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FTKFX vs. FJTDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTKFX vs. FJTDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond K6 Fund (FTKFX) and Fidelity Flex Conservative Income Bond Fund (FJTDX). The values are adjusted to include any dividend payments, if applicable.

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FTKFX vs. FJTDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FTKFX
Fidelity Total Bond K6 Fund
-0.32%7.53%2.36%6.65%-13.23%-0.46%8.75%10.03%0.02%
FJTDX
Fidelity Flex Conservative Income Bond Fund
0.55%4.75%5.69%5.48%1.00%0.16%1.57%3.20%0.50%

Returns By Period

In the year-to-date period, FTKFX achieves a -0.32% return, which is significantly lower than FJTDX's 0.55% return.


FTKFX

1D
0.11%
1M
-1.78%
YTD
-0.32%
6M
0.44%
1Y
4.08%
3Y*
4.23%
5Y*
0.77%
10Y*

FJTDX

1D
0.00%
1M
-0.10%
YTD
0.55%
6M
1.62%
1Y
4.10%
3Y*
5.05%
5Y*
3.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTKFX vs. FJTDX - Expense Ratio Comparison

FTKFX has a 0.30% expense ratio, which is higher than FJTDX's 0.00% expense ratio.


Return for Risk

FTKFX vs. FJTDX — Risk / Return Rank

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

FTKFX
FTKFX Risk / Return Rank: 5454
Overall Rank
FTKFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FTKFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FTKFX Omega Ratio Rank: 3535
Omega Ratio Rank
FTKFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTKFX Martin Ratio Rank: 5959
Martin Ratio Rank

FJTDX
FJTDX Risk / Return Rank: 9999
Overall Rank
FJTDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FJTDX Sortino Ratio Rank: 100100
Sortino Ratio Rank
FJTDX Omega Ratio Rank: 100100
Omega Ratio Rank
FJTDX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FJTDX Martin Ratio Rank: 100100
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.

FTKFX vs. FJTDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond K6 Fund (FTKFX) and Fidelity Flex Conservative Income Bond Fund (FJTDX). 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.


FTKFXFJTDXDifference

Sharpe ratio

Return per unit of total volatility

1.00

3.21

-2.21

Sortino ratio

Return per unit of downside risk

1.42

11.70

-10.28

Omega ratio

Gain probability vs. loss probability

1.18

4.96

-3.79

Calmar ratio

Return relative to maximum drawdown

1.93

15.13

-13.20

Martin ratio

Return relative to average drawdown

5.86

67.60

-61.75

FTKFX vs. FJTDX - Sharpe Ratio Comparison

The current FTKFX Sharpe Ratio is 1.00, which is lower than the FJTDX Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of FTKFX and FJTDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTKFXFJTDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

3.21

-2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

2.49

-2.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

2.37

-1.92

Correlation

The correlation between FTKFX and FJTDX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTKFX vs. FJTDX - Dividend Comparison

FTKFX's dividend yield for the trailing twelve months is around 4.25%, more than FJTDX's 4.11% yield.


TTM202520242023202220212020201920182017
FTKFX
Fidelity Total Bond K6 Fund
4.25%4.61%4.76%3.86%2.53%2.24%5.51%3.26%2.94%1.63%
FJTDX
Fidelity Flex Conservative Income Bond Fund
4.11%4.63%5.42%4.70%1.39%0.36%1.45%2.65%1.17%0.00%

Drawdowns

FTKFX vs. FJTDX - Drawdown Comparison

The maximum FTKFX drawdown since its inception was -17.81%, which is greater than FJTDX's maximum drawdown of -1.90%. Use the drawdown chart below to compare losses from any high point for FTKFX and FJTDX.


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Drawdown Indicators


FTKFXFJTDXDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-1.90%

-15.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-0.30%

-2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-0.90%

-16.91%

Current Drawdown

Current decline from peak

-2.21%

-0.10%

-2.11%

Average Drawdown

Average peak-to-trough decline

-4.24%

-0.08%

-4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.07%

+0.86%

Volatility

FTKFX vs. FJTDX - Volatility Comparison

Fidelity Total Bond K6 Fund (FTKFX) has a higher volatility of 1.61% compared to Fidelity Flex Conservative Income Bond Fund (FJTDX) at 0.10%. This indicates that FTKFX's price experiences larger fluctuations and is considered to be riskier than FJTDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTKFXFJTDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

0.10%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

0.87%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

1.35%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

1.41%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

1.27%

+3.66%