XSLV vs. FTBFX
Compare and contrast key facts about Invesco S&P SmallCap Low Volatility ETF (XSLV) and Fidelity Total Bond Fund (FTBFX).
XSLV is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility Index. It was launched on Feb 15, 2013. FTBFX is managed by Fidelity. It was launched on Oct 15, 2002.
Performance
XSLV vs. FTBFX - Performance Comparison
Loading graphics...
XSLV vs. FTBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSLV Invesco S&P SmallCap Low Volatility ETF | 2.92% | 0.31% | 9.81% | 1.34% | -11.83% | 29.34% | -17.40% | 22.35% | -5.41% | 8.57% |
FTBFX Fidelity Total Bond Fund | -0.29% | 7.50% | 2.50% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
Returns By Period
In the year-to-date period, XSLV achieves a 2.92% return, which is significantly higher than FTBFX's -0.29% return. Over the past 10 years, XSLV has outperformed FTBFX with an annualized return of 5.51%, while FTBFX has yielded a comparatively lower 2.60% annualized return.
XSLV
- 1D
- 0.45%
- 1M
- -3.94%
- YTD
- 2.92%
- 6M
- 3.66%
- 1Y
- 5.06%
- 3Y*
- 6.31%
- 5Y*
- 2.78%
- 10Y*
- 5.51%
FTBFX
- 1D
- 0.21%
- 1M
- -1.74%
- YTD
- -0.29%
- 6M
- 0.46%
- 1Y
- 4.07%
- 3Y*
- 4.50%
- 5Y*
- 0.82%
- 10Y*
- 2.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XSLV vs. FTBFX - Expense Ratio Comparison
XSLV has a 0.25% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Return for Risk
XSLV vs. FTBFX — Risk / Return Rank
XSLV
FTBFX
XSLV vs. FTBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Low Volatility ETF (XSLV) and Fidelity Total Bond Fund (FTBFX). 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.
| XSLV | FTBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.01 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.58 | 1.44 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.74 | -1.25 |
Martin ratioReturn relative to average drawdown | 1.70 | 5.30 | -3.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XSLV | FTBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.01 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.15 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.56 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.93 | -0.53 |
Correlation
The correlation between XSLV and FTBFX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
XSLV vs. FTBFX - Dividend Comparison
XSLV's dividend yield for the trailing twelve months is around 2.69%, less than FTBFX's 4.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSLV Invesco S&P SmallCap Low Volatility ETF | 2.69% | 2.14% | 2.55% | 2.35% | 2.78% | 1.05% | 2.49% | 2.43% | 2.75% | 1.87% | 1.96% | 2.20% |
FTBFX Fidelity Total Bond Fund | 4.01% | 4.36% | 4.51% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
Drawdowns
XSLV vs. FTBFX - Drawdown Comparison
The maximum XSLV drawdown since its inception was -44.34%, which is greater than FTBFX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for XSLV and FTBFX.
Loading graphics...
Drawdown Indicators
| XSLV | FTBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.34% | -18.25% | -26.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -2.81% | -8.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -18.25% | -6.47% |
Max Drawdown (10Y)Largest decline over 10 years | -44.34% | -18.25% | -26.09% |
Current DrawdownCurrent decline from peak | -4.82% | -2.15% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -2.31% | -5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 0.92% | +2.34% |
Volatility
XSLV vs. FTBFX - Volatility Comparison
Invesco S&P SmallCap Low Volatility ETF (XSLV) has a higher volatility of 3.58% compared to Fidelity Total Bond Fund (FTBFX) at 1.48%. This indicates that XSLV's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XSLV | FTBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 1.48% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 2.46% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 4.29% | +11.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 5.62% | +11.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 4.70% | +15.23% |