STPZ vs. FTBFX
Compare and contrast key facts about PIMCO 1-5 Year US TIPS Index ETF (STPZ) and Fidelity Total Bond Fund (FTBFX).
STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009. FTBFX is managed by Fidelity. It was launched on Oct 15, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STPZ or FTBFX.
Key characteristics
| STPZ | FTBFX | |
|---|---|---|
| YTD Return | 4.37% | 4.00% |
| 1Y Return | 6.53% | 10.64% |
| 3Y Return (Ann) | 1.34% | -1.29% |
| 5Y Return (Ann) | 3.15% | 0.81% |
| 10Y Return (Ann) | 2.12% | 2.09% |
| Sharpe Ratio | 2.53 | 1.65 |
| Sortino Ratio | 4.14 | 2.46 |
| Omega Ratio | 1.53 | 1.30 |
| Calmar Ratio | 1.72 | 0.69 |
| Martin Ratio | 17.52 | 6.66 |
| Ulcer Index | 0.35% | 1.38% |
| Daily Std Dev | 2.45% | 5.71% |
| Max Drawdown | -6.76% | -18.19% |
| Current Drawdown | -0.72% | -4.77% |
Correlation
The correlation between STPZ and FTBFX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
STPZ vs. FTBFX - Performance Comparison
In the year-to-date period, STPZ achieves a 4.37% return, which is significantly higher than FTBFX's 4.00% return. Both investments have delivered pretty close results over the past 10 years, with STPZ having a 2.12% annualized return and FTBFX not far behind at 2.09%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STPZ vs. FTBFX - Expense Ratio Comparison
STPZ has a 0.20% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Risk-Adjusted Performance
STPZ vs. FTBFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) 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.
Dividends
STPZ vs. FTBFX - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 1.83%, less than FTBFX's 4.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.83% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.39% | 1.51% | 0.65% | 0.49% | 0.86% | 0.09% |
FTBFX Fidelity Total Bond Fund | 4.58% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% | 3.91% |
Drawdowns
STPZ vs. FTBFX - Drawdown Comparison
The maximum STPZ drawdown since its inception was -6.76%, smaller than the maximum FTBFX drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for STPZ and FTBFX. For additional features, visit the drawdowns tool.
Volatility
STPZ vs. FTBFX - Volatility Comparison
The current volatility for PIMCO 1-5 Year US TIPS Index ETF (STPZ) is 0.54%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 1.55%. This indicates that STPZ experiences smaller price fluctuations and is considered to be less risky than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.