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LQD vs. FBNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQD vs. FBNDX - Performance Comparison

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

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Returns By Period

In the year-to-date period, LQD achieves a 0.67% return, which is significantly higher than FBNDX's 0.06% return. Over the past 10 years, LQD has outperformed FBNDX with an annualized return of 2.56%, while FBNDX has yielded a comparatively lower 2.09% annualized return.


LQD

1D
0.21%
1M
0.56%
YTD
0.67%
6M
0.36%
1Y
5.54%
3Y*
5.10%
5Y*
-0.00%
10Y*
2.56%

FBNDX

1D
-0.28%
1M
0.05%
YTD
0.06%
6M
0.15%
1Y
4.25%
3Y*
3.98%
5Y*
0.04%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQD vs. FBNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.67%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%
FBNDX
Fidelity Investment Grade Bond Fund
0.06%7.37%0.93%6.51%-14.04%-1.13%9.79%9.82%-0.35%3.92%

Correlation

The correlation between LQD and FBNDX is 0.85, 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

0.85

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

0.89

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

0.89

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2002

0.76

The correlation between LQD and FBNDX shifts across timeframes, from 0.76 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

LQD vs. FBNDX — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 3030
Overall Rank
LQD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 2929
Sortino Ratio Rank
LQD Omega Ratio Rank: 2727
Omega Ratio Rank
LQD Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQD Martin Ratio Rank: 3333
Martin Ratio Rank

FBNDX
FBNDX Risk / Return Rank: 1717
Overall Rank
FBNDX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FBNDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FBNDX Omega Ratio Rank: 1515
Omega Ratio Rank
FBNDX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FBNDX Martin Ratio Rank: 1818
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.

LQD vs. FBNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) 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.


LQDFBNDXDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratioReturn relative to maximum drawdown

1.66

1.61

+0.06

Martin ratioReturn relative to average drawdown

4.76

4.79

-0.03

LQD vs. FBNDX - Sharpe Ratio Comparison

The current LQD Sharpe Ratio is 1.05, which is comparable to the FBNDX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of LQD and FBNDX, 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


LQDFBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.18

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.01

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.42

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.53

+0.01

Drawdowns

LQD vs. FBNDX - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, smaller than the maximum FBNDX drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for LQD and FBNDX.


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Drawdown Indicators


LQDFBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-42.76%

+17.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-3.02%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

-6.09%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-18.74%

-6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

-18.74%

-6.21%

Current Drawdown

Current decline from peak

-3.51%

-1.89%

-1.62%

Average Drawdown

Average peak-to-trough decline

-3.99%

-10.34%

+6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.01%

+0.16%

Volatility

LQD vs. FBNDX - Volatility Comparison

iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a higher volatility of 1.62% compared to Fidelity Investment Grade Bond Fund (FBNDX) at 1.36%. This indicates that LQD'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.


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Volatility by Period


LQDFBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.36%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

2.91%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

4.12%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.64%

6.03%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

5.02%

+3.66%

LQD vs. FBNDX - Expense Ratio Comparison

LQD has a 0.15% expense ratio, which is lower than FBNDX's 0.45% expense ratio.


Dividends

LQD vs. FBNDX - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.56%, more than FBNDX's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FBNDX
Fidelity Investment Grade Bond Fund
3.92%3.87%3.34%3.56%1.98%1.34%4.70%2.75%2.86%2.18%2.72%2.66%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.56%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Frequently Asked Questions


LQD and FBNDX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQD has higher volatility (1.62%) compared to FBNDX (1.36%). In terms of maximum drawdown, LQD dropped -24.95% vs FBNDX's -42.76%.

FBNDX currently has the higher Sharpe Ratio (1.18 vs 1.05), 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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