UITB vs. FTHRX
UITB (VictoryShares Core Intermediate Bond ETF) and FTHRX (Fidelity Intermediate Bond Fund) are both Intermediate Core Bond funds. Both are actively managed. Over the past 5 years, UITB returned 0.06%/yr vs 0.81%/yr for FTHRX. Their correlation of 0.86 means they have usually moved in the same direction. UITB charges 0.38%/yr vs 0.45%/yr for FTHRX.
Performance
UITB vs. FTHRX - Performance Comparison
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Returns By Period
In the year-to-date period, UITB achieves a -0.51% return, which is significantly lower than FTHRX's -0.23% return.
UITB
- 1D
- -0.25%
- 1M
- -1.17%
- 6M
- -0.70%
- YTD
- -0.51%
- 1Y
- 1.79%
- 3Y*
- 4.28%
- 5Y*
- 0.06%
- 10Y*
- —
- ALL TIME*
- 2.16%
FTHRX
- 1D
- 0.10%
- 1M
- -0.59%
- 6M
- -0.34%
- YTD
- -0.23%
- 1Y
- 1.82%
- 3Y*
- 4.38%
- 5Y*
- 0.81%
- 10Y*
- 1.87%
- ALL TIME*
- 3.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $7.78M | $6.55M | $6.62M |
UITB vs. FTHRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UITB VictoryShares Core Intermediate Bond ETF | -0.51% | 7.32% | 1.81% | 6.49% | -12.23% | -0.88% | 7.99% | 11.40% | -1.31% | 0.85% |
FTHRX Fidelity Intermediate Bond Fund | -0.23% | 6.89% | 3.25% | 5.55% | -9.17% | -1.60% | 7.06% | 7.20% | 0.52% | 0.10% |
Correlation
The correlation between UITB and FTHRX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.86 |
The correlation between UITB and FTHRX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
UITB vs. FTHRX — Risk / Return Rank
UITB
FTHRX
UITB vs. FTHRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares Core Intermediate Bond ETF (UITB) and Fidelity Intermediate Bond Fund (FTHRX). 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.
| UITB | FTHRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.35 | -0.40 |
| Martin ratioReturn relative to average drawdown | 2.43 | 3.34 | -0.90 |
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Drawdowns
UITB vs. FTHRX - Drawdown Comparison
The maximum UITB drawdown since its inception was -17.02%, smaller than the maximum FTHRX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for UITB and FTHRX.
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Drawdown Indicators
| UITB | FTHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.02% | -19.01% | +1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -2.11% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -4.75% | -2.50% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -13.18% | -3.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.25% | — |
Current DrawdownCurrent decline from peak | -2.29% | -1.46% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -3.06% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.85% | +0.25% |
Volatility
UITB vs. FTHRX - Volatility Comparison
VictoryShares Core Intermediate Bond ETF (UITB) has a higher volatility of 0.94% compared to Fidelity Intermediate Bond Fund (FTHRX) at 0.73%. This indicates that UITB's price experiences larger fluctuations and is considered to be riskier than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UITB | FTHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.73% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 2.18% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.60% | 2.74% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.66% | 4.04% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 3.40% | +1.56% |
UITB vs. FTHRX - Expense Ratio Comparison
UITB has a 0.38% expense ratio, which is lower than FTHRX's 0.45% expense ratio.
Dividends
UITB vs. FTHRX - Dividend Comparison
UITB's dividend yield for the trailing twelve months is around 4.25%, more than FTHRX's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHRX Fidelity Intermediate Bond Fund | 3.41% | 3.59% | 3.49% | 2.94% | 1.55% | 1.53% | 4.16% | 2.49% | 2.48% | 2.20% | 2.63% | 2.13% |
UITB VictoryShares Core Intermediate Bond ETF | 4.25% | 4.04% | 3.89% | 3.14% | 2.32% | 1.95% | 2.79% | 3.01% | 2.99% | 0.50% | 0.00% | 0.00% |
Frequently Asked Questions
UITB and FTHRX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UITB has higher volatility (0.94%) compared to FTHRX (0.73%). In terms of maximum drawdown, UITB dropped -17.02% vs FTHRX's -19.01%.
FTHRX currently has the higher Sharpe Ratio (1.04 vs 0.74), 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.
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