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SPTS vs. FHQFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPTS vs. FHQFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Short Term Treasury ETF (SPTS) and Fidelity Series Treasury Bill Index Fund (FHQFX). The values are adjusted to include any dividend payments, if applicable.

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SPTS vs. FHQFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPTS
SPDR Portfolio Short Term Treasury ETF
0.29%5.05%4.20%4.27%-3.86%-0.72%0.15%
FHQFX
Fidelity Series Treasury Bill Index Fund
0.48%4.37%5.56%4.47%-0.50%0.01%-0.04%

Returns By Period

In the year-to-date period, SPTS achieves a 0.29% return, which is significantly lower than FHQFX's 0.48% return.


SPTS

1D
0.07%
1M
-0.43%
YTD
0.29%
6M
1.46%
1Y
3.83%
3Y*
4.05%
5Y*
1.81%
10Y*
1.67%

FHQFX

1D
0.00%
1M
0.00%
YTD
0.48%
6M
1.58%
1Y
3.76%
3Y*
4.57%
5Y*
2.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPTS vs. FHQFX - Expense Ratio Comparison

SPTS has a 0.03% expense ratio, which is higher than FHQFX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SPTS vs. FHQFX — Risk / Return Rank

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

SPTS
SPTS Risk / Return Rank: 9797
Overall Rank
SPTS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SPTS Sortino Ratio Rank: 9898
Sortino Ratio Rank
SPTS Omega Ratio Rank: 9797
Omega Ratio Rank
SPTS Calmar Ratio Rank: 9797
Calmar Ratio Rank
SPTS Martin Ratio Rank: 9696
Martin Ratio Rank

FHQFX
FHQFX Risk / Return Rank: 100100
Overall Rank
FHQFX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FHQFX Sortino Ratio Rank: 100100
Sortino Ratio Rank
FHQFX Omega Ratio Rank: 100100
Omega Ratio Rank
FHQFX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FHQFX Martin Ratio Rank: 100100
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.

SPTS vs. FHQFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Short Term Treasury ETF (SPTS) and Fidelity Series Treasury Bill Index Fund (FHQFX). 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.


SPTSFHQFXDifference

Sharpe ratio

Return per unit of total volatility

2.58

3.58

-1.00

Sortino ratio

Return per unit of downside risk

4.09

23.67

-19.59

Omega ratio

Gain probability vs. loss probability

1.55

14.48

-12.93

Calmar ratio

Return relative to maximum drawdown

4.64

41.17

-36.53

Martin ratio

Return relative to average drawdown

17.61

99.69

-82.08

SPTS vs. FHQFX - Sharpe Ratio Comparison

The current SPTS Sharpe Ratio is 2.58, which is comparable to the FHQFX Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of SPTS and FHQFX, 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


SPTSFHQFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

3.58

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

2.35

-1.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

2.24

-1.75

Correlation

The correlation between SPTS and FHQFX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPTS vs. FHQFX - Dividend Comparison

SPTS's dividend yield for the trailing twelve months is around 3.97%, more than FHQFX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
SPTS
SPDR Portfolio Short Term Treasury ETF
3.97%3.99%4.25%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%
FHQFX
Fidelity Series Treasury Bill Index Fund
3.68%4.16%5.09%4.67%0.00%0.01%0.06%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPTS vs. FHQFX - Drawdown Comparison

The maximum SPTS drawdown since its inception was -5.83%, which is greater than FHQFX's maximum drawdown of -0.70%. Use the drawdown chart below to compare losses from any high point for SPTS and FHQFX.


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Drawdown Indicators


SPTSFHQFXDifference

Max Drawdown

Largest peak-to-trough decline

-5.83%

-0.70%

-5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-0.10%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-0.70%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-1.74%

-0.09%

-1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.04%

+0.18%

Volatility

SPTS vs. FHQFX - Volatility Comparison

SPDR Portfolio Short Term Treasury ETF (SPTS) has a higher volatility of 0.50% compared to Fidelity Series Treasury Bill Index Fund (FHQFX) at 0.00%. This indicates that SPTS's price experiences larger fluctuations and is considered to be riskier than FHQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTSFHQFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.00%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

0.78%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

1.19%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

1.23%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.73%

1.18%

+0.55%