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PIFI vs. FIGB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIFI vs. FIGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearShares Piton Intermediate Fixed Income ETF (PIFI) and Fidelity Investment Grade Bond ETF (FIGB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PIFI achieves a -0.13% return, which is significantly lower than FIGB's 0.14% return.


PIFI

1D
-0.15%
1M
-0.05%
YTD
-0.13%
6M
-0.14%
1Y
3.48%
3Y*
3.73%
5Y*
1.02%
10Y*

FIGB

1D
0.00%
1M
0.04%
YTD
0.14%
6M
0.20%
1Y
4.24%
3Y*
4.08%
5Y*
0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIFI vs. FIGB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PIFI
ClearShares Piton Intermediate Fixed Income ETF
-0.13%6.29%2.52%4.61%-7.15%-0.02%
FIGB
Fidelity Investment Grade Bond ETF
0.14%6.95%1.51%6.65%-13.43%1.77%

Correlation

The correlation between PIFI and FIGB is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.85

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

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2021

0.87

The correlation between PIFI and FIGB has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

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Return for Risk

PIFI vs. FIGB — Risk / Return Rank

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

PIFI
PIFI Risk / Return Rank: 3737
Overall Rank
PIFI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PIFI Sortino Ratio Rank: 4141
Sortino Ratio Rank
PIFI Omega Ratio Rank: 3737
Omega Ratio Rank
PIFI Calmar Ratio Rank: 3737
Calmar Ratio Rank
PIFI Martin Ratio Rank: 3535
Martin Ratio Rank

FIGB
FIGB Risk / Return Rank: 2929
Overall Rank
FIGB Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGB Sortino Ratio Rank: 2929
Sortino Ratio Rank
FIGB Omega Ratio Rank: 2727
Omega Ratio Rank
FIGB Calmar Ratio Rank: 3030
Calmar Ratio Rank
FIGB Martin Ratio Rank: 3131
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.

PIFI vs. FIGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearShares Piton Intermediate Fixed Income ETF (PIFI) and Fidelity Investment Grade Bond ETF (FIGB). 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.


PIFIFIGBDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratioReturn relative to maximum drawdown

1.81

1.45

+0.36

Martin ratioReturn relative to average drawdown

5.24

4.50

+0.74

PIFI vs. FIGB - Sharpe Ratio Comparison

The current PIFI Sharpe Ratio is 1.34, which is comparable to the FIGB Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of PIFI and FIGB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PIFIFIGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.04

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.04

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.07

+0.15

Drawdowns

PIFI vs. FIGB - Drawdown Comparison

The maximum PIFI drawdown since its inception was -10.59%, smaller than the maximum FIGB drawdown of -18.08%. Use the drawdown chart below to compare losses from any high point for PIFI and FIGB.


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Drawdown Indicators


PIFIFIGBDifference

Max Drawdown

Largest peak-to-trough decline

-10.59%

-18.08%

+7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-2.93%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-2.75%

-6.17%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-10.41%

-18.08%

+7.67%

Current Drawdown

Current decline from peak

-1.45%

-1.60%

+0.15%

Average Drawdown

Average peak-to-trough decline

-3.23%

-6.92%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.95%

-0.29%

Volatility

PIFI vs. FIGB - Volatility Comparison

The current volatility for ClearShares Piton Intermediate Fixed Income ETF (PIFI) is 0.81%, while Fidelity Investment Grade Bond ETF (FIGB) has a volatility of 1.42%. This indicates that PIFI experiences smaller price fluctuations and is considered to be less risky than FIGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIFIFIGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

1.42%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

2.87%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

4.16%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.66%

6.28%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

6.16%

-2.68%

PIFI vs. FIGB - Expense Ratio Comparison

PIFI has a 0.45% expense ratio, which is higher than FIGB's 0.36% expense ratio.


Dividends

PIFI vs. FIGB - Dividend Comparison

PIFI's dividend yield for the trailing twelve months is around 3.76%, less than FIGB's 4.11% yield.


PositionTTM20252024202320222021
FIGB
Fidelity Investment Grade Bond ETF
4.11%4.15%4.28%3.79%2.44%1.10%
PIFI
ClearShares Piton Intermediate Fixed Income ETF
3.76%3.16%2.92%2.29%1.22%0.25%

Frequently Asked Questions


PIFI and FIGB have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIGB has higher volatility (1.42%) compared to PIFI (0.81%). In terms of maximum drawdown, PIFI dropped -10.59% vs FIGB's -18.08%.

On 5-year performance, PIFI leads with 1.02% vs 0.24% for FIGB. On fees, FIGB is cheaper at 0.36% per year. On volatility, PIFI has been the lower-risk option at 0.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PIFI has performed better with a 1.02% return vs 0.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FIGB is cheaper with a 0.36% expense ratio, compared with 0.45% for PIFI.

FIGB has the higher dividend yield at 4.11%, compared with 3.76% for PIFI.

They also come from different issuers: ClearShares and Fidelity. Their fees differ too: 0.45% for PIFI and 0.36% for FIGB.

PIFI currently has the higher Sharpe Ratio (1.34 vs 1.04), 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 PIFI and FIGB

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