SSFEX vs. FJTDX
Compare and contrast key facts about State Street Aggregate Bond Index Fund Class K (SSFEX) and Fidelity Flex Conservative Income Bond Fund (FJTDX).
SSFEX is managed by State Street. FJTDX is managed by Fidelity. It was launched on May 31, 2018.
Performance
SSFEX vs. FJTDX - Performance Comparison
Loading graphics...
SSFEX vs. FJTDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SSFEX State Street Aggregate Bond Index Fund Class K | -0.17% | 6.80% | 1.35% | 5.61% | -13.19% | -1.78% | -89.22% | 9.45% | 0.93% |
FJTDX Fidelity Flex Conservative Income Bond Fund | 0.55% | 4.75% | 5.69% | 5.48% | 1.00% | 0.16% | 1.57% | 3.20% | 0.50% |
Returns By Period
In the year-to-date period, SSFEX achieves a -0.17% return, which is significantly lower than FJTDX's 0.55% return.
SSFEX
- 1D
- 0.53%
- 1M
- -1.96%
- YTD
- -0.17%
- 6M
- 0.82%
- 1Y
- 4.12%
- 3Y*
- 3.42%
- 5Y*
- 0.17%
- 10Y*
- -19.27%
FJTDX
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- 0.55%
- 6M
- 1.62%
- 1Y
- 4.10%
- 3Y*
- 5.05%
- 5Y*
- 3.52%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SSFEX vs. FJTDX - Expense Ratio Comparison
SSFEX has a 0.03% expense ratio, which is higher than FJTDX'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
SSFEX vs. FJTDX — Risk / Return Rank
SSFEX
FJTDX
SSFEX vs. FJTDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Fund Class K (SSFEX) and Fidelity Flex Conservative Income Bond Fund (FJTDX). 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.
| SSFEX | FJTDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 3.38 | -2.34 |
Sortino ratioReturn per unit of downside risk | 1.49 | 12.87 | -11.38 |
Omega ratioGain probability vs. loss probability | 1.18 | 5.36 | -4.18 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 15.13 | -13.17 |
Martin ratioReturn relative to average drawdown | 5.43 | 67.90 | -62.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SSFEX | FJTDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 3.38 | -2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 2.50 | -2.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.56 | 2.37 | -2.93 |
Correlation
The correlation between SSFEX and FJTDX 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
SSFEX vs. FJTDX - Dividend Comparison
SSFEX's dividend yield for the trailing twelve months is around 4.04%, less than FJTDX's 4.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSFEX State Street Aggregate Bond Index Fund Class K | 4.04% | 3.66% | 3.76% | 3.14% | 2.48% | 3.32% | 9.59% | 3.56% | 2.79% | 2.43% | 2.19% | 4.67% |
FJTDX Fidelity Flex Conservative Income Bond Fund | 4.11% | 4.63% | 5.42% | 4.70% | 1.39% | 0.36% | 1.45% | 2.65% | 1.17% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSFEX vs. FJTDX - Drawdown Comparison
The maximum SSFEX drawdown since its inception was -92.70%, which is greater than FJTDX's maximum drawdown of -1.90%. Use the drawdown chart below to compare losses from any high point for SSFEX and FJTDX.
Loading graphics...
Drawdown Indicators
| SSFEX | FJTDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.70% | -1.90% | -90.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -0.30% | -2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -0.90% | -17.09% |
Max Drawdown (10Y)Largest decline over 10 years | -92.70% | — | — |
Current DrawdownCurrent decline from peak | -90.11% | -0.10% | -90.01% |
Average DrawdownAverage peak-to-trough decline | -47.36% | -0.08% | -47.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.07% | +0.84% |
Volatility
SSFEX vs. FJTDX - Volatility Comparison
State Street Aggregate Bond Index Fund Class K (SSFEX) has a higher volatility of 1.61% compared to Fidelity Flex Conservative Income Bond Fund (FJTDX) at 0.10%. This indicates that SSFEX's price experiences larger fluctuations and is considered to be riskier than FJTDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SSFEX | FJTDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 0.10% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 0.87% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 1.35% | +2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 1.41% | +4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.83% | 1.27% | +30.56% |