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QLTA vs. FBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLTA vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Aaa - A Rated Corporate Bond ETF (QLTA) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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QLTA vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLTA
iShares Aaa - A Rated Corporate Bond ETF
-0.32%7.36%1.23%7.60%-15.14%-2.32%9.62%12.54%-2.27%5.69%
FBND
Fidelity Total Bond ETF
0.14%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Returns By Period

In the year-to-date period, QLTA achieves a -0.32% return, which is significantly lower than FBND's 0.14% return. Over the past 10 years, QLTA has underperformed FBND with an annualized return of 2.09%, while FBND has yielded a comparatively higher 2.79% annualized return.


QLTA

1D
0.51%
1M
-1.78%
YTD
-0.32%
6M
0.33%
1Y
4.58%
3Y*
3.95%
5Y*
0.23%
10Y*
2.09%

FBND

1D
0.31%
1M
-1.78%
YTD
0.14%
6M
1.01%
1Y
4.73%
3Y*
4.42%
5Y*
1.01%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLTA vs. FBND - Expense Ratio Comparison

QLTA has a 0.15% expense ratio, which is lower than FBND's 0.36% expense ratio.


Return for Risk

QLTA vs. FBND — Risk / Return Rank

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

QLTA
QLTA Risk / Return Rank: 5252
Overall Rank
QLTA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QLTA Sortino Ratio Rank: 4646
Sortino Ratio Rank
QLTA Omega Ratio Rank: 4242
Omega Ratio Rank
QLTA Calmar Ratio Rank: 6969
Calmar Ratio Rank
QLTA Martin Ratio Rank: 5353
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 6363
Overall Rank
FBND Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 6262
Sortino Ratio Rank
FBND Omega Ratio Rank: 5454
Omega Ratio Rank
FBND Calmar Ratio Rank: 7474
Calmar Ratio Rank
FBND Martin Ratio Rank: 6363
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.

QLTA vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Aaa - A Rated Corporate Bond ETF (QLTA) 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.


QLTAFBNDDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.07

-0.21

Sortino ratio

Return per unit of downside risk

1.21

1.50

-0.29

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.70

1.82

-0.13

Martin ratio

Return relative to average drawdown

5.04

5.71

-0.67

QLTA vs. FBND - Sharpe Ratio Comparison

The current QLTA Sharpe Ratio is 0.86, which is comparable to the FBND Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of QLTA and FBND, 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


QLTAFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.07

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.17

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.46

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.44

-0.05

Correlation

The correlation between QLTA and FBND is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QLTA vs. FBND - Dividend Comparison

QLTA's dividend yield for the trailing twelve months is around 4.38%, less than FBND's 4.73% yield.


TTM20252024202320222021202020192018201720162015
QLTA
iShares Aaa - A Rated Corporate Bond ETF
4.38%4.33%4.11%3.39%2.79%1.96%2.31%2.99%3.09%2.67%2.59%2.99%
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Drawdowns

QLTA vs. FBND - Drawdown Comparison

The maximum QLTA drawdown since its inception was -22.27%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for QLTA and FBND.


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Drawdown Indicators


QLTAFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-22.27%

-17.25%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-2.79%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.36%

-17.25%

-4.11%

Max Drawdown (10Y)

Largest decline over 10 years

-22.27%

-17.25%

-5.02%

Current Drawdown

Current decline from peak

-4.02%

-1.78%

-2.24%

Average Drawdown

Average peak-to-trough decline

-4.69%

-3.38%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.89%

+0.06%

Volatility

QLTA vs. FBND - Volatility Comparison

iShares Aaa - A Rated Corporate Bond ETF (QLTA) has a higher volatility of 2.20% compared to Fidelity Total Bond ETF (FBND) at 1.66%. This indicates that QLTA'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


QLTAFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

1.66%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

2.62%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.33%

4.45%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

5.90%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.02%

6.09%

+0.93%