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FXNAX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FXNAX and BND is -0.10. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

FXNAX vs. BND - Performance Comparison

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

26.00%28.00%30.00%32.00%34.00%NovemberDecember2025FebruaryMarchApril
29.81%
32.63%
FXNAX
BND

Key characteristics

Sharpe Ratio

FXNAX:

1.33

BND:

1.30

Sortino Ratio

FXNAX:

1.98

BND:

1.89

Omega Ratio

FXNAX:

1.23

BND:

1.23

Calmar Ratio

FXNAX:

0.49

BND:

0.51

Martin Ratio

FXNAX:

3.26

BND:

3.35

Ulcer Index

FXNAX:

2.15%

BND:

2.05%

Daily Std Dev

FXNAX:

5.30%

BND:

5.31%

Max Drawdown

FXNAX:

-19.64%

BND:

-18.84%

Current Drawdown

FXNAX:

-8.50%

BND:

-7.18%

Returns By Period

In the year-to-date period, FXNAX achieves a 1.76% return, which is significantly lower than BND's 2.40% return. Over the past 10 years, FXNAX has underperformed BND with an annualized return of 1.20%, while BND has yielded a comparatively higher 1.37% annualized return.


FXNAX

YTD

1.76%

1M

-0.19%

6M

1.08%

1Y

6.59%

5Y*

-1.23%

10Y*

1.20%

BND

YTD

2.40%

1M

0.12%

6M

1.40%

1Y

6.96%

5Y*

-0.91%

10Y*

1.37%

*Annualized

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FXNAX vs. BND - Expense Ratio Comparison

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


Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%
Expense ratio chart for FXNAX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXNAX: 0.03%

Risk-Adjusted Performance

FXNAX vs. BND — Risk-Adjusted Performance Rank

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

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7979
Overall Rank
The Sharpe Ratio Rank of FXNAX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 7676
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FXNAX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Bond Index Fund (FXNAX) and Vanguard Total Bond Market ETF (BND). 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 chart of Sharpe ratio for FXNAX, currently valued at 1.33, compared to the broader market-1.000.001.002.003.00
FXNAX: 1.33
BND: 1.38
The chart of Sortino ratio for FXNAX, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.00
FXNAX: 1.98
BND: 2.00
The chart of Omega ratio for FXNAX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.00
FXNAX: 1.23
BND: 1.24
The chart of Calmar ratio for FXNAX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.00
FXNAX: 0.49
BND: 0.54
The chart of Martin ratio for FXNAX, currently valued at 3.26, compared to the broader market0.0010.0020.0030.0040.0050.00
FXNAX: 3.26
BND: 3.53

The current FXNAX Sharpe Ratio is 1.33, which is comparable to the BND Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FXNAX and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.33
1.38
FXNAX
BND

Dividends

FXNAX vs. BND - Dividend Comparison

FXNAX's dividend yield for the trailing twelve months is around 3.13%, less than BND's 3.70% yield.


TTM20242023202220212020201920182017201620152014
FXNAX
Fidelity U.S. Bond Index Fund
3.13%3.40%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%
BND
Vanguard Total Bond Market ETF
3.70%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

FXNAX vs. BND - Drawdown Comparison

The maximum FXNAX drawdown since its inception was -19.64%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FXNAX and BND. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%NovemberDecember2025FebruaryMarchApril
-8.50%
-7.18%
FXNAX
BND

Volatility

FXNAX vs. BND - Volatility Comparison

The current volatility for Fidelity U.S. Bond Index Fund (FXNAX) is 2.00%, while Vanguard Total Bond Market ETF (BND) has a volatility of 2.18%. This indicates that FXNAX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.00%
2.18%
FXNAX
BND