FUTBX vs. FXAIX
Compare and contrast key facts about Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and Fidelity 500 Index Fund (FXAIX).
FUTBX is managed by Fidelity. It was launched on Mar 1, 2016. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUTBX or FXAIX.
Key characteristics
| FUTBX | FXAIX | |
|---|---|---|
| YTD Return | 0.86% | 24.55% |
| 1Y Return | 4.91% | 32.03% |
| 3Y Return (Ann) | -2.67% | 9.39% |
| 5Y Return (Ann) | -1.29% | 15.31% |
| Sharpe Ratio | 0.86 | 2.63 |
| Sortino Ratio | 1.29 | 3.52 |
| Omega Ratio | 1.15 | 1.49 |
| Calmar Ratio | 0.25 | 3.81 |
| Martin Ratio | 2.55 | 17.22 |
| Ulcer Index | 1.83% | 1.87% |
| Daily Std Dev | 5.41% | 12.24% |
| Max Drawdown | -21.39% | -33.79% |
| Current Drawdown | -14.86% | -2.14% |
Correlation
The correlation between FUTBX and FXAIX is -0.14. 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.
Performance
FUTBX vs. FXAIX - Performance Comparison
In the year-to-date period, FUTBX achieves a 0.86% return, which is significantly lower than FXAIX's 24.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FUTBX vs. FXAIX - Expense Ratio Comparison
FUTBX has a 0.03% expense ratio, which is higher than FXAIX's 0.02% 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%.
Risk-Adjusted Performance
FUTBX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
FUTBX vs. FXAIX - Dividend Comparison
FUTBX's dividend yield for the trailing twelve months is around 2.59%, more than FXAIX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 2.59% | 2.11% | 1.52% | 1.00% | 1.84% | 2.15% | 2.04% | 1.64% | 0.92% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FUTBX vs. FXAIX - Drawdown Comparison
The maximum FUTBX drawdown since its inception was -21.39%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FUTBX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FUTBX vs. FXAIX - Volatility Comparison
The current volatility for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) is 1.48%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.05%. This indicates that FUTBX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.