SWBI vs. FTBFX
Compare and contrast key facts about Smith & Wesson Brands, Inc. (SWBI) and Fidelity Total Bond Fund (FTBFX).
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: SWBI or FTBFX.
Performance
SWBI vs. FTBFX - Performance Comparison
Returns By Period
In the year-to-date period, SWBI achieves a -0.11% return, which is significantly lower than FTBFX's 3.35% return. Over the past 10 years, SWBI has outperformed FTBFX with an annualized return of 7.31%, while FTBFX has yielded a comparatively lower 2.02% annualized return.
SWBI
-0.11%
-3.44%
-16.12%
-2.45%
18.37%
7.31%
FTBFX
3.35%
-1.09%
3.41%
8.27%
0.56%
2.02%
Key characteristics
| SWBI | FTBFX | |
|---|---|---|
| Sharpe Ratio | -0.05 | 1.56 |
| Sortino Ratio | 0.26 | 2.33 |
| Omega Ratio | 1.04 | 1.28 |
| Calmar Ratio | -0.04 | 0.70 |
| Martin Ratio | -0.16 | 5.87 |
| Ulcer Index | 14.92% | 1.47% |
| Daily Std Dev | 43.82% | 5.53% |
| Max Drawdown | -99.49% | -18.19% |
| Current Drawdown | -58.59% | -5.37% |
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Correlation
The correlation between SWBI and FTBFX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
SWBI vs. FTBFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Smith & Wesson Brands, Inc. (SWBI) 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
SWBI vs. FTBFX - Dividend Comparison
SWBI's dividend yield for the trailing twelve months is around 3.79%, less than FTBFX's 4.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWBI Smith & Wesson Brands, Inc. | 3.79% | 3.39% | 4.38% | 1.63% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTBFX Fidelity Total Bond Fund | 4.62% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% | 3.91% |
Drawdowns
SWBI vs. FTBFX - Drawdown Comparison
The maximum SWBI drawdown since its inception was -99.49%, which is greater than FTBFX's maximum drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for SWBI and FTBFX. For additional features, visit the drawdowns tool.
Volatility
SWBI vs. FTBFX - Volatility Comparison
Smith & Wesson Brands, Inc. (SWBI) has a higher volatility of 9.87% compared to Fidelity Total Bond Fund (FTBFX) at 1.38%. This indicates that SWBI's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.