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USTB vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USTB vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Short-Term Bond ETF (USTB) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USTB achieves a 1.23% return, which is significantly higher than FBND's 0.70% return.


USTB

1D
0.04%
1M
0.28%
YTD
1.23%
6M
1.66%
1Y
4.79%
3Y*
6.14%
5Y*
3.52%
10Y*

FBND

1D
0.09%
1M
0.23%
YTD
0.70%
6M
0.67%
1Y
5.75%
3Y*
4.77%
5Y*
0.94%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USTB vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USTB
VictoryShares Short-Term Bond ETF
1.23%6.08%6.49%6.69%-2.82%0.90%5.12%5.10%1.08%0.35%
FBND
Fidelity Total Bond ETF
0.70%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%0.90%

Correlation

The correlation between USTB and FBND is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.75

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

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.65

The correlation between USTB and FBND shifts across timeframes, from 0.65 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USTB vs. FBND — Risk / Return Rank

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

USTB
USTB Risk / Return Rank: 9494
Overall Rank
USTB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
USTB Sortino Ratio Rank: 9898
Sortino Ratio Rank
USTB Omega Ratio Rank: 9797
Omega Ratio Rank
USTB Calmar Ratio Rank: 8989
Calmar Ratio Rank
USTB Martin Ratio Rank: 9292
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 4141
Overall Rank
FBND Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 4545
Sortino Ratio Rank
FBND Omega Ratio Rank: 4040
Omega Ratio Rank
FBND Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBND Martin Ratio Rank: 3939
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.

USTB vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Short-Term Bond ETF (USTB) 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.


USTBFBNDDifference

Sharpe ratio

Return per unit of total volatility

3.96

1.50

+2.46

Sortino ratio

Return per unit of downside risk

6.76

2.23

+4.53

Omega ratio

Gain probability vs. loss probability

1.89

1.26

+0.63

Calmar ratio

Return relative to maximum drawdown

5.28

2.06

+3.22

Martin ratio

Return relative to average drawdown

24.05

6.28

+17.77

USTB vs. FBND - Sharpe Ratio Comparison

The current USTB Sharpe Ratio is 3.96, which is higher than the FBND Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of USTB and FBND, 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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Sharpe Ratios by Period


USTBFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.96

1.50

+2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.76

0.16

+1.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.73

0.45

+1.29

Drawdowns

USTB vs. FBND - Drawdown Comparison

The maximum USTB drawdown since its inception was -5.32%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for USTB and FBND.


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Drawdown Indicators


USTBFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-17.25%

+11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-2.66%

+1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-1.02%

-5.94%

+4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-4.96%

-17.25%

+12.29%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

0.00%

-1.23%

+1.23%

Average Drawdown

Average peak-to-trough decline

-0.66%

-3.35%

+2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.88%

-0.69%

Volatility

USTB vs. FBND - Volatility Comparison

The current volatility for VictoryShares Short-Term Bond ETF (USTB) is 0.34%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.28%. This indicates that USTB 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.


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Volatility by Period


USTBFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

1.28%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

0.84%

2.76%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

1.26%

3.86%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.01%

5.92%

-3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.01%

6.10%

-4.09%

USTB vs. FBND - Expense Ratio Comparison

USTB has a 0.34% expense ratio, which is lower than FBND's 0.36% expense ratio.


Dividends

USTB vs. FBND - Dividend Comparison

USTB's dividend yield for the trailing twelve months is around 4.58%, less than FBND's 4.69% yield.


PositionTTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.69%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
USTB
VictoryShares Short-Term Bond ETF
4.58%4.62%5.05%4.49%2.54%1.84%2.59%2.69%2.32%0.43%0.00%0.00%

Frequently Asked Questions


USTB and FBND have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBND has higher volatility (1.28%) compared to USTB (0.34%). In terms of maximum drawdown, USTB dropped -5.32% vs FBND's -17.25%.

On 5-year performance, USTB leads with 3.52% vs 0.94% for FBND. On fees, USTB is cheaper at 0.34% per year. On volatility, USTB has been the lower-risk option at 0.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USTB has performed better with a 3.52% return vs 0.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USTB is cheaper with a 0.34% expense ratio, compared with 0.36% for FBND.

FBND has the higher dividend yield at 4.69%, compared with 4.58% for USTB.

USTB is categorized as Short-Term Bond, while FBND is Intermediate Core-Plus Bond. They also come from different issuers: Victory and Fidelity. Their fees differ too: 0.34% for USTB and 0.36% for FBND.

USTB currently has the higher Sharpe Ratio (3.96 vs 1.50), 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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