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LQDI vs. FXNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LQDI and FXNAX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LQDI vs. FXNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged Corporate Bond ETF (LQDI) and Fidelity U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
28.71%
8.25%
LQDI
FXNAX

Key characteristics

Sharpe Ratio

LQDI:

0.43

FXNAX:

0.33

Sortino Ratio

LQDI:

0.62

FXNAX:

0.50

Omega Ratio

LQDI:

1.08

FXNAX:

1.06

Calmar Ratio

LQDI:

0.23

FXNAX:

0.12

Martin Ratio

LQDI:

1.95

FXNAX:

0.92

Ulcer Index

LQDI:

1.30%

FXNAX:

1.96%

Daily Std Dev

LQDI:

5.90%

FXNAX:

5.43%

Max Drawdown

LQDI:

-28.99%

FXNAX:

-19.64%

Current Drawdown

LQDI:

-6.73%

FXNAX:

-10.09%

Returns By Period

In the year-to-date period, LQDI achieves a 2.20% return, which is significantly higher than FXNAX's 1.61% return.


LQDI

YTD

2.20%

1M

-0.94%

6M

1.00%

1Y

2.34%

5Y*

2.51%

10Y*

N/A

FXNAX

YTD

1.61%

1M

-0.01%

6M

1.31%

1Y

2.10%

5Y*

-0.52%

10Y*

1.22%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LQDI vs. FXNAX - Expense Ratio Comparison

LQDI has a 0.18% expense ratio, which is higher than FXNAX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


LQDI
iShares Inflation Hedged Corporate Bond ETF
Expense ratio chart for LQDI: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for FXNAX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LQDI vs. FXNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged Corporate Bond ETF (LQDI) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


Sharpe ratio
The chart of Sharpe ratio for LQDI, currently valued at 0.41, compared to the broader market0.002.004.000.410.33
The chart of Sortino ratio for LQDI, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.0010.000.600.50
The chart of Omega ratio for LQDI, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.06
The chart of Calmar ratio for LQDI, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.220.12
The chart of Martin ratio for LQDI, currently valued at 1.87, compared to the broader market0.0020.0040.0060.0080.00100.001.870.92
LQDI
FXNAX

The current LQDI Sharpe Ratio is 0.43, which is comparable to the FXNAX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of LQDI and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.41
0.33
LQDI
FXNAX

Dividends

LQDI vs. FXNAX - Dividend Comparison

LQDI's dividend yield for the trailing twelve months is around 4.57%, more than FXNAX's 3.35% yield.


TTM20232022202120202019201820172016201520142013
LQDI
iShares Inflation Hedged Corporate Bond ETF
4.57%3.99%3.26%2.42%2.52%3.26%2.52%0.00%0.00%0.00%0.00%0.00%
FXNAX
Fidelity U.S. Bond Index Fund
3.35%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%2.39%

Drawdowns

LQDI vs. FXNAX - Drawdown Comparison

The maximum LQDI drawdown since its inception was -28.99%, which is greater than FXNAX's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for LQDI and FXNAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-6.73%
-10.09%
LQDI
FXNAX

Volatility

LQDI vs. FXNAX - Volatility Comparison

iShares Inflation Hedged Corporate Bond ETF (LQDI) has a higher volatility of 1.77% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.49%. This indicates that LQDI's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%JulyAugustSeptemberOctoberNovemberDecember
1.77%
1.49%
LQDI
FXNAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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