PortfoliosLab logoPortfoliosLab logo
TBFAX vs. FUMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBFAX vs. FUMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Government Bond (TBFAX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TBFAX vs. FUMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBFAX
Thrivent Government Bond
-0.37%7.00%0.96%3.52%-10.67%-1.92%6.93%5.70%-0.02%-0.50%
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
-0.10%5.83%3.25%4.47%-5.84%-1.38%4.22%4.19%1.47%-0.33%

Returns By Period

In the year-to-date period, TBFAX achieves a -0.37% return, which is significantly lower than FUMBX's -0.10% return.


TBFAX

1D
0.23%
1M
-1.56%
YTD
-0.37%
6M
0.39%
1Y
3.50%
3Y*
2.71%
5Y*
0.07%
10Y*
0.97%

FUMBX

1D
0.10%
1M
-0.77%
YTD
-0.10%
6M
0.85%
1Y
3.55%
3Y*
3.80%
5Y*
1.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TBFAX vs. FUMBX - Expense Ratio Comparison

TBFAX has a 0.77% expense ratio, which is higher than FUMBX's 0.03% expense ratio.


Return for Risk

TBFAX vs. FUMBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TBFAX
TBFAX Risk / Return Rank: 3434
Overall Rank
TBFAX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TBFAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
TBFAX Omega Ratio Rank: 2323
Omega Ratio Rank
TBFAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
TBFAX Martin Ratio Rank: 3131
Martin Ratio Rank

FUMBX
FUMBX Risk / Return Rank: 8585
Overall Rank
FUMBX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FUMBX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FUMBX Omega Ratio Rank: 8181
Omega Ratio Rank
FUMBX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FUMBX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TBFAX vs. FUMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Government Bond (TBFAX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX). 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.


TBFAXFUMBXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.55

-0.67

Sortino ratio

Return per unit of downside risk

1.29

2.43

-1.14

Omega ratio

Gain probability vs. loss probability

1.15

1.33

-0.17

Calmar ratio

Return relative to maximum drawdown

1.45

2.52

-1.07

Martin ratio

Return relative to average drawdown

4.09

8.74

-4.64

TBFAX vs. FUMBX - Sharpe Ratio Comparison

The current TBFAX Sharpe Ratio is 0.88, which is lower than the FUMBX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TBFAX and FUMBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TBFAXFUMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.55

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.45

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.73

-0.45

Correlation

The correlation between TBFAX and FUMBX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TBFAX vs. FUMBX - Dividend Comparison

TBFAX's dividend yield for the trailing twelve months is around 3.22%, less than FUMBX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
TBFAX
Thrivent Government Bond
3.22%3.54%3.73%2.29%2.08%0.92%3.29%2.08%2.02%1.48%1.25%0.91%
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
3.41%3.51%2.91%1.64%0.86%1.15%1.41%1.88%1.64%0.34%0.00%0.00%

Drawdowns

TBFAX vs. FUMBX - Drawdown Comparison

The maximum TBFAX drawdown since its inception was -17.68%, which is greater than FUMBX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for TBFAX and FUMBX.


Loading graphics...

Drawdown Indicators


TBFAXFUMBXDifference

Max Drawdown

Largest peak-to-trough decline

-17.68%

-8.83%

-8.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-1.54%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

-8.60%

-7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-17.68%

Current Drawdown

Current decline from peak

-3.65%

-1.06%

-2.59%

Average Drawdown

Average peak-to-trough decline

-4.18%

-1.88%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.44%

+0.58%

Volatility

TBFAX vs. FUMBX - Volatility Comparison

Thrivent Government Bond (TBFAX) has a higher volatility of 1.45% compared to Fidelity Short-Term Treasury Bond Index Fund (FUMBX) at 0.74%. This indicates that TBFAX's price experiences larger fluctuations and is considered to be riskier than FUMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TBFAXFUMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

0.74%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

1.37%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

2.32%

+1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

2.89%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.72%

2.49%

+2.23%