FUMBX vs. FXNAX
Compare and contrast key facts about Fidelity Short-Term Treasury Bond Index Fund (FUMBX) and Fidelity U.S. Bond Index Fund (FXNAX).
FUMBX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Barclays 1-5 Year U.S. Treasury Index. It was launched on Dec 20, 2005. FXNAX is managed by Fidelity.
Performance
FUMBX vs. FXNAX - Performance Comparison
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FUMBX vs. FXNAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FXNAX Fidelity U.S. Bond Index Fund | -0.26% | 7.14% | 1.35% | 5.82% | -13.55% | -2.10% | 7.63% | 8.50% | 0.04% | 0.38% |
Returns By Period
In the year-to-date period, FUMBX achieves a -0.10% return, which is significantly higher than FXNAX's -0.26% return.
FUMBX
- 1D
- 0.10%
- 1M
- -0.77%
- YTD
- -0.10%
- 6M
- 0.85%
- 1Y
- 3.55%
- 3Y*
- 3.80%
- 5Y*
- 1.31%
- 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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FUMBX vs. FXNAX - Expense Ratio Comparison
FUMBX has a 0.03% expense ratio, which is higher than FXNAX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FUMBX vs. FXNAX — Risk / Return Rank
FUMBX
FXNAX
FUMBX vs. FXNAX - 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 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.
| FUMBX | FXNAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.93 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.43 | 1.33 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 1.66 | +0.86 |
Martin ratioReturn relative to average drawdown | 8.74 | 4.68 | +4.06 |
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
| FUMBX | FXNAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.93 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.02 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.45 | +0.28 |
Correlation
The correlation between FUMBX and FXNAX is 0.81, 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. FXNAX - Dividend Comparison
FUMBX's dividend yield for the trailing twelve months is around 3.41%, more than FXNAX's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
FUMBX vs. FXNAX - Drawdown Comparison
The maximum FUMBX drawdown since its inception was -8.83%, smaller than the maximum FXNAX drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for FUMBX and FXNAX.
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Drawdown Indicators
| FUMBX | FXNAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.83% | -19.51% | +10.68% |
Max Drawdown (1Y)Largest decline over 1 year | -1.54% | -2.71% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -8.60% | -18.54% | +9.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.51% | — |
Current DrawdownCurrent decline from peak | -1.06% | -3.53% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -1.88% | -3.87% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 0.96% | -0.52% |
Volatility
FUMBX vs. FXNAX - Volatility Comparison
The current volatility for Fidelity Short-Term Treasury Bond Index Fund (FUMBX) is 0.74%, while Fidelity U.S. Bond Index Fund (FXNAX) has a volatility of 1.55%. This indicates that FUMBX experiences smaller price fluctuations and is considered to be less risky 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
| FUMBX | FXNAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 1.55% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 1.37% | 2.58% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 4.35% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.89% | 6.04% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.49% | 4.99% | -2.50% |