.07%

-0.72%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.33%

+0.27%

Volatility

FTHRX vs. FYBTX - Volatility Comparison

Fidelity Intermediate Bond Fund (FTHRX) has a higher volatility of 1.08% compared to Fidelity Series Short-Term Credit Fund (FYBTX) at 0.53%. This indicates that FTHRX's price experiences larger fluctuations and is considered to be riskier than FYBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTHRXFYBTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

0.53%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

1.31%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

2.05%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

2.16%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

1.90%

+1.49%