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LCTRX vs. FTBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCTRX vs. FTBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leader Capital High Quality Floating Rate Fund Investor Shares (LCTRX) and Fidelity Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCTRX achieves a 2.05% return, which is significantly higher than FTBFX's 0.57% return. Over the past 10 years, LCTRX has outperformed FTBFX with an annualized return of 4.85%, while FTBFX has yielded a comparatively lower 2.46% annualized return.


LCTRX

1D
0.09%
1M
0.97%
YTD
2.05%
6M
2.43%
1Y
5.22%
3Y*
5.93%
5Y*
4.94%
10Y*
4.85%

FTBFX

1D
0.21%
1M
0.89%
YTD
0.57%
6M
0.92%
1Y
5.08%
3Y*
4.76%
5Y*
0.58%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCTRX vs. FTBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCTRX
Leader Capital High Quality Floating Rate Fund Investor Shares
2.05%4.72%6.03%8.26%2.22%1.99%12.07%1.15%6.01%4.28%
FTBFX
Fidelity Total Bond Fund
0.57%7.50%2.13%7.25%-13.58%-0.44%9.34%9.89%-0.66%4.19%

Correlation

The correlation between LCTRX and FTBFX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.31

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

0.23

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2010

0.20

Over the past year, LCTRX and FTBFX have become more correlated (0.53) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

LCTRX vs. FTBFX — Risk / Return Rank

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

LCTRX
LCTRX Risk / Return Rank: 9494
Overall Rank
LCTRX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LCTRX Sortino Ratio Rank: 9797
Sortino Ratio Rank
LCTRX Omega Ratio Rank: 9797
Omega Ratio Rank
LCTRX Calmar Ratio Rank: 9191
Calmar Ratio Rank
LCTRX Martin Ratio Rank: 9494
Martin Ratio Rank

FTBFX
FTBFX Risk / Return Rank: 2525
Overall Rank
FTBFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 2727
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 2424
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FTBFX Martin Ratio Rank: 2222
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.

LCTRX vs. FTBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leader Capital High Quality Floating Rate Fund Investor Shares (LCTRX) 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.

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.


LCTRXFTBFXDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+3.70

Omega ratioGain probability vs. loss probability

1.94

1.24

+0.70

Calmar ratioReturn relative to maximum drawdown

4.46

1.76

+2.70

Martin ratioReturn relative to average drawdown

18.63

5.10

+13.52

LCTRX vs. FTBFX - Sharpe Ratio Comparison

The current LCTRX Sharpe Ratio is 2.69, which is higher than the FTBFX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of LCTRX and FTBFX, 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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Drawdowns

LCTRX vs. FTBFX - Drawdown Comparison

The maximum LCTRX drawdown since its inception was -26.09%, which is greater than FTBFX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for LCTRX and FTBFX.


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Drawdown Indicators


LCTRXFTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-26.09%

-18.25%

-7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-2.89%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-1.33%

-5.82%

+4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-3.82%

-18.25%

+14.43%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-18.25%

-5.68%

Current Drawdown

Current decline from peak

0.00%

-1.31%

+1.31%

Average Drawdown

Average peak-to-trough decline

-4.11%

-2.32%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

1.00%

-0.72%

Volatility

LCTRX vs. FTBFX - Volatility Comparison

The current volatility for Leader Capital High Quality Floating Rate Fund Investor Shares (LCTRX) is 0.61%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 1.21%. This indicates that LCTRX experiences smaller price fluctuations and is considered to be less risky 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


LCTRXFTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.21%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

2.88%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

1.95%

3.80%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.26%

5.67%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

4.73%

+1.57%

LCTRX vs. FTBFX - Expense Ratio Comparison

LCTRX has a 2.33% expense ratio, which is higher than FTBFX's 0.45% expense ratio.


Dividends

LCTRX vs. FTBFX - Dividend Comparison

LCTRX's dividend yield for the trailing twelve months is around 5.26%, more than FTBFX's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
FTBFX
Fidelity Total Bond Fund
4.36%4.36%4.15%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%
LCTRX
Leader Capital High Quality Floating Rate Fund Investor Shares
5.26%5.53%5.57%5.31%2.18%1.69%1.17%2.40%3.31%2.09%0.00%0.00%

Frequently Asked Questions


LCTRX and FTBFX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTBFX has higher volatility (1.21%) compared to LCTRX (0.61%). In terms of maximum drawdown, LCTRX dropped -26.09% vs FTBFX's -18.25%.

LCTRX currently has the higher Sharpe Ratio (2.69 vs 1.34), 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

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