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LQD vs. FCOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LQD vs. FCOR - 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 Corporate Bond ETF (FCOR). The values are adjusted to include any dividend payments, if applicable.

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LQD vs. FCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-0.38%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%
FCOR
Fidelity Corporate Bond ETF
-0.39%7.88%3.01%8.95%-15.88%-1.64%11.39%14.87%-3.04%6.13%

Returns By Period

The year-to-date returns for both stocks are quite close, with LQD having a -0.38% return and FCOR slightly lower at -0.39%. Over the past 10 years, LQD has underperformed FCOR with an annualized return of 2.61%, while FCOR has yielded a comparatively higher 3.11% annualized return.


LQD

1D
0.63%
1M
-2.07%
YTD
-0.38%
6M
-0.04%
1Y
4.88%
3Y*
4.26%
5Y*
0.09%
10Y*
2.61%

FCOR

1D
0.66%
1M
-2.03%
YTD
-0.39%
6M
0.43%
1Y
4.95%
3Y*
5.13%
5Y*
0.83%
10Y*
3.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LQD vs. FCOR - Expense Ratio Comparison

LQD has a 0.15% expense ratio, which is lower than FCOR's 0.36% expense ratio.


Return for Risk

LQD vs. FCOR — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 4646
Overall Rank
LQD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3939
Sortino Ratio Rank
LQD Omega Ratio Rank: 3737
Omega Ratio Rank
LQD Calmar Ratio Rank: 6464
Calmar Ratio Rank
LQD Martin Ratio Rank: 4747
Martin Ratio Rank

FCOR
FCOR Risk / Return Rank: 5656
Overall Rank
FCOR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 5050
Sortino Ratio Rank
FCOR Omega Ratio Rank: 4848
Omega Ratio Rank
FCOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
FCOR Martin Ratio Rank: 5656
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. FCOR - 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 Corporate Bond ETF (FCOR). 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.


LQDFCORDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.96

-0.21

Sortino ratio

Return per unit of downside risk

1.04

1.31

-0.27

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

1.50

1.68

-0.18

Martin ratio

Return relative to average drawdown

4.15

5.30

-1.15

LQD vs. FCOR - Sharpe Ratio Comparison

The current LQD Sharpe Ratio is 0.74, which is comparable to the FCOR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of LQD and FCOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LQDFCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.96

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.12

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.44

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.42

+0.12

Correlation

The correlation between LQD and FCOR is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LQD vs. FCOR - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.52%, which matches FCOR's 4.52% yield.


TTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.52%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
FCOR
Fidelity Corporate Bond ETF
4.52%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%

Drawdowns

LQD vs. FCOR - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, which is greater than FCOR's maximum drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for LQD and FCOR.


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Drawdown Indicators


LQDFCORDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-22.60%

-2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-3.13%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-22.60%

-2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

-22.60%

-2.35%

Current Drawdown

Current decline from peak

-4.52%

-2.03%

-2.49%

Average Drawdown

Average peak-to-trough decline

-3.99%

-4.78%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

0.99%

+0.23%

Volatility

LQD vs. FCOR - Volatility Comparison

iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a higher volatility of 2.65% compared to Fidelity Corporate Bond ETF (FCOR) at 2.20%. This indicates that LQD's price experiences larger fluctuations and is considered to be riskier than FCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDFCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

2.20%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.76%

3.05%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

5.22%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.66%

7.06%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

7.12%

+1.55%