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FUTBX vs. GOVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUTBX vs. GOVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and iShares U.S. Treasury Bond ETF (GOVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FUTBX achieves a -0.16% return, which is significantly lower than GOVT's 0.11% return.


FUTBX

1D
-0.34%
1M
0.49%
YTD
-0.16%
6M
0.08%
1Y
2.96%
3Y*
2.87%
5Y*
-0.59%
10Y*

GOVT

1D
0.13%
1M
0.58%
YTD
0.11%
6M
0.22%
1Y
3.14%
3Y*
2.92%
5Y*
-0.48%
10Y*
0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTBX vs. GOVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUTBX
Fidelity SAI U.S. Treasury Bond Index Fund
-0.16%6.12%0.70%4.19%-13.00%-2.54%7.76%7.30%0.95%2.28%
GOVT
iShares U.S. Treasury Bond ETF
0.11%3.77%2.95%4.17%-13.39%-1.11%7.28%7.36%0.26%2.19%

Correlation

The correlation between FUTBX and GOVT is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.95

The correlation between FUTBX and GOVT has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

FUTBX vs. GOVT — Risk / Return Rank

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

FUTBX
FUTBX Risk / Return Rank: 1111
Overall Rank
FUTBX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FUTBX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FUTBX Omega Ratio Rank: 1010
Omega Ratio Rank
FUTBX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FUTBX Martin Ratio Rank: 1010
Martin Ratio Rank

GOVT
GOVT Risk / Return Rank: 2424
Overall Rank
GOVT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GOVT Sortino Ratio Rank: 2525
Sortino Ratio Rank
GOVT Omega Ratio Rank: 2222
Omega Ratio Rank
GOVT Calmar Ratio Rank: 2424
Calmar Ratio Rank
GOVT Martin Ratio Rank: 2424
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.

FUTBX vs. GOVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and iShares U.S. Treasury Bond ETF (GOVT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FUTBXGOVTDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.15

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

1.04

1.11

-0.06

Martin ratioReturn relative to average drawdown

2.83

3.01

-0.18

FUTBX vs. GOVT - Sharpe Ratio Comparison

The current FUTBX Sharpe Ratio is 0.84, which is comparable to the GOVT Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FUTBX and GOVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FUTBX vs. GOVT - Drawdown Comparison

The maximum FUTBX drawdown since its inception was -19.69%, roughly equal to the maximum GOVT drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for FUTBX and GOVT.


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Drawdown Indicators


FUTBXGOVTDifference

Max Drawdown

Largest peak-to-trough decline

-19.69%

-19.07%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-2.85%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-5.43%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.03%

-16.60%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-19.07%

Current Drawdown

Current decline from peak

-7.83%

-6.97%

-0.86%

Average Drawdown

Average peak-to-trough decline

-6.96%

-5.26%

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.05%

+0.08%

Volatility

FUTBX vs. GOVT - Volatility Comparison

Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) has a higher volatility of 1.07% compared to iShares U.S. Treasury Bond ETF (GOVT) at 0.97%. This indicates that FUTBX's price experiences larger fluctuations and is considered to be riskier than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUTBXGOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.97%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

2.60%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

3.57%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

6.04%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

5.22%

-0.07%

FUTBX vs. GOVT - Expense Ratio Comparison

FUTBX has a 0.03% expense ratio, which is lower than GOVT's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FUTBX vs. GOVT - Dividend Comparison

FUTBX's dividend yield for the trailing twelve months is around 3.66%, more than GOVT's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
FUTBX
Fidelity SAI U.S. Treasury Bond Index Fund
3.66%3.43%2.90%2.12%1.12%0.86%4.54%2.75%2.05%1.65%0.00%0.00%
GOVT
iShares U.S. Treasury Bond ETF
3.58%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%

Frequently Asked Questions


With a correlation of 0.94, FUTBX and GOVT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FUTBX has higher volatility (1.07%) compared to GOVT (0.97%). In terms of maximum drawdown, FUTBX dropped -19.69% vs GOVT's -19.07%.

GOVT currently has the higher Sharpe Ratio (0.89 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FUTBX and GOVT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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