UFIV vs. FUMBX
Compare and contrast key facts about The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX).
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. FUMBX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Barclays 1-5 Year U.S. Treasury Index. It was launched on Dec 20, 2005. Both UFIV and FUMBX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UFIV or FUMBX.
Key characteristics
| UFIV | FUMBX | |
|---|---|---|
| YTD Return | 1.43% | 2.96% |
| 1Y Return | 5.59% | 5.69% |
| Sharpe Ratio | 1.06 | 1.86 |
| Sortino Ratio | 1.58 | 2.86 |
| Omega Ratio | 1.19 | 1.39 |
| Calmar Ratio | 1.19 | 0.91 |
| Martin Ratio | 3.41 | 7.47 |
| Ulcer Index | 1.46% | 0.68% |
| Daily Std Dev | 4.70% | 2.76% |
| Max Drawdown | -5.64% | -9.07% |
| Current Drawdown | -2.89% | -1.38% |
Correlation
The correlation between UFIV and FUMBX 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. FUMBX - Performance Comparison
In the year-to-date period, UFIV achieves a 1.43% return, which is significantly lower than FUMBX's 2.96% 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. FUMBX - Expense Ratio Comparison
UFIV has a 0.15% expense ratio, which is higher than FUMBX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
UFIV vs. FUMBX - 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 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.
Dividends
UFIV vs. FUMBX - Dividend Comparison
UFIV's dividend yield for the trailing twelve months is around 4.05%, more than FUMBX's 2.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
UFIV The RBB Fund, Inc.- US Treasury 5 Year Note ETF | 4.05% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | 2.03% | 1.65% | 1.12% | 0.83% | 1.31% | 1.88% | 1.64% | 0.35% |
Drawdowns
UFIV vs. FUMBX - Drawdown Comparison
The maximum UFIV drawdown since its inception was -5.64%, smaller than the maximum FUMBX drawdown of -9.07%. Use the drawdown chart below to compare losses from any high point for UFIV and FUMBX. For additional features, visit the drawdowns tool.
Volatility
UFIV vs. FUMBX - Volatility Comparison
The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) has a higher volatility of 1.11% compared to Fidelity Short-Term Treasury Bond Index Fund (FUMBX) at 0.63%. This indicates that UFIV'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.