FTKFX vs. FXAIX
Compare and contrast key facts about Fidelity Total Bond K6 Fund (FTKFX) and Fidelity 500 Index Fund (FXAIX).
FTKFX is managed by Fidelity. It was launched on May 25, 2017. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTKFX or FXAIX.
Key characteristics
| FTKFX | FXAIX | |
|---|---|---|
| YTD Return | 3.59% | 27.16% |
| 1Y Return | 10.23% | 39.89% |
| 3Y Return (Ann) | -1.45% | 10.29% |
| 5Y Return (Ann) | 0.53% | 16.01% |
| Sharpe Ratio | 1.56 | 3.13 |
| Sortino Ratio | 2.37 | 4.16 |
| Omega Ratio | 1.28 | 1.59 |
| Calmar Ratio | 0.63 | 4.59 |
| Martin Ratio | 5.91 | 20.80 |
| Ulcer Index | 1.49% | 1.86% |
| Daily Std Dev | 5.77% | 12.39% |
| Max Drawdown | -18.64% | -33.79% |
| Current Drawdown | -6.00% | 0.00% |
Correlation
The correlation between FTKFX and FXAIX is 0.04, 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.
Performance
FTKFX vs. FXAIX - Performance Comparison
In the year-to-date period, FTKFX achieves a 3.59% return, which is significantly lower than FXAIX's 27.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTKFX vs. FXAIX - Expense Ratio Comparison
FTKFX has a 0.30% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
FTKFX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond K6 Fund (FTKFX) and Fidelity 500 Index Fund (FXAIX). 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
FTKFX vs. FXAIX - Dividend Comparison
FTKFX's dividend yield for the trailing twelve months is around 4.60%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTKFX Fidelity Total Bond K6 Fund | 4.60% | 4.24% | 3.33% | 2.27% | 2.53% | 3.07% | 2.94% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FTKFX vs. FXAIX - Drawdown Comparison
The maximum FTKFX drawdown since its inception was -18.64%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FTKFX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FTKFX vs. FXAIX - Volatility Comparison
The current volatility for Fidelity Total Bond K6 Fund (FTKFX) is 1.63%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.91%. This indicates that FTKFX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.