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FXNAX vs. BCOSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXNAX vs. BCOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity U.S. Bond Index Fund (FXNAX) and Baird Core Plus Bond Fund (BCOSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXNAX achieves a 0.11% return, which is significantly lower than BCOSX's 0.32% return. Over the past 10 years, FXNAX has underperformed BCOSX with an annualized return of 1.44%, while BCOSX has yielded a comparatively higher 2.07% annualized return.


FXNAX

1D
-0.29%
1M
0.61%
YTD
0.11%
6M
0.43%
1Y
4.25%
3Y*
3.88%
5Y*
-0.05%
10Y*
1.44%

BCOSX

1D
-0.28%
1M
0.71%
YTD
0.32%
6M
0.60%
1Y
4.31%
3Y*
4.52%
5Y*
0.42%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXNAX vs. BCOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXNAX
Fidelity U.S. Bond Index Fund
0.11%7.14%1.35%5.82%-13.55%-2.10%7.63%8.50%0.04%3.50%
BCOSX
Baird Core Plus Bond Fund
0.32%7.22%2.26%6.60%-13.09%-1.23%8.59%9.69%-0.74%4.47%

Correlation

The correlation between FXNAX and BCOSX is 0.93, 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

0.93

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

0.96

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since May 4, 2011

0.93

The correlation between FXNAX and BCOSX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

FXNAX vs. BCOSX — Risk / Return Rank

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

FXNAX
FXNAX Risk / Return Rank: 1818
Overall Rank
FXNAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FXNAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FXNAX Omega Ratio Rank: 1717
Omega Ratio Rank
FXNAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FXNAX Martin Ratio Rank: 1818
Martin Ratio Rank

BCOSX
BCOSX Risk / Return Rank: 2323
Overall Rank
BCOSX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BCOSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
BCOSX Omega Ratio Rank: 2222
Omega Ratio Rank
BCOSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
BCOSX Martin Ratio Rank: 2121
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.

FXNAX vs. BCOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Bond Index Fund (FXNAX) and Baird Core Plus Bond Fund (BCOSX). 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.


FXNAXBCOSXDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratioReturn relative to maximum drawdown

1.52

1.75

-0.23

Martin ratioReturn relative to average drawdown

4.36

4.87

-0.51

FXNAX vs. BCOSX - Sharpe Ratio Comparison

The current FXNAX Sharpe Ratio is 1.14, which is comparable to the BCOSX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FXNAX and BCOSX, 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

FXNAX vs. BCOSX - Drawdown Comparison

The maximum FXNAX drawdown since its inception was -19.51%, which is greater than BCOSX's maximum drawdown of -18.39%. Use the drawdown chart below to compare losses from any high point for FXNAX and BCOSX.


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Drawdown Indicators


FXNAXBCOSXDifference

Max Drawdown

Largest peak-to-trough decline

-19.51%

-18.39%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-2.58%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-6.16%

-5.80%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-18.54%

-18.39%

-0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-19.51%

-18.39%

-1.12%

Current Drawdown

Current decline from peak

-3.17%

-1.33%

-1.84%

Average Drawdown

Average peak-to-trough decline

-3.86%

-2.30%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.93%

+0.09%

Volatility

FXNAX vs. BCOSX - Volatility Comparison

Fidelity U.S. Bond Index Fund (FXNAX) has a higher volatility of 1.16% compared to Baird Core Plus Bond Fund (BCOSX) at 1.10%. This indicates that FXNAX's price experiences larger fluctuations and is considered to be riskier than BCOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXNAXBCOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.10%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

2.62%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

3.57%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

5.63%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

4.66%

+0.35%

FXNAX vs. BCOSX - Expense Ratio Comparison

FXNAX has a 0.03% expense ratio, which is lower than BCOSX's 0.55% expense ratio.


Dividends

FXNAX vs. BCOSX - Dividend Comparison

FXNAX's dividend yield for the trailing twelve months is around 3.72%, less than BCOSX's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
BCOSX
Baird Core Plus Bond Fund
3.87%3.75%3.68%3.17%2.69%2.57%3.11%2.60%2.75%2.47%2.27%2.49%
FXNAX
Fidelity U.S. Bond Index Fund
3.72%3.58%3.40%3.15%1.81%1.74%2.92%2.68%2.74%2.57%2.76%2.52%

Frequently Asked Questions


With a correlation of 0.93, FXNAX and BCOSX 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.

FXNAX has higher volatility (1.16%) compared to BCOSX (1.10%). In terms of maximum drawdown, FXNAX dropped -19.51% vs BCOSX's -18.39%.

BCOSX currently has the higher Sharpe Ratio (1.27 vs 1.14), 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 FXNAX and BCOSX

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