MPBFX vs. FSMOX
Compare and contrast key facts about BNY Mellon Bond Fund (MPBFX) and Fidelity SAI Investment Grade Securitized Fund (FSMOX).
MPBFX is managed by BNY Mellon. It was launched on Oct 2, 2000. FSMOX is managed by Fidelity. It was launched on May 17, 2023.
Performance
MPBFX vs. FSMOX - Performance Comparison
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MPBFX vs. FSMOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MPBFX BNY Mellon Bond Fund | -0.45% | 7.20% | 1.08% | 2.57% |
FSMOX Fidelity SAI Investment Grade Securitized Fund | -0.05% | 8.52% | 1.45% | 1.16% |
Returns By Period
In the year-to-date period, MPBFX achieves a -0.45% return, which is significantly lower than FSMOX's -0.05% return.
MPBFX
- 1D
- 0.00%
- 1M
- -1.70%
- YTD
- -0.45%
- 6M
- 0.21%
- 1Y
- 3.57%
- 3Y*
- 3.30%
- 5Y*
- -0.13%
- 10Y*
- 1.59%
FSMOX
- 1D
- 0.40%
- 1M
- -2.17%
- YTD
- -0.05%
- 6M
- 1.49%
- 1Y
- 5.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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MPBFX vs. FSMOX - Expense Ratio Comparison
MPBFX has a 0.55% expense ratio, which is higher than FSMOX's 0.33% expense ratio.
Return for Risk
MPBFX vs. FSMOX — Risk / Return Rank
MPBFX
FSMOX
MPBFX vs. FSMOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Bond Fund (MPBFX) and Fidelity SAI Investment Grade Securitized Fund (FSMOX). 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.
| MPBFX | FSMOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.25 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.79 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.08 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.40 | 5.84 | -1.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MPBFX | FSMOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.25 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.61 | +0.23 |
Correlation
The correlation between MPBFX and FSMOX is 0.94, 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
MPBFX vs. FSMOX - Dividend Comparison
MPBFX's dividend yield for the trailing twelve months is around 3.53%, less than FSMOX's 4.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPBFX BNY Mellon Bond Fund | 3.53% | 3.82% | 3.70% | 3.17% | 2.86% | 2.33% | 4.64% | 2.87% | 3.00% | 2.89% | 3.12% | 2.77% |
FSMOX Fidelity SAI Investment Grade Securitized Fund | 4.08% | 4.44% | 5.07% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MPBFX vs. FSMOX - Drawdown Comparison
The maximum MPBFX drawdown since its inception was -18.40%, which is greater than FSMOX's maximum drawdown of -8.65%. Use the drawdown chart below to compare losses from any high point for MPBFX and FSMOX.
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Drawdown Indicators
| MPBFX | FSMOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.40% | -8.65% | -9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -2.96% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -18.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -18.40% | — | — |
Current DrawdownCurrent decline from peak | -3.18% | -2.17% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -2.40% | -1.78% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 1.05% | -0.14% |
Volatility
MPBFX vs. FSMOX - Volatility Comparison
BNY Mellon Bond Fund (MPBFX) and Fidelity SAI Investment Grade Securitized Fund (FSMOX) have volatilities of 1.57% and 1.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPBFX | FSMOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 1.54% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.49% | 2.62% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 4.63% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.83% | 6.30% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.82% | 6.30% | -1.48% |