IJR vs. FTBFX
IJR (iShares Core S&P Small-Cap ETF) and FTBFX (Fidelity Total Bond Fund) are both funds - IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index, while FTBFX is a Intermediate Core-Plus Bond fund actively managed by Fidelity. IJR is passively managed, while FTBFX is actively managed. Over the past 10 years, IJR returned 10.61%/yr vs 2.41%/yr for FTBFX. At a correlation of -0.10, they often move in opposite directions. IJR charges 0.06%/yr vs 0.45%/yr for FTBFX.
Performance
IJR vs. FTBFX - Performance Comparison
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Returns By Period
In the year-to-date period, IJR achieves a 15.49% return, which is significantly higher than FTBFX's 0.04% return. Over the past 10 years, IJR has outperformed FTBFX with an annualized return of 10.61%, while FTBFX has yielded a comparatively lower 2.41% annualized return.
IJR
- 1D
- 0.65%
- 1M
- 0.17%
- YTD
- 15.49%
- 6M
- 15.12%
- 1Y
- 30.47%
- 3Y*
- 13.78%
- 5Y*
- 5.37%
- 10Y*
- 10.61%
FTBFX
- 1D
- -0.42%
- 1M
- -0.58%
- YTD
- 0.04%
- 6M
- 0.39%
- 1Y
- 5.31%
- 3Y*
- 4.62%
- 5Y*
- 0.58%
- 10Y*
- 2.41%
IJR vs. FTBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 15.49% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
FTBFX Fidelity Total Bond Fund | 0.04% | 7.50% | 2.13% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
Correlation
The correlation between IJR and FTBFX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2002 | -0.10 |
The correlation between IJR and FTBFX shifts across timeframes, from -0.10 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IJR vs. FTBFX — Risk / Return Rank
IJR
FTBFX
IJR vs. FTBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) and Fidelity Total Bond Fund (FTBFX). 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.
| IJR | FTBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.65 | +1.88 |
| Martin ratioReturn relative to average drawdown | 11.72 | 4.97 | +6.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJR | FTBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.24 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.10 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.51 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.92 | -0.49 |
Drawdowns
IJR vs. FTBFX - Drawdown Comparison
The maximum IJR drawdown since its inception was -58.15%, which is greater than FTBFX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for IJR and FTBFX.
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Drawdown Indicators
| IJR | FTBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.15% | -18.25% | -39.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -2.89% | -5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -28.02% | -5.82% | -22.20% |
Max Drawdown (5Y)Largest decline over 5 years | -28.02% | -18.25% | -9.77% |
Max Drawdown (10Y)Largest decline over 10 years | -44.36% | -18.25% | -26.11% |
Current DrawdownCurrent decline from peak | -1.20% | -1.82% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -2.32% | -6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 0.96% | +1.65% |
Volatility
IJR vs. FTBFX - Volatility Comparison
iShares Core S&P Small-Cap ETF (IJR) has a higher volatility of 4.73% compared to Fidelity Total Bond Fund (FTBFX) at 1.39%. This indicates that IJR's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJR | FTBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 1.39% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 2.81% | +9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 3.85% | +13.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.42% | 5.67% | +15.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 4.73% | +18.19% |
IJR vs. FTBFX - Expense Ratio Comparison
IJR has a 0.06% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Dividends
IJR vs. FTBFX - Dividend Comparison
IJR's dividend yield for the trailing twelve months is around 1.15%, less than FTBFX's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 4.38% | 4.36% | 4.15% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
IJR iShares Core S&P Small-Cap ETF | 1.15% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Frequently Asked Questions
IJR and FTBFX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJR has higher volatility (4.73%) compared to FTBFX (1.39%). In terms of maximum drawdown, IJR dropped -58.15% vs FTBFX's -18.25%.
IJR currently has the higher Sharpe Ratio (1.74 vs 1.24), 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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