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OBIL vs. FBNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OBIL vs. FBNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 12 Month Bill ETF (OBIL) and Fidelity Investment Grade Bond Fund (FBNDX). The values are adjusted to include any dividend payments, if applicable.

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OBIL vs. FBNDX - Yearly Performance Comparison


2026 (YTD)2025202420232022
OBIL
US Treasury 12 Month Bill ETF
0.63%4.19%4.94%4.69%0.53%
FBNDX
Fidelity Investment Grade Bond Fund
-0.36%7.37%0.93%6.51%0.69%

Returns By Period

In the year-to-date period, OBIL achieves a 0.63% return, which is significantly higher than FBNDX's -0.36% return.


OBIL

1D
0.00%
1M
0.15%
YTD
0.63%
6M
1.56%
1Y
3.80%
3Y*
4.41%
5Y*
10Y*

FBNDX

1D
0.14%
1M
-1.76%
YTD
-0.36%
6M
0.36%
1Y
3.63%
3Y*
3.61%
5Y*
0.18%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OBIL vs. FBNDX - Expense Ratio Comparison

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


Return for Risk

OBIL vs. FBNDX — Risk / Return Rank

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

OBIL
OBIL Risk / Return Rank: 9999
Overall Rank
OBIL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
OBIL Sortino Ratio Rank: 9999
Sortino Ratio Rank
OBIL Omega Ratio Rank: 9999
Omega Ratio Rank
OBIL Calmar Ratio Rank: 9999
Calmar Ratio Rank
OBIL Martin Ratio Rank: 9999
Martin Ratio Rank

FBNDX
FBNDX Risk / Return Rank: 4242
Overall Rank
FBNDX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FBNDX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FBNDX Omega Ratio Rank: 2626
Omega Ratio Rank
FBNDX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FBNDX Martin Ratio Rank: 4444
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.

OBIL vs. FBNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 12 Month Bill ETF (OBIL) 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.


OBILFBNDXDifference

Sharpe ratio

Return per unit of total volatility

6.62

0.86

+5.76

Sortino ratio

Return per unit of downside risk

14.13

1.24

+12.89

Omega ratio

Gain probability vs. loss probability

3.32

1.15

+2.17

Calmar ratio

Return relative to maximum drawdown

27.56

1.58

+25.98

Martin ratio

Return relative to average drawdown

108.39

4.56

+103.83

OBIL vs. FBNDX - Sharpe Ratio Comparison

The current OBIL Sharpe Ratio is 6.62, which is higher than the FBNDX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of OBIL and FBNDX, 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


OBILFBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.62

0.86

+5.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

5.35

0.53

+4.83

Correlation

The correlation between OBIL and FBNDX is 0.55, 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.


Dividends

OBIL vs. FBNDX - Dividend Comparison

OBIL's dividend yield for the trailing twelve months is around 3.70%, more than FBNDX's 3.58% yield.


TTM20252024202320222021202020192018201720162015
OBIL
US Treasury 12 Month Bill ETF
3.70%3.83%4.56%4.92%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBNDX
Fidelity Investment Grade Bond Fund
3.58%3.87%3.34%3.56%1.98%1.34%4.70%2.75%2.86%2.18%2.72%2.66%

Drawdowns

OBIL vs. FBNDX - Drawdown Comparison

The maximum OBIL drawdown since its inception was -0.33%, smaller than the maximum FBNDX drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for OBIL and FBNDX.


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Drawdown Indicators


OBILFBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-0.33%

-42.76%

+42.43%

Max Drawdown (1Y)

Largest decline over 1 year

-0.14%

-2.88%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

0.00%

-2.31%

+2.31%

Average Drawdown

Average peak-to-trough decline

-0.03%

-10.37%

+10.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

1.00%

-0.96%

Volatility

OBIL vs. FBNDX - Volatility Comparison

The current volatility for US Treasury 12 Month Bill ETF (OBIL) is 0.21%, while Fidelity Investment Grade Bond Fund (FBNDX) has a volatility of 1.62%. This indicates that OBIL experiences smaller price fluctuations and is considered to be less risky 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


OBILFBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

1.62%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

0.35%

2.74%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

0.58%

4.62%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.84%

6.00%

-5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.84%

5.00%

-4.16%