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TOTL vs. FBND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TOTLFBND
YTD Return3.88%2.94%
1Y Return10.47%9.81%
3Y Return (Ann)-1.03%-1.19%
5Y Return (Ann)0.05%1.17%
Sharpe Ratio1.671.67
Sortino Ratio2.452.45
Omega Ratio1.331.30
Calmar Ratio0.790.75
Martin Ratio8.116.84
Ulcer Index1.32%1.45%
Daily Std Dev6.43%5.97%
Max Drawdown-16.48%-17.25%
Current Drawdown-4.50%-4.78%

Correlation

-0.50.00.51.00.8

The correlation between TOTL and FBND is 0.75, 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.

Performance

TOTL vs. FBND - Performance Comparison

In the year-to-date period, TOTL achieves a 3.88% return, which is significantly higher than FBND's 2.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.30%
4.09%
TOTL
FBND

Compare stocks, funds, or ETFs

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


TOTL vs. FBND - Expense Ratio Comparison

TOTL has a 0.55% expense ratio, which is higher than FBND's 0.36% expense ratio.


TOTL
SPDR DoubleLine Total Return Tactical ETF
Expense ratio chart for TOTL: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FBND: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

TOTL vs. FBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Total Return Tactical ETF (TOTL) and Fidelity Total Bond ETF (FBND). 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.


TOTL
Sharpe ratio
The chart of Sharpe ratio for TOTL, currently valued at 1.67, compared to the broader market-2.000.002.004.006.001.67
Sortino ratio
The chart of Sortino ratio for TOTL, currently valued at 2.45, compared to the broader market0.005.0010.002.45
Omega ratio
The chart of Omega ratio for TOTL, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for TOTL, currently valued at 0.79, compared to the broader market0.005.0010.0015.000.79
Martin ratio
The chart of Martin ratio for TOTL, currently valued at 8.11, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.11
FBND
Sharpe ratio
The chart of Sharpe ratio for FBND, currently valued at 1.67, compared to the broader market-2.000.002.004.006.001.67
Sortino ratio
The chart of Sortino ratio for FBND, currently valued at 2.45, compared to the broader market0.005.0010.002.45
Omega ratio
The chart of Omega ratio for FBND, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for FBND, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.75
Martin ratio
The chart of Martin ratio for FBND, currently valued at 6.84, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.84

TOTL vs. FBND - Sharpe Ratio Comparison

The current TOTL Sharpe Ratio is 1.67, which is comparable to the FBND Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of TOTL and FBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.67
1.67
TOTL
FBND

Dividends

TOTL vs. FBND - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.18%, more than FBND's 4.57% yield.


TTM2023202220212020201920182017201620152014
TOTL
SPDR DoubleLine Total Return Tactical ETF
5.18%4.85%4.68%3.07%2.91%3.31%3.41%2.99%3.25%2.67%0.00%
FBND
Fidelity Total Bond ETF
4.57%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

Drawdowns

TOTL vs. FBND - Drawdown Comparison

The maximum TOTL drawdown since its inception was -16.48%, roughly equal to the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for TOTL and FBND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%JuneJulyAugustSeptemberOctoberNovember
-4.50%
-4.78%
TOTL
FBND

Volatility

TOTL vs. FBND - Volatility Comparison

SPDR DoubleLine Total Return Tactical ETF (TOTL) and Fidelity Total Bond ETF (FBND) have volatilities of 1.60% and 1.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%JuneJulyAugustSeptemberOctoberNovember
1.60%
1.57%
TOTL
FBND