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TBIRX vs. FSTAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBIRX vs. FSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Bond Index Fund Retirement Class (TBIRX) and Fidelity Advisor Strategic Income Fund Class A (FSTAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBIRX achieves a 0.41% return, which is significantly lower than FSTAX's 3.36% return. Over the past 10 years, TBIRX has underperformed FSTAX with an annualized return of 1.17%, while FSTAX has yielded a comparatively higher 4.02% annualized return.


TBIRX

1D
0.21%
1M
0.84%
YTD
0.41%
6M
0.71%
1Y
4.55%
3Y*
3.64%
5Y*
-0.48%
10Y*
1.17%

FSTAX

1D
0.33%
1M
1.41%
YTD
3.36%
6M
3.74%
1Y
9.30%
3Y*
7.45%
5Y*
2.78%
10Y*
4.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBIRX vs. FSTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBIRX
Nuveen Bond Index Fund Retirement Class
0.41%6.85%0.81%5.01%-13.87%-2.05%7.50%8.28%-0.57%3.17%
FSTAX
Fidelity Advisor Strategic Income Fund Class A
3.36%8.68%4.93%8.82%-11.98%3.22%7.21%10.74%-2.94%7.63%

Correlation

The correlation between TBIRX and FSTAX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.52

Over the past year, TBIRX and FSTAX have become more correlated (0.74) than their long-term average of 0.52, meaning their price movements have been converging.

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Return for Risk

TBIRX vs. FSTAX — Risk / Return Rank

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

TBIRX
TBIRX Risk / Return Rank: 1919
Overall Rank
TBIRX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TBIRX Sortino Ratio Rank: 2121
Sortino Ratio Rank
TBIRX Omega Ratio Rank: 1818
Omega Ratio Rank
TBIRX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TBIRX Martin Ratio Rank: 1818
Martin Ratio Rank

FSTAX
FSTAX Risk / Return Rank: 8585
Overall Rank
FSTAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FSTAX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FSTAX Omega Ratio Rank: 8585
Omega Ratio Rank
FSTAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FSTAX Martin Ratio Rank: 8686
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.

TBIRX vs. FSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Bond Index Fund Retirement Class (TBIRX) and Fidelity Advisor Strategic Income Fund Class A (FSTAX). 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.


TBIRXFSTAXDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.21

1.54

-0.33

Calmar ratioReturn relative to maximum drawdown

1.52

3.52

-2.00

Martin ratioReturn relative to average drawdown

4.30

15.12

-10.82

TBIRX vs. FSTAX - Sharpe Ratio Comparison

The current TBIRX Sharpe Ratio is 1.19, which is lower than the FSTAX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of TBIRX and FSTAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TBIRX vs. FSTAX - Drawdown Comparison

The maximum TBIRX drawdown since its inception was -19.64%, smaller than the maximum FSTAX drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for TBIRX and FSTAX.


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Drawdown Indicators


TBIRXFSTAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-23.29%

+3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-2.65%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-4.04%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.79%

-16.18%

-2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-19.64%

-16.18%

-3.46%

Current Drawdown

Current decline from peak

-4.69%

0.00%

-4.69%

Average Drawdown

Average peak-to-trough decline

-3.93%

-4.82%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.62%

+0.44%

Volatility

TBIRX vs. FSTAX - Volatility Comparison

The current volatility for Nuveen Bond Index Fund Retirement Class (TBIRX) is 1.14%, while Fidelity Advisor Strategic Income Fund Class A (FSTAX) has a volatility of 1.38%. This indicates that TBIRX experiences smaller price fluctuations and is considered to be less risky than FSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBIRXFSTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.38%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

3.08%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

3.66%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

4.52%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

4.44%

+0.56%

TBIRX vs. FSTAX - Expense Ratio Comparison

TBIRX has a 0.32% expense ratio, which is lower than FSTAX's 0.97% expense ratio.


Dividends

TBIRX vs. FSTAX - Dividend Comparison

TBIRX's dividend yield for the trailing twelve months is around 3.65%, less than FSTAX's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
FSTAX
Fidelity Advisor Strategic Income Fund Class A
4.00%4.05%3.21%3.70%2.70%4.01%4.32%4.06%3.50%3.70%3.49%2.89%
TBIRX
Nuveen Bond Index Fund Retirement Class
3.65%3.48%2.91%2.23%1.89%1.81%2.90%2.56%2.23%2.19%2.06%1.95%

Frequently Asked Questions


TBIRX and FSTAX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSTAX has higher volatility (1.38%) compared to TBIRX (1.14%). In terms of maximum drawdown, TBIRX dropped -19.64% vs FSTAX's -23.29%.

FSTAX currently has the higher Sharpe Ratio (2.55 vs 1.19), 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.

Portfolio Optimizer

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