FTKFX vs. O
FTKFX (Fidelity Total Bond K6 Fund) is Total Bond Market fund managed by Fidelity, while O (Realty Income Corporation) is a stock. Over the past 5 years, FTKFX returned 0.63%/yr vs 3.49%/yr for O. At a 0.22 correlation, their price movements are largely independent.
Performance
FTKFX vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, FTKFX achieves a 0.69% return, which is significantly lower than O's 13.70% return.
FTKFX
- 1D
- 0.57%
- 1M
- 1.30%
- YTD
- 0.69%
- 6M
- 1.27%
- 1Y
- 5.52%
- 3Y*
- 4.74%
- 5Y*
- 0.63%
- 10Y*
- —
O
- 1D
- 1.31%
- 1M
- 3.07%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.88%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
FTKFX vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTKFX Fidelity Total Bond K6 Fund | 0.69% | 7.53% | 2.36% | 6.65% | -13.23% | -0.46% | 8.75% | 10.03% | -0.75% | 1.14% |
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.46% |
Correlation
The correlation between FTKFX and O is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2017 | 0.22 |
The correlation between FTKFX and O shifts across timeframes, from 0.21 (1 year) to 0.32 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FTKFX vs. O — Risk / Return Rank
FTKFX
O
FTKFX vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond K6 Fund (FTKFX) and Realty Income Corporation (O). 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.
| FTKFX | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.15 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.29 | +0.69 |
| Martin ratioReturn relative to average drawdown | 5.65 | 3.12 | +2.54 |
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Drawdowns
FTKFX vs. O - Drawdown Comparison
The maximum FTKFX drawdown since its inception was -17.81%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for FTKFX and O.
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Drawdown Indicators
| FTKFX | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.81% | -48.45% | +30.64% |
Max Drawdown (1Y)Largest decline over 1 year | -2.82% | -11.10% | +8.28% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -26.49% | +20.72% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -34.48% | +16.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.28% | — |
Current DrawdownCurrent decline from peak | -1.22% | -5.94% | +4.72% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -9.20% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 4.58% | -3.60% |
Volatility
FTKFX vs. O - Volatility Comparison
The current volatility for Fidelity Total Bond K6 Fund (FTKFX) is 1.38%, while Realty Income Corporation (O) has a volatility of 5.29%. This indicates that FTKFX experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTKFX | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 5.29% | -3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.95% | 11.98% | -9.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.97% | 16.21% | -12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.67% | 18.92% | -13.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 25.64% | -20.72% |
Dividends
FTKFX vs. O - Dividend Comparison
FTKFX's dividend yield for the trailing twelve months is around 4.61%, less than O's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTKFX Fidelity Total Bond K6 Fund | 4.61% | 4.61% | 4.76% | 3.86% | 2.53% | 2.24% | 5.51% | 3.26% | 2.94% | 1.63% | 0.00% | 0.00% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
FTKFX and O have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (5.29%) compared to FTKFX (1.38%). In terms of maximum drawdown, FTKFX dropped -17.81% vs O's -48.45%.
FTKFX currently has the higher Sharpe Ratio (1.40 vs 0.88), 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.
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