Fidelity Investment Grade Bond ETF

10-Year Study

FIGB.US · · US · ETF

Executive Summary: Fidelity Investment Grade Bond ETF has compounded at 0.5% annually over the last 10 years, with a maximum drawdown of 16.9% and an annualized volatility of 7.3%.

1Y CAGR
+5.3%
3Y CAGR
+4.1%
5Y CAGR
+0.3%
10Y CAGR
+0.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
16.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.01.7-2.00.5————————0.2%
20250.22.6-0.20.3-0.72.0-0.61.21.10.60.6-0.37.0%
2024-0.5-1.71.5-2.72.01.21.91.61.2-2.20.9-1.51.5%
20233.4-2.22.40.7-1.1-0.1-0.0-0.6-2.9-1.24.73.86.6%
2022-1.8-1.3-2.9-3.90.2-1.62.4-2.5-4.6-1.33.6-0.4-13.4%
2021———0.80.41.11.0-0.1-0.90.10.2-0.22.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.3% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-03-0110000
2021-04-0110076.894762464528
2021-05-0110117.930633230033
2021-06-0110227.217136275664
2021-07-0110324.629834122943
2021-08-0110311.711134067136
2021-09-0110221.565205001247
2021-10-0110232.37036773175
2021-11-0110251.01224189316
2021-12-0110226.552203184556
2022-01-0110039.421033258528
2022-02-019912.347570025768
2022-03-019628.919839941107
2022-04-019249.148054477018
2022-05-019268.763580664696
2022-06-019123.28571937449
2022-07-019340.148897517187
2022-08-019105.570002018547
2022-09-018687.873282750925
2022-10-018578.705517757277
2022-11-018890.749118369964
2022-12-018853.251641553568
2023-01-019151.711609019343
2023-02-018946.508507581424
2023-03-019158.764649307164
2023-04-019226.492834158564
2023-05-019124.21187617996
2023-06-019111.863118773674
2023-07-019110.485757370665
2023-08-019055.011339483966
2023-09-018796.091143328704
2023-10-018687.279592491006
2023-11-019096.165948301452
2023-12-019441.71742718389
2024-01-019393.414787636995
2024-02-019231.40858951068
2024-03-019370.759567318539
2024-04-019119.676082594191
2024-05-019297.75941295907
2024-06-019409.040715278026
2024-07-019590.781177644
2024-08-019744.09575036512
2024-09-019864.757358790772
2024-10-019646.231847920304
2024-11-019732.744392595494
2024-12-019584.393070447286
2025-01-019605.908405466702
2025-02-019856.588180814306
2025-03-019832.50810387205
2025-04-019863.617473491731
2025-05-019789.881143209965
2025-06-019986.487609684276
2025-07-019929.089635355442
2025-08-0110046.759044871109
2025-09-0110156.900461891022
2025-10-0110222.705090300291
2025-11-0110280.103064629122
2025-12-0110250.86975623078
2026-01-0110255.381802206153
2026-02-0110432.325247271994
2026-03-0110220.97151474133
2026-04-0110268.466735534737
Annual Return Matrix
YearAnnual Return
2022-0.1342877378754629
20230.0664688873033159
20240.015111196068271937
20250.06953770373196821
20260.0017166328050615132
Total Factor Risk
0.07255957864487698
VTI.US Exposure
0.00547293352518711
VEA.US Exposure
0.017574350765296443
VWO.US Exposure
-0.0014231463808792178
QQQ.US Exposure
0.008530341329822451
VTV.US Exposure
0.01599138952284782
IJR.US Exposure
-0.007384526782110858
QUAL.US Exposure
-0.034505835747020056
SHV.US Exposure
0.4827029682399951
TLT.US Exposure
0.15723815817372452
LQD.US Exposure
0.2958217677499441
HYG.US Exposure
-0.014727139231269606
GLD.US Exposure
-0.002791908551752415
USO.US Exposure
0.0036524197887801654
VNQ.US Exposure
0.00268522225669279
BTC-USD.CC Exposure
0.00030002722620446636
CPER.US Exposure
-0.001700277507046136
VIX.INDX Exposure
0.0011727475612901652
UUP.US Exposure
-0.00024840542572096124
TIP.US Exposure
0.05733645209578582
Idiosyncratic Exposure
0.014302461390228425
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.08%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$65
Avg Yield on Cost
0.65%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$65.070.65%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity Investment Grade Bond ETF a high-risk investment?

Fidelity Investment Grade Bond ETF (FIGB.US) has an annualized volatility of 7.3% and experienced a maximum drawdown of 16.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FIGB.US?

Over the past 10 years, FIGB.US has generated a Compound Annual Growth Rate (CAGR) of 0.5%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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