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LMBS vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

LMBS vs. FXAIX

Last updated May 12, 2025

Compare and contrast key facts about First Trust Low Duration Mortgage Opportunities ETF (LMBS) and Fidelity 500 Index Fund (FXAIX).

LMBS is an actively managed fund by First Trust. It was launched on Nov 4, 2014. FXAIX is managed by Fidelity.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LMBS or FXAIX.

Correlation

The correlation between LMBS and FXAIX is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

LMBS vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Low Duration Mortgage Opportunities ETF (LMBS) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

LMBS:

2.26%

FXAIX:

9.68%

Max Drawdown

LMBS:

-0.16%

FXAIX:

-0.77%

Current Drawdown

LMBS:

-0.13%

FXAIX:

-0.06%

Returns By Period

LMBS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FXAIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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LMBS vs. FXAIX - Expense Ratio Comparison

LMBS has a 0.68% expense ratio, which is higher than FXAIX's 0.02% expense ratio.

LMBS
First Trust Low Duration Mortgage Opportunities ETF
FXAIX
Fidelity 500 Index Fund

Risk-Adjusted Performance

LMBS vs. FXAIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LMBS
The Risk-Adjusted Performance Rank of LMBS is 9696
Overall Rank
The Sharpe Ratio Rank of LMBS is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of LMBS is 9696
Sortino Ratio Rank
The Omega Ratio Rank of LMBS is 9696
Omega Ratio Rank
The Calmar Ratio Rank of LMBS is 9696
Calmar Ratio Rank
The Martin Ratio Rank of LMBS is 9595
Martin Ratio Rank
FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6464
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6464
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.

LMBS vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Low Duration Mortgage Opportunities ETF (LMBS) and Fidelity 500 Index Fund (FXAIX). 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.

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Dividends

LMBS vs. FXAIX - Dividend Comparison

LMBS's dividend yield for the trailing twelve months is around 4.17%, more than FXAIX's 1.32% yield.

TTM20242023202220212020201920182017201620152014
LMBS
First Trust Low Duration Mortgage Opportunities ETF		4.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund		1.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LMBS vs. FXAIX - Drawdown Comparison

The maximum LMBS drawdown since its inception was -0.16%, smaller than the maximum FXAIX drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for LMBS and FXAIX. For additional features, visit the drawdowns tool.

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Volatility

LMBS vs. FXAIX - Volatility Comparison

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