FUAMX vs. BND
Compare and contrast key facts about Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Vanguard Total Bond Market ETF (BND).
FUAMX is managed by Fidelity. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUAMX or BND.
Key characteristics
| FUAMX | BND | |
|---|---|---|
| YTD Return | 2.82% | 3.13% |
| 1Y Return | 11.00% | 12.45% |
| 3Y Return (Ann) | -2.09% | -1.75% |
| 5Y Return (Ann) | -0.40% | 0.02% |
| Sharpe Ratio | 1.54 | 2.01 |
| Sortino Ratio | 2.29 | 2.97 |
| Omega Ratio | 1.28 | 1.36 |
| Calmar Ratio | 0.51 | 0.66 |
| Martin Ratio | 5.23 | 8.27 |
| Ulcer Index | 1.90% | 1.45% |
| Daily Std Dev | 6.42% | 5.96% |
| Max Drawdown | -19.71% | -18.84% |
| Current Drawdown | -10.88% | -7.79% |
Correlation
The correlation between FUAMX and BND is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FUAMX vs. BND - Performance Comparison
In the year-to-date period, FUAMX achieves a 2.82% return, which is significantly lower than BND's 3.13% 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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FUAMX vs. BND - Expense Ratio Comparison
Both FUAMX and BND have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
FUAMX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Vanguard Total Bond Market ETF (BND). 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
FUAMX vs. BND - Dividend Comparison
FUAMX's dividend yield for the trailing twelve months is around 2.73%, less than BND's 3.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 2.73% | 2.19% | 1.64% | 1.95% | 3.13% | 2.17% | 2.23% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.48% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
FUAMX vs. BND - Drawdown Comparison
The maximum FUAMX drawdown since its inception was -19.71%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FUAMX and BND. For additional features, visit the drawdowns tool.
Volatility
FUAMX vs. BND - Volatility Comparison
Fidelity Intermediate Treasury Bond Index Fund (FUAMX) has a higher volatility of 1.44% compared to Vanguard Total Bond Market ETF (BND) at 1.26%. This indicates that FUAMX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.