STPZ vs. FTBFX
STPZ (PIMCO 1-5 Year US TIPS Index ETF) and FTBFX (Fidelity Total Bond Fund) are both funds - STPZ is a Inflation-Protected Bonds fund tracking the ICE BofA US Inflation-Linked Treasury (1-5 Y), while FTBFX is a Intermediate Core-Plus Bond fund actively managed by Fidelity. STPZ is passively managed, while FTBFX is actively managed. Over the past 10 years, STPZ returned 2.84%/yr vs 2.16%/yr for FTBFX. Their 0.56 correlation means they have sometimes moved together and sometimes differently. STPZ charges 0.20%/yr vs 0.45%/yr for FTBFX.
Performance
STPZ vs. FTBFX - Performance Comparison
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Returns By Period
In the year-to-date period, STPZ achieves a 1.45% return, which is significantly higher than FTBFX's -0.46% return. Over the past 10 years, STPZ has outperformed FTBFX with an annualized return of 2.84%, while FTBFX has yielded a comparatively lower 2.16% annualized return.
STPZ
- 1D
- 0.00%
- 1M
- 0.04%
- 6M
- 0.88%
- YTD
- 1.45%
- 1Y
- 2.58%
- 3Y*
- 4.96%
- 5Y*
- 2.57%
- 10Y*
- 2.84%
- ALL TIME*
- 2.41%
FTBFX
- 1D
- 0.11%
- 1M
- -1.26%
- 6M
- -0.69%
- YTD
- -0.46%
- 1Y
- 2.07%
- 3Y*
- 4.27%
- 5Y*
- 0.12%
- 10Y*
- 2.16%
- ALL TIME*
- 3.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.76M | $3.55M | $4.14M |
STPZ vs. FTBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.45% | 6.40% | 4.30% | 4.28% | -4.49% | 5.64% | 5.44% | 4.83% | 0.04% | 0.51% |
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 STPZ and FTBFX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2009 | 0.56 |
The correlation between STPZ and FTBFX has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.
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Return for Risk
STPZ vs. FTBFX — Risk / Return Rank
STPZ
FTBFX
STPZ vs. FTBFX - Risk-Adjusted Trends 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.
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.
| STPZ | FTBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.15 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 1.11 | +2.18 |
| Martin ratioReturn relative to average drawdown | 8.84 | 2.83 | +6.01 |
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Drawdowns
STPZ vs. FTBFX - Drawdown Comparison
The maximum STPZ drawdown since its inception was -6.77%, smaller than the maximum FTBFX drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for STPZ and FTBFX.
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Drawdown Indicators
| STPZ | FTBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.77% | -18.25% | +11.48% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -2.89% | +1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -1.35% | -4.96% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -6.70% | -18.25% | +11.55% |
Max Drawdown (10Y)Largest decline over 10 years | -6.77% | -18.25% | +11.48% |
Current DrawdownCurrent decline from peak | -0.45% | -2.31% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -1.30% | -2.31% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 1.13% | -0.78% |
Volatility
STPZ vs. FTBFX - Volatility Comparison
The current volatility for PIMCO 1-5 Year US TIPS Index ETF (STPZ) is 0.50%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 1.04%. 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.
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Volatility by Period
| STPZ | FTBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 1.04% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 1.44% | 3.00% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.92% | 3.76% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.28% | 5.68% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.98% | 4.74% | -1.76% |
STPZ vs. FTBFX - Expense Ratio Comparison
STPZ has a 0.20% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Dividends
STPZ vs. FTBFX - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 4.76%, more than FTBFX's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 4.03% | 4.36% | 4.15% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 4.50% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
Frequently Asked Questions
STPZ and FTBFX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTBFX has higher volatility (1.04%) compared to STPZ (0.50%). In terms of maximum drawdown, STPZ dropped -6.77% vs FTBFX's -18.25%.
STPZ currently has the higher Sharpe Ratio (1.60 vs 0.86), 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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