PortfoliosLab logoPortfoliosLab logo
O vs. FTKFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

O vs. FTKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Realty Income Corporation (O) and Fidelity Total Bond K6 Fund (FTKFX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, O achieves a 13.70% return, which is significantly higher than FTKFX's 0.69% return.


O

1D
1.31%
1M
3.07%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%

FTKFX

1D
0.57%
1M
1.30%
YTD
0.69%
6M
1.27%
1Y
5.52%
3Y*
4.74%
5Y*
0.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

O vs. FTKFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
O
Realty Income Corporation
13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.46%
FTKFX
Fidelity Total Bond K6 Fund
0.69%7.53%2.36%6.65%-13.23%-0.46%8.75%10.03%-0.75%1.14%

Correlation

The correlation between O and FTKFX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.32

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2017

0.22

The correlation between O and FTKFX shifts across timeframes, from 0.21 (1 year) to 0.32 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

O vs. FTKFX — Risk / Return Rank

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

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
Martin Ratio Rank

FTKFX
FTKFX Risk / Return Rank: 3737
Overall Rank
FTKFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FTKFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FTKFX Omega Ratio Rank: 3535
Omega Ratio Rank
FTKFX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FTKFX Martin Ratio Rank: 3030
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.

O vs. FTKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Fidelity Total Bond K6 Fund (FTKFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OFTKFXDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.09

Calmar ratioReturn relative to maximum drawdown

1.29

1.98

-0.69

Martin ratioReturn relative to average drawdown

3.12

5.65

-2.54

O vs. FTKFX - Sharpe Ratio Comparison

The current O Sharpe Ratio is 0.88, which is lower than the FTKFX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of O and FTKFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

O vs. FTKFX - Drawdown Comparison

The maximum O drawdown since its inception was -48.45%, which is greater than FTKFX's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for O and FTKFX.


Loading charts...

Drawdown Indicators


OFTKFXDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-17.81%

-30.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-2.82%

-8.28%

Max Drawdown (3Y)

Largest decline over 3 years

-26.49%

-5.77%

-20.72%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-17.81%

-16.67%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-5.94%

-1.22%

-4.72%

Average Drawdown

Average peak-to-trough decline

-9.20%

-4.18%

-5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

0.98%

+3.60%

Volatility

O vs. FTKFX - Volatility Comparison

Realty Income Corporation (O) has a higher volatility of 5.29% compared to Fidelity Total Bond K6 Fund (FTKFX) at 1.38%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than FTKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OFTKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

1.38%

+3.91%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

2.95%

+9.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

3.97%

+12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

5.67%

+13.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

4.92%

+20.72%

Dividends

O vs. FTKFX - Dividend Comparison

O's dividend yield for the trailing twelve months is around 5.16%, more than FTKFX's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
FTKFX
Fidelity Total Bond K6 Fund
4.61%4.61%4.76%3.86%2.53%2.24%5.51%3.26%2.94%1.63%0.00%0.00%
O
Realty Income Corporation
5.16%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Frequently Asked Questions


O and FTKFX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

O has higher volatility (5.29%) compared to FTKFX (1.38%). In terms of maximum drawdown, O dropped -48.45% vs FTKFX's -17.81%.

FTKFX currently has the higher Sharpe Ratio (1.40 vs 0.88), 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.

Portfolio Optimizer

Find the right allocation for O and FTKFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer