QCOM vs. FTBFX
QCOM (QUALCOMM Incorporated) is a stock, while FTBFX (Fidelity Total Bond Fund) is Intermediate Core-Plus Bond fund actively managed by Fidelity. Over the past 10 years, QCOM returned 18.41%/yr vs 2.45%/yr for FTBFX. At a correlation of -0.06, they often move in opposite directions.
Performance
QCOM vs. FTBFX - Performance Comparison
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Returns By Period
In the year-to-date period, QCOM achieves a 30.40% return, which is significantly higher than FTBFX's 0.46% return. Over the past 10 years, QCOM has outperformed FTBFX with an annualized return of 18.41%, while FTBFX has yielded a comparatively lower 2.45% annualized return.
QCOM
- 1D
- 4.29%
- 1M
- 9.99%
- YTD
- 30.40%
- 6M
- 24.43%
- 1Y
- 45.72%
- 3Y*
- 24.31%
- 5Y*
- 12.76%
- 10Y*
- 18.41%
FTBFX
- 1D
- -0.10%
- 1M
- 1.10%
- YTD
- 0.46%
- 6M
- 0.92%
- 1Y
- 5.19%
- 3Y*
- 4.91%
- 5Y*
- 0.58%
- 10Y*
- 2.45%
QCOM vs. FTBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QCOM QUALCOMM Incorporated | 30.40% | 13.84% | 8.31% | 35.07% | -38.58% | 22.25% | 77.08% | 60.76% | -7.59% | 2.05% |
FTBFX Fidelity Total Bond Fund | 0.46% | 7.50% | 2.13% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
Correlation
The correlation between QCOM and FTBFX 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | -0.06 |
The correlation between QCOM and FTBFX shifts across timeframes, from -0.06 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QCOM vs. FTBFX — Risk / Return Rank
QCOM
FTBFX
QCOM vs. FTBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Fidelity Total Bond Fund (FTBFX). 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.
| QCOM | FTBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.65 | -0.26 |
| Martin ratioReturn relative to average drawdown | 3.08 | 4.84 | -1.76 |
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Drawdowns
QCOM vs. FTBFX - Drawdown Comparison
The maximum QCOM drawdown since its inception was -86.75%, which is greater than FTBFX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for QCOM and FTBFX.
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Drawdown Indicators
| QCOM | FTBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.75% | -18.25% | -68.50% |
Max Drawdown (1Y)Largest decline over 1 year | -33.13% | -2.89% | -30.24% |
Max Drawdown (3Y)Largest decline over 3 years | -44.23% | -5.82% | -38.41% |
Max Drawdown (5Y)Largest decline over 5 years | -44.29% | -18.25% | -26.04% |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | -18.25% | -26.04% |
Current DrawdownCurrent decline from peak | -11.71% | -1.41% | -10.30% |
Average DrawdownAverage peak-to-trough decline | -32.87% | -2.32% | -30.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.90% | 0.99% | +13.91% |
Volatility
QCOM vs. FTBFX - Volatility Comparison
QUALCOMM Incorporated (QCOM) has a higher volatility of 26.79% compared to Fidelity Total Bond Fund (FTBFX) at 1.44%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCOM | FTBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.79% | 1.44% | +25.35% |
Volatility (6M)Calculated over the trailing 6-month period | 42.38% | 2.84% | +39.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.72% | 3.82% | +44.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.22% | 5.67% | +35.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.31% | 4.73% | +34.58% |
Dividends
QCOM vs. FTBFX - Dividend Comparison
QCOM's dividend yield for the trailing twelve months is around 1.63%, less than FTBFX's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 4.36% | 4.36% | 4.15% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
QCOM QUALCOMM Incorporated | 1.63% | 2.06% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% |
Frequently Asked Questions
QCOM and FTBFX 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.
QCOM has higher volatility (26.79%) compared to FTBFX (1.44%). In terms of maximum drawdown, QCOM dropped -86.75% vs FTBFX's -18.25%.
FTBFX currently has the higher Sharpe Ratio (1.25 vs 0.94), 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.
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