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FUMBX vs. FBND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUMBX and FBND is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

FUMBX vs. FBND - Performance Comparison

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

10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
12.35%
16.38%
FUMBX
FBND

Key characteristics

Sharpe Ratio

FUMBX:

2.65

FBND:

1.32

Sortino Ratio

FUMBX:

4.32

FBND:

1.92

Omega Ratio

FUMBX:

1.58

FBND:

1.23

Calmar Ratio

FUMBX:

1.56

FBND:

0.69

Martin Ratio

FUMBX:

9.86

FBND:

3.81

Ulcer Index

FUMBX:

0.68%

FBND:

1.88%

Daily Std Dev

FUMBX:

2.54%

FBND:

5.42%

Max Drawdown

FUMBX:

-9.07%

FBND:

-17.25%

Current Drawdown

FUMBX:

-0.39%

FBND:

-3.54%

Returns By Period

In the year-to-date period, FUMBX achieves a 2.29% return, which is significantly higher than FBND's 2.10% return.


FUMBX

YTD

2.29%

1M

0.80%

6M

2.51%

1Y

6.62%

5Y*

0.52%

10Y*

N/A

FBND

YTD

2.10%

1M

-0.21%

6M

1.24%

1Y

7.22%

5Y*

0.56%

10Y*

2.11%

*Annualized

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FUMBX vs. FBND - Expense Ratio Comparison

FUMBX has a 0.03% expense ratio, which is lower than FBND's 0.36% expense ratio.


Expense ratio chart for FBND: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBND: 0.36%
Expense ratio chart for FUMBX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FUMBX: 0.03%

Risk-Adjusted Performance

FUMBX vs. FBND — Risk-Adjusted Performance Rank

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

FUMBX
The Risk-Adjusted Performance Rank of FUMBX is 9494
Overall Rank
The Sharpe Ratio Rank of FUMBX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FUMBX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FUMBX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FUMBX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FUMBX is 9393
Martin Ratio Rank

FBND
The Risk-Adjusted Performance Rank of FBND is 8383
Overall Rank
The Sharpe Ratio Rank of FBND is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FUMBX vs. FBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Short-Term Treasury Bond Index Fund (FUMBX) and Fidelity Total Bond ETF (FBND). 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 FUMBX, currently valued at 2.65, compared to the broader market-1.000.001.002.003.00
FUMBX: 2.65
FBND: 1.40
The chart of Sortino ratio for FUMBX, currently valued at 4.32, compared to the broader market-2.000.002.004.006.008.00
FUMBX: 4.32
FBND: 2.04
The chart of Omega ratio for FUMBX, currently valued at 1.58, compared to the broader market0.501.001.502.002.503.00
FUMBX: 1.58
FBND: 1.25
The chart of Calmar ratio for FUMBX, currently valued at 1.56, compared to the broader market0.002.004.006.008.0010.00
FUMBX: 1.56
FBND: 0.75
The chart of Martin ratio for FUMBX, currently valued at 9.86, compared to the broader market0.0010.0020.0030.0040.0050.00
FUMBX: 9.86
FBND: 4.02

The current FUMBX Sharpe Ratio is 2.65, which is higher than the FBND Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FUMBX and FBND, 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
2.65
1.40
FUMBX
FBND

Dividends

FUMBX vs. FBND - Dividend Comparison

FUMBX's dividend yield for the trailing twelve months is around 3.02%, less than FBND's 4.63% yield.


TTM20242023202220212020201920182017201620152014
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
3.02%2.90%1.65%1.12%0.83%1.31%1.88%1.64%0.35%0.00%0.00%0.00%
FBND
Fidelity Total Bond ETF
4.63%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

Drawdowns

FUMBX vs. FBND - Drawdown Comparison

The maximum FUMBX drawdown since its inception was -9.07%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for FUMBX and FBND. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.39%
-3.54%
FUMBX
FBND

Volatility

FUMBX vs. FBND - Volatility Comparison

The current volatility for Fidelity Short-Term Treasury Bond Index Fund (FUMBX) is 1.10%, while Fidelity Total Bond ETF (FBND) has a volatility of 2.32%. This indicates that FUMBX experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.10%
2.32%
FUMBX
FBND