FULVX vs. FXNAX
Compare and contrast key facts about Fidelity U.S. Low Volatility Equity Fund (FULVX) and Fidelity U.S. Bond Index Fund (FXNAX).
FULVX is managed by Fidelity. It was launched on Nov 5, 2019. FXNAX is managed by Fidelity.
Performance
FULVX vs. FXNAX - Performance Comparison
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FULVX vs. FXNAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FULVX Fidelity U.S. Low Volatility Equity Fund | -0.86% | 5.23% | 17.76% | 6.38% | -10.43% | 17.79% | 3.83% | 4.30% |
FXNAX Fidelity U.S. Bond Index Fund | -0.26% | 7.14% | 1.35% | 5.82% | -13.55% | -2.10% | 7.63% | 0.43% |
Returns By Period
In the year-to-date period, FULVX achieves a -0.86% return, which is significantly lower than FXNAX's -0.26% return.
FULVX
- 1D
- 1.13%
- 1M
- -4.61%
- YTD
- -0.86%
- 6M
- -2.05%
- 1Y
- 0.20%
- 3Y*
- 9.33%
- 5Y*
- 5.93%
- 10Y*
- —
FXNAX
- 1D
- 0.19%
- 1M
- -1.60%
- YTD
- -0.26%
- 6M
- 0.47%
- 1Y
- 3.69%
- 3Y*
- 3.52%
- 5Y*
- 0.10%
- 10Y*
- 1.54%
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FULVX vs. FXNAX - Expense Ratio Comparison
FULVX has a 0.66% expense ratio, which is higher than FXNAX's 0.03% expense ratio.
Return for Risk
FULVX vs. FXNAX — Risk / Return Rank
FULVX
FXNAX
FULVX vs. FXNAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Low Volatility Equity Fund (FULVX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.
| FULVX | FXNAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.93 | -0.91 |
Sortino ratioReturn per unit of downside risk | 0.11 | 1.33 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.16 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.11 | 1.66 | -1.55 |
Martin ratioReturn relative to average drawdown | 0.47 | 4.68 | -4.21 |
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
| FULVX | FXNAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.93 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.02 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.45 | -0.05 |
Correlation
The correlation between FULVX and FXNAX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FULVX vs. FXNAX - Dividend Comparison
FULVX's dividend yield for the trailing twelve months is around 6.88%, more than FXNAX's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FULVX Fidelity U.S. Low Volatility Equity Fund | 6.88% | 6.82% | 5.76% | 1.65% | 4.98% | 5.35% | 0.62% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% |
FXNAX Fidelity U.S. Bond Index Fund | 3.34% | 3.58% | 3.40% | 3.15% | 1.81% | 1.74% | 2.92% | 2.68% | 2.74% | 2.57% | 2.76% | 2.52% |
Drawdowns
FULVX vs. FXNAX - Drawdown Comparison
The maximum FULVX drawdown since its inception was -33.24%, which is greater than FXNAX's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for FULVX and FXNAX.
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Drawdown Indicators
| FULVX | FXNAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.24% | -19.51% | -13.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -2.71% | -6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -18.64% | -18.54% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.51% | — |
Current DrawdownCurrent decline from peak | -4.77% | -3.53% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -3.87% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 0.96% | +1.21% |
Volatility
FULVX vs. FXNAX - Volatility Comparison
Fidelity U.S. Low Volatility Equity Fund (FULVX) has a higher volatility of 3.08% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.55%. This indicates that FULVX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FULVX | FXNAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 1.55% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.03% | 2.58% | +3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.27% | 4.35% | +7.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 6.04% | +6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 4.99% | +11.36% |