FUAMX vs. FNBGX
Compare and contrast key facts about Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Fidelity Long-Term Treasury Bond Index Fund (FNBGX).
FUAMX is managed by Fidelity. FNBGX is managed by Fidelity. It was launched on Dec 20, 2005.
Performance
FUAMX vs. FNBGX - Performance Comparison
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FUAMX vs. FNBGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUAMX Fidelity Intermediate Treasury Bond Index Fund | -0.36% | 8.00% | 0.40% | 4.08% | -13.06% | -3.19% | 8.86% | 7.25% | 1.25% | -0.35% |
FNBGX Fidelity Long-Term Treasury Bond Index Fund | -0.35% | 5.30% | -6.18% | 3.20% | -29.89% | -5.17% | 17.58% | 14.24% | -1.62% | 1.86% |
Returns By Period
The year-to-date returns for both investments are quite close, with FUAMX having a -0.36% return and FNBGX slightly higher at -0.35%.
FUAMX
- 1D
- 0.10%
- 1M
- -1.81%
- YTD
- -0.36%
- 6M
- 0.24%
- 1Y
- 3.60%
- 3Y*
- 2.83%
- 5Y*
- -0.21%
- 10Y*
- —
FNBGX
- 1D
- 0.00%
- 1M
- -3.36%
- YTD
- -0.35%
- 6M
- -0.98%
- 1Y
- -0.60%
- 3Y*
- -1.65%
- 5Y*
- -5.04%
- 10Y*
- —
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FUAMX vs. FNBGX - Expense Ratio Comparison
Both FUAMX and FNBGX 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. FNBGX — Risk / Return Rank
FUAMX
FNBGX
FUAMX vs. FNBGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Fidelity Long-Term Treasury Bond Index Fund (FNBGX). 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.
| FUAMX | FNBGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.01 | +0.78 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.09 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.01 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.14 | +1.29 |
Martin ratioReturn relative to average drawdown | 4.04 | 0.30 | +3.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FUAMX | FNBGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.01 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | -0.35 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | -0.08 | +0.30 |
Correlation
The correlation between FUAMX and FNBGX is 0.89, 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. FNBGX - Dividend Comparison
FUAMX's dividend yield for the trailing twelve months is around 3.35%, less than FNBGX's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 3.35% | 3.52% | 3.58% | 2.20% | 1.24% | 1.76% | 2.90% | 2.16% | 2.23% | 0.49% |
FNBGX Fidelity Long-Term Treasury Bond Index Fund | 3.60% | 3.88% | 3.75% | 3.20% | 2.26% | 2.47% | 3.96% | 2.63% | 2.93% | 0.70% |
Drawdowns
FUAMX vs. FNBGX - Drawdown Comparison
The maximum FUAMX drawdown since its inception was -20.25%, smaller than the maximum FNBGX drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for FUAMX and FNBGX.
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Drawdown Indicators
| FUAMX | FNBGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.25% | -46.86% | +26.61% |
Max Drawdown (1Y)Largest decline over 1 year | -3.10% | -8.75% | +5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -18.27% | -41.54% | +23.27% |
Current DrawdownCurrent decline from peak | -6.78% | -37.47% | +30.69% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -21.32% | +13.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 3.98% | -2.89% |
Volatility
FUAMX vs. FNBGX - Volatility Comparison
The current volatility for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) is 1.65%, while Fidelity Long-Term Treasury Bond Index Fund (FNBGX) has a volatility of 3.50%. This indicates that FUAMX experiences smaller price fluctuations and is considered to be less risky than FNBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUAMX | FNBGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.65% | 3.50% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 6.02% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.88% | 10.47% | -5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 14.61% | -8.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.87% | 14.30% | -8.43% |