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IGSB vs. FJRLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSB vs. FJRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short-Term Corporate Bond ETF (IGSB) and Fidelity Limited Term Bond Fund (FJRLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IGSB having a 0.72% return and FJRLX slightly lower at 0.71%. Over the past 10 years, IGSB has outperformed FJRLX with an annualized return of 2.74%, while FJRLX has yielded a comparatively lower 2.40% annualized return.


IGSB

1D
-0.06%
1M
0.27%
YTD
0.72%
6M
1.01%
1Y
4.72%
3Y*
5.66%
5Y*
2.43%
10Y*
2.74%

FJRLX

1D
0.00%
1M
0.35%
YTD
0.71%
6M
1.05%
1Y
4.60%
3Y*
5.49%
5Y*
2.21%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSB vs. FJRLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGSB
iShares Short-Term Corporate Bond ETF
0.72%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%
FJRLX
Fidelity Limited Term Bond Fund
0.71%6.70%4.92%6.26%-6.22%-1.46%5.16%6.04%0.71%1.89%

Correlation

The correlation between IGSB and FJRLX is 0.83, 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

0.83

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

0.84

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

0.85

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

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2013

0.73

The correlation between IGSB and FJRLX shifts across timeframes, from 0.73 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGSB vs. FJRLX — Risk / Return Rank

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

IGSB
IGSB Risk / Return Rank: 7575
Overall Rank
IGSB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 8484
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8181
Omega Ratio Rank
IGSB Calmar Ratio Rank: 6565
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7070
Martin Ratio Rank

FJRLX
FJRLX Risk / Return Rank: 6262
Overall Rank
FJRLX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FJRLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FJRLX Omega Ratio Rank: 7070
Omega Ratio Rank
FJRLX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FJRLX Martin Ratio Rank: 5353
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.

IGSB vs. FJRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) and Fidelity Limited Term Bond Fund (FJRLX). 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.


IGSBFJRLXDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.49

1.47

+0.02

Calmar ratioReturn relative to maximum drawdown

3.25

2.84

+0.41

Martin ratioReturn relative to average drawdown

13.22

10.78

+2.43

IGSB vs. FJRLX - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.46, which is comparable to the FJRLX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of IGSB and FJRLX, 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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Sharpe Ratios by Period


IGSBFJRLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.15

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.80

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

1.00

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.03

-0.33

Drawdowns

IGSB vs. FJRLX - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, which is greater than FJRLX's maximum drawdown of -9.89%. Use the drawdown chart below to compare losses from any high point for IGSB and FJRLX.


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Drawdown Indicators


IGSBFJRLXDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-9.89%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-1.63%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-1.63%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-9.71%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

-9.89%

-3.49%

Current Drawdown

Current decline from peak

-0.32%

-0.26%

-0.06%

Average Drawdown

Average peak-to-trough decline

-0.85%

-1.34%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.43%

-0.07%

Volatility

IGSB vs. FJRLX - Volatility Comparison

The current volatility for iShares Short-Term Corporate Bond ETF (IGSB) is 0.57%, while Fidelity Limited Term Bond Fund (FJRLX) has a volatility of 0.74%. This indicates that IGSB experiences smaller price fluctuations and is considered to be less risky than FJRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSBFJRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.74%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

1.62%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

2.15%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

2.76%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

2.41%

+1.05%

IGSB vs. FJRLX - Expense Ratio Comparison

IGSB has a 0.06% expense ratio, which is lower than FJRLX's 0.45% expense ratio.


Dividends

IGSB vs. FJRLX - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.58%, more than FJRLX's 4.08% yield.


PositionTTM20252024202320222021202020192018201720162015
FJRLX
Fidelity Limited Term Bond Fund
4.08%3.93%3.36%2.38%1.26%1.25%2.38%2.44%2.29%1.79%1.88%1.60%
IGSB
iShares Short-Term Corporate Bond ETF
4.58%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%

Frequently Asked Questions


IGSB and FJRLX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FJRLX has higher volatility (0.74%) compared to IGSB (0.57%). In terms of maximum drawdown, IGSB dropped -13.38% vs FJRLX's -9.89%.

IGSB currently has the higher Sharpe Ratio (2.46 vs 2.15), 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.

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