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FTHRX vs. TRSSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTHRX vs. TRSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Bond Fund (FTHRX) and T. Rowe Price Institutional Small Cap Stock Fund (TRSSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTHRX achieves a 0.15% return, which is significantly lower than TRSSX's 12.55% return. Over the past 10 years, FTHRX has underperformed TRSSX with an annualized return of 2.00%, while TRSSX has yielded a comparatively higher 11.86% annualized return.


FTHRX

1D
0.29%
1M
0.32%
YTD
0.15%
6M
0.60%
1Y
3.93%
3Y*
4.57%
5Y*
1.01%
10Y*
2.00%

TRSSX

1D
3.51%
1M
0.85%
YTD
12.55%
6M
10.15%
1Y
25.11%
3Y*
14.18%
5Y*
4.71%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTHRX vs. TRSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTHRX
Fidelity Intermediate Bond Fund
0.15%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%0.52%2.31%
TRSSX
T. Rowe Price Institutional Small Cap Stock Fund
12.55%8.21%10.93%17.65%-23.36%16.81%25.07%33.96%-3.07%15.41%

Correlation

The correlation between FTHRX and TRSSX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2000

-0.16

The correlation between FTHRX and TRSSX shifts across timeframes, from -0.16 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FTHRX vs. TRSSX — Risk / Return Rank

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

FTHRX
FTHRX Risk / Return Rank: 3838
Overall Rank
FTHRX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 4040
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 2929
Martin Ratio Rank

TRSSX
TRSSX Risk / Return Rank: 3737
Overall Rank
TRSSX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TRSSX Sortino Ratio Rank: 3333
Sortino Ratio Rank
TRSSX Omega Ratio Rank: 2828
Omega Ratio Rank
TRSSX Calmar Ratio Rank: 4747
Calmar Ratio Rank
TRSSX Martin Ratio Rank: 4747
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. TRSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and T. Rowe Price Institutional Small Cap Stock Fund (TRSSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTHRXTRSSXDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.26

1.23

+0.04

Calmar ratioReturn relative to maximum drawdown

1.88

2.18

-0.31

Martin ratioReturn relative to average drawdown

5.37

8.21

-2.84

FTHRX vs. TRSSX - Sharpe Ratio Comparison

The current FTHRX Sharpe Ratio is 1.42, which is comparable to the TRSSX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FTHRX and TRSSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTHRX vs. TRSSX - Drawdown Comparison

The maximum FTHRX drawdown since its inception was -19.01%, smaller than the maximum TRSSX drawdown of -56.38%. Use the drawdown chart below to compare losses from any high point for FTHRX and TRSSX.


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Drawdown Indicators


FTHRXTRSSXDifference

Max Drawdown

Largest peak-to-trough decline

-19.01%

-56.38%

+37.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-10.73%

+8.62%

Max Drawdown (3Y)

Largest decline over 3 years

-2.68%

-30.88%

+28.20%

Max Drawdown (5Y)

Largest decline over 5 years

-13.18%

-32.12%

+18.94%

Max Drawdown (10Y)

Largest decline over 10 years

-13.25%

-37.85%

+24.60%

Current Drawdown

Current decline from peak

-1.09%

-0.22%

-0.87%

Average Drawdown

Average peak-to-trough decline

-3.07%

-9.00%

+5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.82%

-2.09%

Volatility

FTHRX vs. TRSSX - Volatility Comparison

The current volatility for Fidelity Intermediate Bond Fund (FTHRX) is 0.91%, while T. Rowe Price Institutional Small Cap Stock Fund (TRSSX) has a volatility of 6.59%. This indicates that FTHRX experiences smaller price fluctuations and is considered to be less risky than TRSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTHRXTRSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

6.59%

-5.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

14.59%

-12.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.79%

18.49%

-15.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.03%

22.31%

-18.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

21.59%

-18.19%

FTHRX vs. TRSSX - Expense Ratio Comparison

FTHRX has a 0.45% expense ratio, which is lower than TRSSX's 0.66% expense ratio.


Dividends

FTHRX vs. TRSSX - Dividend Comparison

FTHRX's dividend yield for the trailing twelve months is around 3.69%, less than TRSSX's 9.39% yield.


PositionTTM20252024202320222021202020192018201720162015
FTHRX
Fidelity Intermediate Bond Fund
3.69%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%
TRSSX
T. Rowe Price Institutional Small Cap Stock Fund
9.39%10.57%19.63%5.45%5.37%8.52%4.54%6.13%13.45%6.53%0.80%7.07%

Frequently Asked Questions


FTHRX and TRSSX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRSSX has higher volatility (6.59%) compared to FTHRX (0.91%). In terms of maximum drawdown, FTHRX dropped -19.01% vs TRSSX's -56.38%.

FTHRX currently has the higher Sharpe Ratio (1.42 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FTHRX and TRSSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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