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IGEB vs. FBNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGEB and FBNDX is 0.02, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

IGEB vs. FBNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) and Fidelity Investment Grade Bond Fund (FBNDX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.57%
12.83%
IGEB
FBNDX

Key characteristics

Sharpe Ratio

IGEB:

1.31

FBNDX:

1.36

Sortino Ratio

IGEB:

1.88

FBNDX:

2.02

Omega Ratio

IGEB:

1.23

FBNDX:

1.24

Calmar Ratio

IGEB:

0.69

FBNDX:

0.56

Martin Ratio

IGEB:

4.24

FBNDX:

3.60

Ulcer Index

IGEB:

1.80%

FBNDX:

2.11%

Daily Std Dev

IGEB:

5.84%

FBNDX:

5.59%

Max Drawdown

IGEB:

-21.30%

FBNDX:

-20.16%

Current Drawdown

IGEB:

-3.76%

FBNDX:

-7.42%

Returns By Period

In the year-to-date period, IGEB achieves a 2.04% return, which is significantly lower than FBNDX's 2.52% return.


IGEB

YTD

2.04%

1M

0.37%

6M

1.33%

1Y

8.17%

5Y*

0.97%

10Y*

N/A

FBNDX

YTD

2.52%

1M

0.61%

6M

1.85%

1Y

7.75%

5Y*

-0.51%

10Y*

1.67%

*Annualized

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IGEB vs. FBNDX - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is lower than FBNDX's 0.45% expense ratio.


Expense ratio chart for FBNDX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBNDX: 0.45%
Expense ratio chart for IGEB: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGEB: 0.18%

Risk-Adjusted Performance

IGEB vs. FBNDX — Risk-Adjusted Performance Rank

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

IGEB
The Risk-Adjusted Performance Rank of IGEB is 8282
Overall Rank
The Sharpe Ratio Rank of IGEB is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of IGEB is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IGEB is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IGEB is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IGEB is 8181
Martin Ratio Rank

FBNDX
The Risk-Adjusted Performance Rank of FBNDX is 7979
Overall Rank
The Sharpe Ratio Rank of FBNDX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FBNDX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FBNDX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FBNDX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FBNDX 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.

IGEB vs. FBNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and Fidelity Investment Grade Bond Fund (FBNDX). 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 IGEB, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.00
IGEB: 1.35
FBNDX: 1.36
The chart of Sortino ratio for IGEB, currently valued at 1.93, compared to the broader market-2.000.002.004.006.008.00
IGEB: 1.93
FBNDX: 2.02
The chart of Omega ratio for IGEB, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
IGEB: 1.24
FBNDX: 1.24
The chart of Calmar ratio for IGEB, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
IGEB: 0.72
FBNDX: 0.56
The chart of Martin ratio for IGEB, currently valued at 4.34, compared to the broader market0.0020.0040.0060.00
IGEB: 4.34
FBNDX: 3.60

The current IGEB Sharpe Ratio is 1.31, which is comparable to the FBNDX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of IGEB and FBNDX, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.35
1.36
IGEB
FBNDX

Dividends

IGEB vs. FBNDX - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.07%, more than FBNDX's 3.90% yield.


TTM20242023202220212020201920182017201620152014
IGEB
iShares Investment Grade Bond Factor ETF
5.07%5.09%4.60%3.64%3.63%2.90%5.61%3.59%1.61%0.00%0.00%0.00%
FBNDX
Fidelity Investment Grade Bond Fund
3.90%3.99%3.56%2.67%1.53%1.88%2.77%2.85%2.36%2.31%2.90%2.59%

Drawdowns

IGEB vs. FBNDX - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.30%, which is greater than FBNDX's maximum drawdown of -20.16%. Use the drawdown chart below to compare losses from any high point for IGEB and FBNDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%NovemberDecember2025FebruaryMarchApril
-3.76%
-7.42%
IGEB
FBNDX

Volatility

IGEB vs. FBNDX - Volatility Comparison

iShares Investment Grade Bond Factor ETF (IGEB) has a higher volatility of 3.07% compared to Fidelity Investment Grade Bond Fund (FBNDX) at 2.29%. This indicates that IGEB's price experiences larger fluctuations and is considered to be riskier than FBNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
3.07%
2.29%
IGEB
FBNDX