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FUMBX vs. FBNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUMBX vs. FBNDX - 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 Investment Grade Bond Fund (FBNDX). The values are adjusted to include any dividend payments, if applicable.

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FUMBX vs. FBNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
-0.10%5.83%3.25%4.47%-5.84%-1.38%4.22%4.19%1.47%-0.33%
FBNDX
Fidelity Investment Grade Bond Fund
-0.36%7.37%0.93%6.51%-14.04%-1.13%9.79%9.82%-0.35%0.40%

Returns By Period

In the year-to-date period, FUMBX achieves a -0.10% return, which is significantly higher than FBNDX's -0.36% return.


FUMBX

1D
0.10%
1M
-0.77%
YTD
-0.10%
6M
0.85%
1Y
3.55%
3Y*
3.80%
5Y*
1.31%
10Y*

FBNDX

1D
0.14%
1M
-1.76%
YTD
-0.36%
6M
0.36%
1Y
3.63%
3Y*
3.61%
5Y*
0.18%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUMBX vs. FBNDX - Expense Ratio Comparison

FUMBX has a 0.03% expense ratio, which is lower than FBNDX's 0.45% expense ratio.


Return for Risk

FUMBX vs. FBNDX — Risk / Return Rank

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

FUMBX
FUMBX Risk / Return Rank: 8585
Overall Rank
FUMBX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FUMBX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FUMBX Omega Ratio Rank: 8181
Omega Ratio Rank
FUMBX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FUMBX Martin Ratio Rank: 8484
Martin Ratio Rank

FBNDX
FBNDX Risk / Return Rank: 4242
Overall Rank
FBNDX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FBNDX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FBNDX Omega Ratio Rank: 2626
Omega Ratio Rank
FBNDX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FBNDX Martin Ratio Rank: 4444
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.

FUMBX vs. FBNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Short-Term Treasury Bond Index Fund (FUMBX) and Fidelity Investment Grade Bond Fund (FBNDX). 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.


FUMBXFBNDXDifference

Sharpe ratio

Return per unit of total volatility

1.55

0.86

+0.69

Sortino ratio

Return per unit of downside risk

2.43

1.24

+1.18

Omega ratio

Gain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratio

Return relative to maximum drawdown

2.52

1.58

+0.95

Martin ratio

Return relative to average drawdown

8.74

4.56

+4.18

FUMBX vs. FBNDX - Sharpe Ratio Comparison

The current FUMBX Sharpe Ratio is 1.55, which is higher than the FBNDX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FUMBX and FBNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FUMBXFBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

0.86

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.03

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.53

+0.20

Correlation

The correlation between FUMBX and FBNDX is 0.79, 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

FUMBX vs. FBNDX - Dividend Comparison

FUMBX's dividend yield for the trailing twelve months is around 3.41%, less than FBNDX's 3.58% yield.


TTM20252024202320222021202020192018201720162015
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
3.41%3.51%2.91%1.64%0.86%1.15%1.41%1.88%1.64%0.34%0.00%0.00%
FBNDX
Fidelity Investment Grade Bond Fund
3.58%3.87%3.34%3.56%1.98%1.34%4.70%2.75%2.86%2.18%2.72%2.66%

Drawdowns

FUMBX vs. FBNDX - Drawdown Comparison

The maximum FUMBX drawdown since its inception was -8.83%, smaller than the maximum FBNDX drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for FUMBX and FBNDX.


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Drawdown Indicators


FUMBXFBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-8.83%

-42.76%

+33.93%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-2.88%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-8.60%

-18.74%

+10.14%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-1.06%

-2.31%

+1.25%

Average Drawdown

Average peak-to-trough decline

-1.88%

-10.37%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

1.00%

-0.56%

Volatility

FUMBX vs. FBNDX - Volatility Comparison

The current volatility for Fidelity Short-Term Treasury Bond Index Fund (FUMBX) is 0.74%, while Fidelity Investment Grade Bond Fund (FBNDX) has a volatility of 1.62%. This indicates that FUMBX experiences smaller price fluctuations and is considered to be less risky than FBNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUMBXFBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

1.62%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.37%

2.74%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.32%

4.62%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

6.00%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.49%

5.00%

-2.51%