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.
Performance
STPZ vs. FTBFX - Performance Comparison
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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 | 0.83% | 6.40% | 4.30% | 4.28% | -4.49% | 5.64% | 5.44% | 4.83% | 0.04% | 0.51% |
FTBFX Fidelity Total Bond Fund | -0.49% | 7.50% | 2.50% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
Returns By Period
In the year-to-date period, STPZ achieves a 0.83% return, which is significantly higher than FTBFX's -0.49% return. Over the past 10 years, STPZ has outperformed FTBFX with an annualized return of 2.82%, while FTBFX has yielded a comparatively lower 2.58% annualized return.
STPZ
- 1D
- 0.07%
- 1M
- -0.12%
- YTD
- 0.83%
- 6M
- 1.08%
- 1Y
- 3.83%
- 3Y*
- 4.47%
- 5Y*
- 3.05%
- 10Y*
- 2.82%
FTBFX
- 1D
- 0.42%
- 1M
- -2.35%
- YTD
- -0.49%
- 6M
- 0.46%
- 1Y
- 4.07%
- 3Y*
- 4.43%
- 5Y*
- 0.85%
- 10Y*
- 2.58%
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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.
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.
| STPZ | FTBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 1.10 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.57 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.20 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 1.86 | +1.06 |
Martin ratioReturn relative to average drawdown | 8.71 | 5.73 | +2.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STPZ | FTBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.10 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.15 | +0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.55 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.93 | -0.04 |
Correlation
The correlation between STPZ and FTBFX is 0.56, 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.
Dividends
STPZ vs. FTBFX - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 3.59%, less than FTBFX's 4.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 3.59% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
FTBFX Fidelity Total Bond Fund | 4.02% | 4.36% | 4.51% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
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 | -1.35% | -2.81% | +1.46% |
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 | -0.37% | -2.35% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -2.31% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 0.91% | -0.46% |
Volatility
STPZ vs. FTBFX - Volatility Comparison
The current volatility for PIMCO 1-5 Year US TIPS Index ETF (STPZ) is 0.72%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 1.48%. 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 | 0.72% | 1.48% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 2.46% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.38% | 4.30% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.30% | 5.62% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.98% | 4.70% | -1.72% |