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PWZ vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PWZ vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco California AMT-Free Municipal Bond ETF (PWZ) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PWZ achieves a 1.12% return, which is significantly higher than FBND's -0.33% return. Over the past 10 years, PWZ has underperformed FBND with an annualized return of 1.66%, while FBND has yielded a comparatively higher 2.27% annualized return.


PWZ

1D
-0.15%
1M
-2.41%
6M
0.80%
YTD
1.12%
1Y
7.38%
3Y*
2.53%
5Y*
-0.32%
10Y*
1.66%
ALL TIME*
3.16%

FBND

1D
-0.27%
1M
-1.26%
6M
-0.60%
YTD
-0.33%
1Y
2.08%
3Y*
4.55%
5Y*
0.31%
10Y*
2.27%
ALL TIME*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$133.84M$127.41M$124.15M
$6.43M$5.37M$5.33M

PWZ vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWZ
Invesco California AMT-Free Municipal Bond ETF
1.12%1.26%2.16%6.55%-11.35%1.94%4.90%8.72%0.32%6.82%
FBND
Fidelity Total Bond ETF
-0.33%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Correlation

The correlation between PWZ and FBND is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.65

Correlation (3Y)
Balances recent behavior with more history.

0.62

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.60

Correlation (10Y)
Provides a long-term view across more market conditions.

0.52

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2014

0.49

The correlation between PWZ and FBND shifts across timeframes, from 0.49 (all time) to 0.65 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PWZ vs. FBND — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PWZ
PWZ Risk / Return Rank: 8080
Overall Rank
PWZ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PWZ Sortino Ratio Rank: 8787
Sortino Ratio Rank
PWZ Omega Ratio Rank: 8888
Omega Ratio Rank
PWZ Calmar Ratio Rank: 6969
Calmar Ratio Rank
PWZ Martin Ratio Rank: 7272
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 3030
Overall Rank
FBND Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 3030
Sortino Ratio Rank
FBND Omega Ratio Rank: 2828
Omega Ratio Rank
FBND Calmar Ratio Rank: 3232
Calmar Ratio Rank
FBND Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PWZ vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco California AMT-Free Municipal Bond ETF (PWZ) and Fidelity Total Bond ETF (FBND). 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.


PWZFBNDDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.40

1.13

+0.27

Calmar ratioReturn relative to maximum drawdown

2.39

1.09

+1.31

Martin ratioReturn relative to average drawdown

8.86

2.77

+6.09

PWZ vs. FBND - Sharpe Ratio Comparison

The current PWZ Sharpe Ratio is 1.95, which is higher than the FBND Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of PWZ and FBND, 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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Drawdowns

PWZ vs. FBND - Drawdown Comparison

The maximum PWZ drawdown since its inception was -21.49%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for PWZ and FBND.


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Drawdown Indicators


PWZFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-21.49%

-17.25%

-4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-2.66%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-9.09%

-4.95%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.39%

-17.25%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-17.56%

-17.25%

-0.31%

Current Drawdown

Current decline from peak

-2.41%

-2.24%

-0.17%

Average Drawdown

Average peak-to-trough decline

-3.52%

-3.32%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.05%

-0.11%

Volatility

PWZ vs. FBND - Volatility Comparison

Invesco California AMT-Free Municipal Bond ETF (PWZ) has a higher volatility of 1.05% compared to Fidelity Total Bond ETF (FBND) at 0.95%. This indicates that PWZ's price experiences larger fluctuations and is considered to be riskier than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWZFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.95%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

2.94%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

3.77%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

5.93%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

6.10%

-0.22%

PWZ vs. FBND - Expense Ratio Comparison

PWZ has a 0.28% expense ratio, which is lower than FBND's 0.36% expense ratio.


Dividends

PWZ vs. FBND - Dividend Comparison

PWZ's dividend yield for the trailing twelve months is around 3.73%, less than FBND's 4.77% yield.


PositionTTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.77%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
PWZ
Invesco California AMT-Free Municipal Bond ETF
3.73%3.41%3.28%2.84%2.49%2.28%2.34%2.51%2.53%2.48%2.86%3.16%

Frequently Asked Questions


PWZ and FBND have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWZ has higher volatility (1.05%) compared to FBND (0.95%). In terms of maximum drawdown, PWZ dropped -21.49% vs FBND's -17.25%.

On 10-year performance, FBND leads with 2.27% vs 1.66% for PWZ. On fees, PWZ is cheaper at 0.28% per year. On volatility, FBND has been the lower-risk option at 0.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FBND has performed better with a 2.27% return vs 1.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PWZ is cheaper with a 0.28% expense ratio, compared with 0.36% for FBND.

FBND has the higher dividend yield at 4.77%, compared with 3.73% for PWZ.

PWZ is categorized as Municipal Bonds, while FBND is Intermediate Core-Plus Bond. They also come from different issuers: Invesco and Fidelity. Their fees differ too: 0.28% for PWZ and 0.36% for FBND.

PWZ currently has the higher Sharpe Ratio (1.95 vs 0.77), 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

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