PortfoliosLab logoPortfoliosLab logo
FUAMX vs. FBLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUAMX vs. FBLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FUAMX vs. FBLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.46%8.00%0.40%4.08%-13.06%-3.19%8.86%7.25%1.25%-0.35%
FBLTX
Fidelity SAI Long-Term Treasury Bond Index Fund
-0.10%4.39%-8.05%2.71%-31.84%-4.89%18.27%14.36%-1.24%1.99%

Returns By Period

In the year-to-date period, FUAMX achieves a -0.46% return, which is significantly lower than FBLTX's -0.10% return.


FUAMX

1D
0.62%
1M
-2.50%
YTD
-0.46%
6M
0.44%
1Y
3.70%
3Y*
2.80%
5Y*
-0.18%
10Y*

FBLTX

1D
1.37%
1M
-4.30%
YTD
-0.10%
6M
-1.00%
1Y
-0.57%
3Y*
-2.77%
5Y*
-5.77%
10Y*
-1.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FUAMX vs. FBLTX - Expense Ratio Comparison

Both FUAMX and FBLTX 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%.


Return for Risk

FUAMX vs. FBLTX — Risk / Return Rank

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

FUAMX
FUAMX Risk / Return Rank: 4848
Overall Rank
FUAMX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FUAMX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FUAMX Omega Ratio Rank: 3232
Omega Ratio Rank
FUAMX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FUAMX Martin Ratio Rank: 4646
Martin Ratio Rank

FBLTX
FBLTX Risk / Return Rank: 77
Overall Rank
FBLTX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FBLTX Sortino Ratio Rank: 66
Sortino Ratio Rank
FBLTX Omega Ratio Rank: 66
Omega Ratio Rank
FBLTX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FBLTX Martin Ratio Rank: 88
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.

FUAMX vs. FBLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX). 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.


FUAMXFBLTXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.07

+0.82

Sortino ratio

Return per unit of downside risk

1.32

0.17

+1.15

Omega ratio

Gain probability vs. loss probability

1.16

1.02

+0.14

Calmar ratio

Return relative to maximum drawdown

1.60

0.19

+1.41

Martin ratio

Return relative to average drawdown

4.58

0.41

+4.17

FUAMX vs. FBLTX - Sharpe Ratio Comparison

The current FUAMX Sharpe Ratio is 0.89, which is higher than the FBLTX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of FUAMX and FBLTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FUAMXFBLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.07

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.37

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.05

+0.27

Correlation

The correlation between FUAMX and FBLTX is 0.88, 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.


Dividends

FUAMX vs. FBLTX - Dividend Comparison

FUAMX's dividend yield for the trailing twelve months is around 3.36%, less than FBLTX's 3.74% yield.


TTM20252024202320222021202020192018201720162015
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
3.36%3.52%3.58%2.20%1.24%1.76%2.90%2.16%2.23%0.49%0.00%0.00%
FBLTX
Fidelity SAI Long-Term Treasury Bond Index Fund
3.74%4.04%3.60%3.29%2.25%1.81%6.73%2.39%2.87%2.68%3.70%0.39%

Drawdowns

FUAMX vs. FBLTX - Drawdown Comparison

The maximum FUAMX drawdown since its inception was -20.25%, smaller than the maximum FBLTX drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for FUAMX and FBLTX.


Loading graphics...

Drawdown Indicators


FUAMXFBLTXDifference

Max Drawdown

Largest peak-to-trough decline

-20.25%

-49.06%

+28.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-9.51%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-18.27%

-44.19%

+25.92%

Max Drawdown (10Y)

Largest decline over 10 years

-49.06%

Current Drawdown

Current decline from peak

-6.87%

-41.02%

+34.15%

Average Drawdown

Average peak-to-trough decline

-7.33%

-20.65%

+13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

4.47%

-3.39%

Volatility

FUAMX vs. FBLTX - Volatility Comparison

The current volatility for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) is 1.72%, while Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) has a volatility of 3.80%. This indicates that FUAMX experiences smaller price fluctuations and is considered to be less risky than FBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FUAMXFBLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

3.80%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

6.63%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.89%

11.51%

-6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

15.72%

-9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

14.62%

-8.75%