UFIV vs. FBND
Compare and contrast key facts about The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) and Fidelity Total Bond ETF (FBND).
UFIV and FBND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UFIV is a passively managed fund by US Benchmark Series that tracks the performance of the ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross. It was launched on Mar 27, 2023. FBND is an actively managed fund by Fidelity. It was launched on Oct 6, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UFIV or FBND.
Key characteristics
| UFIV | FBND | |
|---|---|---|
| YTD Return | 0.89% | 2.33% |
| 1Y Return | 5.01% | 9.14% |
| Sharpe Ratio | 1.07 | 1.53 |
| Sortino Ratio | 1.59 | 2.25 |
| Omega Ratio | 1.19 | 1.28 |
| Calmar Ratio | 1.20 | 0.69 |
| Martin Ratio | 3.36 | 6.24 |
| Ulcer Index | 1.49% | 1.47% |
| Daily Std Dev | 4.68% | 6.00% |
| Max Drawdown | -5.64% | -17.25% |
| Current Drawdown | -3.42% | -5.34% |
Correlation
The correlation between UFIV and FBND is 0.92, 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
UFIV vs. FBND - Performance Comparison
In the year-to-date period, UFIV achieves a 0.89% return, which is significantly lower than FBND's 2.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UFIV vs. FBND - Expense Ratio Comparison
UFIV has a 0.15% expense ratio, which is lower than FBND's 0.36% expense ratio.
Risk-Adjusted Performance
UFIV vs. FBND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) 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.
Dividends
UFIV vs. FBND - Dividend Comparison
UFIV's dividend yield for the trailing twelve months is around 4.08%, less than FBND's 4.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
UFIV The RBB Fund, Inc.- US Treasury 5 Year Note ETF | 4.08% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FBND Fidelity Total Bond ETF | 4.60% | 4.26% | 3.07% | 1.86% | 4.25% | 2.90% | 2.93% | 2.56% | 2.84% | 3.26% | 0.66% |
Drawdowns
UFIV vs. FBND - Drawdown Comparison
The maximum UFIV drawdown since its inception was -5.64%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for UFIV and FBND. For additional features, visit the drawdowns tool.
Volatility
UFIV vs. FBND - Volatility Comparison
The current volatility for The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) is 1.14%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.67%. This indicates that UFIV experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.