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FUAMX vs. FNBGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

FUAMX vs. FNBGX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
0.18%
-1.61%
FUAMX
FNBGX

Key characteristics

Sharpe Ratio

FUAMX:

-0.12

FNBGX:

-0.48

Sortino Ratio

FUAMX:

-0.12

FNBGX:

-0.58

Omega Ratio

FUAMX:

0.99

FNBGX:

0.93

Calmar Ratio

FUAMX:

-0.04

FNBGX:

-0.14

Martin Ratio

FUAMX:

-0.27

FNBGX:

-1.14

Ulcer Index

FUAMX:

2.56%

FNBGX:

5.42%

Daily Std Dev

FUAMX:

6.01%

FNBGX:

12.94%

Max Drawdown

FUAMX:

-21.35%

FNBGX:

-47.77%

Current Drawdown

FUAMX:

-15.69%

FNBGX:

-41.59%

Returns By Period

In the year-to-date period, FUAMX achieves a -0.70% return, which is significantly higher than FNBGX's -6.18% return.


FUAMX

YTD

-0.70%

1M

-1.46%

6M

-0.55%

1Y

-0.60%

5Y*

-1.37%

10Y*

N/A

FNBGX

YTD

-6.18%

1M

-2.23%

6M

-4.13%

1Y

-5.90%

5Y*

-5.93%

10Y*

N/A

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. 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%.


Expense ratio chart for FUAMX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for FNBGX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FUAMX vs. FNBGX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FUAMX, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00-0.12-0.48
The chart of Sortino ratio for FUAMX, currently valued at -0.12, compared to the broader market-2.000.002.004.006.008.0010.00-0.12-0.58
The chart of Omega ratio for FUAMX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.990.93
The chart of Calmar ratio for FUAMX, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.04-0.14
The chart of Martin ratio for FUAMX, currently valued at -0.27, compared to the broader market0.0020.0040.0060.00-0.27-1.14
FUAMX
FNBGX

The current FUAMX Sharpe Ratio is -0.12, which is higher than the FNBGX Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of FUAMX and FNBGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
-0.48
FUAMX
FNBGX

Dividends

FUAMX vs. FNBGX - Dividend Comparison

FUAMX's dividend yield for the trailing twelve months is around 2.69%, less than FNBGX's 3.41% yield.


TTM2023202220212020201920182017
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
2.69%2.19%1.64%1.34%1.60%2.17%2.23%0.49%
FNBGX
Fidelity Long-Term Treasury Bond Index Fund
3.41%3.20%3.00%2.05%2.13%2.64%2.95%0.69%

Drawdowns

FUAMX vs. FNBGX - Drawdown Comparison

The maximum FUAMX drawdown since its inception was -21.35%, smaller than the maximum FNBGX drawdown of -47.77%. Use the drawdown chart below to compare losses from any high point for FUAMX and FNBGX. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-15.69%
-41.59%
FUAMX
FNBGX

Volatility

FUAMX vs. FNBGX - Volatility Comparison

The current volatility for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) is 2.06%, while Fidelity Long-Term Treasury Bond Index Fund (FNBGX) has a volatility of 3.93%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.06%
3.93%
FUAMX
FNBGX