FUTBX vs. SGOV

In the year-to-date period, FUTBX achieves a 1.74% return, which is significantly higher than SGOV's 1.54% return.

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Both FUTBX and SGOV have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 current FUTBX Sharpe Ratio is 0.89, which is lower than the SGOV Sharpe Ratio of 21.14. The chart below compares the historical Sharpe Ratios of FUTBX and SGOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FUTBX's dividend yield for the trailing twelve months is around 2.87%, less than SGOV's 4.70% yield.

The maximum FUTBX drawdown since its inception was -21.39%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for FUTBX and SGOV. For additional features, visit the drawdowns tool.

Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) has a higher volatility of 1.43% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that FUTBX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.