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GVI vs. FLDB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GVI vs. FLDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate Government/Credit Bond ETF (GVI) and Fidelity Low Duration Bond ETF (FLDB). The values are adjusted to include any dividend payments, if applicable.

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GVI vs. FLDB - Yearly Performance Comparison


2026 (YTD)20252024
GVI
iShares Intermediate Government/Credit Bond ETF
-0.03%6.66%3.89%
FLDB
Fidelity Low Duration Bond ETF
0.82%4.93%4.29%

Returns By Period

In the year-to-date period, GVI achieves a -0.03% return, which is significantly lower than FLDB's 0.82% return.


GVI

1D
0.00%
1M
-0.89%
YTD
-0.03%
6M
0.82%
1Y
4.09%
3Y*
4.05%
5Y*
1.12%
10Y*
1.85%

FLDB

1D
0.02%
1M
0.20%
YTD
0.82%
6M
1.89%
1Y
4.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GVI vs. FLDB - Expense Ratio Comparison

Both GVI and FLDB have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

GVI vs. FLDB — Risk / Return Rank

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

GVI
GVI Risk / Return Rank: 7777
Overall Rank
GVI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GVI Sortino Ratio Rank: 8383
Sortino Ratio Rank
GVI Omega Ratio Rank: 7171
Omega Ratio Rank
GVI Calmar Ratio Rank: 7979
Calmar Ratio Rank
GVI Martin Ratio Rank: 7575
Martin Ratio Rank

FLDB
FLDB Risk / Return Rank: 9999
Overall Rank
FLDB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLDB Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDB Omega Ratio Rank: 9999
Omega Ratio Rank
FLDB Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLDB Martin Ratio Rank: 9999
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.

GVI vs. FLDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) and Fidelity Low Duration Bond ETF (FLDB). 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.


GVIFLDBDifference

Sharpe ratio

Return per unit of total volatility

1.50

4.35

-2.85

Sortino ratio

Return per unit of downside risk

2.27

7.43

-5.16

Omega ratio

Gain probability vs. loss probability

1.28

2.05

-0.78

Calmar ratio

Return relative to maximum drawdown

2.36

11.81

-9.45

Martin ratio

Return relative to average drawdown

8.58

67.36

-58.77

GVI vs. FLDB - Sharpe Ratio Comparison

The current GVI Sharpe Ratio is 1.50, which is lower than the FLDB Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of GVI and FLDB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GVIFLDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

4.35

-2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

3.62

-2.85

Correlation

The correlation between GVI and FLDB is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GVI vs. FLDB - Dividend Comparison

GVI's dividend yield for the trailing twelve months is around 3.57%, less than FLDB's 4.55% yield.


TTM20252024202320222021202020192018201720162015
GVI
iShares Intermediate Government/Credit Bond ETF
3.57%3.48%3.40%2.75%1.86%1.46%1.84%2.29%2.16%1.91%1.77%1.75%
FLDB
Fidelity Low Duration Bond ETF
4.55%4.72%3.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GVI vs. FLDB - Drawdown Comparison

The maximum GVI drawdown since its inception was -12.93%, which is greater than FLDB's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for GVI and FLDB.


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Drawdown Indicators


GVIFLDBDifference

Max Drawdown

Largest peak-to-trough decline

-12.93%

-0.49%

-12.44%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

-0.40%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-12.93%

Max Drawdown (10Y)

Largest decline over 10 years

-12.93%

Current Drawdown

Current decline from peak

-1.20%

0.00%

-1.20%

Average Drawdown

Average peak-to-trough decline

-1.87%

-0.05%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.07%

+0.42%

Volatility

GVI vs. FLDB - Volatility Comparison

iShares Intermediate Government/Credit Bond ETF (GVI) has a higher volatility of 1.09% compared to Fidelity Low Duration Bond ETF (FLDB) at 0.28%. This indicates that GVI's price experiences larger fluctuations and is considered to be riskier than FLDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GVIFLDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.28%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

0.68%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

1.05%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

1.33%

+2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

1.33%

+2.19%