FTHRX vs. SPY
Compare and contrast key facts about Fidelity Intermediate Bond Fund (FTHRX) and SPDR S&P 500 ETF (SPY).
FTHRX is managed by Fidelity. It was launched on May 23, 1975. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHRX or SPY.
Performance
FTHRX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, FTHRX achieves a 3.10% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, FTHRX has underperformed SPY with an annualized return of 1.58%, while SPY has yielded a comparatively higher 13.04% annualized return.
FTHRX
3.10%
-1.17%
2.91%
6.12%
0.54%
1.58%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| FTHRX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.61 | 2.64 |
| Sortino Ratio | 2.50 | 3.53 |
| Omega Ratio | 1.31 | 1.49 |
| Calmar Ratio | 0.64 | 3.81 |
| Martin Ratio | 6.10 | 17.21 |
| Ulcer Index | 0.98% | 1.86% |
| Daily Std Dev | 3.73% | 12.15% |
| Max Drawdown | -13.96% | -55.19% |
| Current Drawdown | -3.79% | -2.17% |
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FTHRX vs. SPY - Expense Ratio Comparison
FTHRX has a 0.45% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between FTHRX and SPY is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
FTHRX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
FTHRX's dividend yield for the trailing twelve months is around 3.52%, more than SPY's 1.20% 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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FTHRX vs. SPY - Drawdown Comparison
The maximum FTHRX drawdown since its inception was -13.96%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FTHRX and SPY. For additional features, visit the drawdowns tool.
Volatility
FTHRX vs. SPY - Volatility Comparison
The current volatility for Fidelity Intermediate Bond Fund (FTHRX) is 0.97%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that FTHRX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.