PortfoliosLab logoPortfoliosLab logo
IBDS vs. FLDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDS vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Corporate ETF (IBDS) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBDS achieves a 1.55% return, which is significantly lower than FLDR's 1.79% return.


IBDS

1D
-0.04%
1M
0.23%
6M
1.55%
YTD
1.55%
1Y
4.30%
3Y*
5.36%
5Y*
1.40%
10Y*

FLDR

1D
-0.06%
1M
0.21%
6M
1.74%
YTD
1.79%
1Y
4.47%
3Y*
5.26%
5Y*
3.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDS vs. FLDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
1.55%5.86%4.61%6.44%-9.52%-1.56%8.95%15.08%1.74%
FLDR
Fidelity Low Duration Bond Factor ETF
1.79%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.84%

Correlation

The correlation between IBDS and FLDR is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.61

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2018

0.42

The correlation between IBDS and FLDR shifts across timeframes, from 0.42 (all time) to 0.61 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBDS vs. FLDR — Risk / Return Rank

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

IBDS
IBDS Risk / Return Rank: 9898
Overall Rank
IBDS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBDS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBDS Omega Ratio Rank: 9898
Omega Ratio Rank
IBDS Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBDS Martin Ratio Rank: 9898
Martin Ratio Rank

FLDR
FLDR Risk / Return Rank: 9898
Overall Rank
FLDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9999
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
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.

IBDS vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Corporate ETF (IBDS) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.


IBDSFLDRDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

2.13

2.60

-0.47

Calmar ratioReturn relative to maximum drawdown

9.92

9.60

+0.32

Martin ratioReturn relative to average drawdown

47.96

65.30

-17.35

IBDS vs. FLDR - Sharpe Ratio Comparison

The current IBDS Sharpe Ratio is 4.15, which is comparable to the FLDR Sharpe Ratio of 5.62. The chart below compares the historical Sharpe Ratios of IBDS and FLDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IBDS vs. FLDR - Drawdown Comparison

The maximum IBDS drawdown since its inception was -16.75%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for IBDS and FLDR.


Loading charts...

Drawdown Indicators


IBDSFLDRDifference

Max Drawdown

Largest peak-to-trough decline

-16.75%

-12.23%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

-0.47%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-2.27%

-0.76%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

-2.33%

-12.65%

Current Drawdown

Current decline from peak

-0.04%

-0.07%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.32%

-0.35%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

0.07%

+0.02%

Volatility

IBDS vs. FLDR - Volatility Comparison

iShares iBonds Dec 2027 Term Corporate ETF (IBDS) and Fidelity Low Duration Bond Factor ETF (FLDR) have volatilities of 0.22% and 0.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBDSFLDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

0.22%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

0.61%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

1.04%

0.80%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

1.21%

+2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

5.23%

+0.28%

IBDS vs. FLDR - Expense Ratio Comparison

IBDS has a 0.10% expense ratio, which is lower than FLDR's 0.15% 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

IBDS vs. FLDR - Dividend Comparison

IBDS's dividend yield for the trailing twelve months is around 4.31%, which matches FLDR's 4.33% yield.


PositionTTM202520242023202220212020201920182017
FLDR
Fidelity Low Duration Bond Factor ETF
4.33%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
4.31%4.36%4.37%3.81%2.87%2.19%2.66%3.32%3.66%0.97%

Frequently Asked Questions


IBDS and FLDR have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLDR has higher volatility (0.22%) compared to IBDS (0.22%). In terms of maximum drawdown, IBDS dropped -16.75% vs FLDR's -12.23%.

On 5-year performance, FLDR leads with 3.72% vs 1.40% for IBDS. On fees, IBDS is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLDR has performed better with a 3.72% return vs 1.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDS is cheaper with a 0.10% expense ratio, compared with 0.15% for FLDR.

FLDR has the higher dividend yield at 4.33%, compared with 4.31% for IBDS.

IBDS is categorized as Corporate Bonds, while FLDR is Short-Term Bond. IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index, while FLDR tracks Fidelity Low Duration Investment Grade Factor Index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.10% for IBDS and 0.15% for FLDR.

FLDR currently has the higher Sharpe Ratio (5.62 vs 4.15), 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 IBDS and FLDR

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

Open Portfolio Optimizer