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PTFSX vs. FTHRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTFSX vs. FTHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Capital Tax Free Short Intermediate Securities Fund (PTFSX) and Fidelity Intermediate Bond Fund (FTHRX). The values are adjusted to include any dividend payments, if applicable.

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PTFSX vs. FTHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTFSX
Pacific Capital Tax Free Short Intermediate Securities Fund
-0.58%3.92%0.58%1.50%-2.71%-0.12%2.61%3.56%1.93%1.72%
FTHRX
Fidelity Intermediate Bond Fund
-0.49%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%0.52%2.31%

Returns By Period

In the year-to-date period, PTFSX achieves a -0.58% return, which is significantly lower than FTHRX's -0.49% return. Over the past 10 years, PTFSX has underperformed FTHRX with an annualized return of 1.16%, while FTHRX has yielded a comparatively higher 2.07% annualized return.


PTFSX

1D
0.00%
1M
-2.10%
YTD
-0.58%
6M
0.37%
1Y
3.13%
3Y*
1.49%
5Y*
0.57%
10Y*
1.16%

FTHRX

1D
0.29%
1M
-1.72%
YTD
-0.49%
6M
0.55%
1Y
3.89%
3Y*
4.22%
5Y*
1.13%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTFSX vs. FTHRX - Expense Ratio Comparison

PTFSX has a 0.38% expense ratio, which is lower than FTHRX's 0.45% expense ratio.


Return for Risk

PTFSX vs. FTHRX — Risk / Return Rank

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

PTFSX
PTFSX Risk / Return Rank: 3535
Overall Rank
PTFSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PTFSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
PTFSX Omega Ratio Rank: 5757
Omega Ratio Rank
PTFSX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PTFSX Martin Ratio Rank: 3232
Martin Ratio Rank

FTHRX
FTHRX Risk / Return Rank: 8080
Overall Rank
FTHRX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 7171
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 8080
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.

PTFSX vs. FTHRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Capital Tax Free Short Intermediate Securities Fund (PTFSX) and Fidelity Intermediate Bond Fund (FTHRX). 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.


PTFSXFTHRXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.41

-0.69

Sortino ratio

Return per unit of downside risk

0.99

2.11

-1.13

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

0.96

2.19

-1.23

Martin ratio

Return relative to average drawdown

3.50

7.84

-4.34

PTFSX vs. FTHRX - Sharpe Ratio Comparison

The current PTFSX Sharpe Ratio is 0.71, which is lower than the FTHRX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of PTFSX and FTHRX, 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


PTFSXFTHRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.41

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.28

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.61

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.91

+0.40

Correlation

The correlation between PTFSX and FTHRX is 0.43, 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

PTFSX vs. FTHRX - Dividend Comparison

PTFSX's dividend yield for the trailing twelve months is around 1.42%, less than FTHRX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
PTFSX
Pacific Capital Tax Free Short Intermediate Securities Fund
1.42%1.87%1.82%1.39%1.05%1.06%1.40%1.81%2.21%1.62%1.66%1.04%
FTHRX
Fidelity Intermediate Bond Fund
3.35%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%

Drawdowns

PTFSX vs. FTHRX - Drawdown Comparison

The maximum PTFSX drawdown since its inception was -6.48%, smaller than the maximum FTHRX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for PTFSX and FTHRX.


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Drawdown Indicators


PTFSXFTHRXDifference

Max Drawdown

Largest peak-to-trough decline

-6.48%

-19.01%

+12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-2.11%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

-13.18%

+6.76%

Max Drawdown (10Y)

Largest decline over 10 years

-6.48%

-13.25%

+6.77%

Current Drawdown

Current decline from peak

-2.10%

-1.72%

-0.38%

Average Drawdown

Average peak-to-trough decline

-0.62%

-3.07%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.59%

+0.22%

Volatility

PTFSX vs. FTHRX - Volatility Comparison

The current volatility for Pacific Capital Tax Free Short Intermediate Securities Fund (PTFSX) is 0.73%, while Fidelity Intermediate Bond Fund (FTHRX) has a volatility of 1.11%. This indicates that PTFSX experiences smaller price fluctuations and is considered to be less risky than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTFSXFTHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

1.11%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.44%

1.84%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

3.08%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

4.00%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.25%

3.39%

-1.14%