Investment FactsheetPAGE 7 OF 49Inv. Data as of 04/30/24.FIDELITY U.S. BOND INDEXMANAGERS(S)Bettencourt/MunclingerFXNAXINTERMEDIATE CORE BONDLONGEST MANAGER TENURE9.96 YearsMFPRODUCT ASSETS ($MM)Product: 55865.60 MillionINCEPTION DATEProduct: 5/4/2011 Share Class: 5/4/2011Fi360 FIDUCIARY SCORE®SCOREBENCHMARK LEGENDHISTORICAL Fi360 FIDUCIARY SCORES AT QUARTER END0025252950447PEERSBroad Index:Bloomberg US Agg Bond TRUSDBest-fit Index:Bloomberg US Agg Bond TRUSDVOLATILITY METRICS50Standard Deviation7575100100SHORTFALL2300000038 38 50 43 41 22 23 14 45 30 23 31 25Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q119 19 19 20 20 20 20 21 21 21 21 22 22 22 22 23 23 23 23 2410 POINTS29 PERCENTILE5 YR ROLLING AVG: 213 YR ROLLING AVG: 30CRITERIAINVESTMENTSHORTFALLManager Tenure (longest)Product AssetsCompositionStyle DriftExpense RatioAlpha (3yr)9.96 Years55,865.60 Million92% US BONDHigh Qual Mod Dura0.03% (5th percentile)-0.04% (34th percentile)Sharpe (3yr)1yr Total Return3yr Total Return5yr Total Return-0.89% (37th percentile)-1.46% (59th percentile)-3.56% (40th percentile)-0.16% (51st percentile)2.57.51 YR R. AVG: 23MINIMUM CRITERIA>= 2 Years>= 75 Million>= 80.00% Allocation to US BondsHigh Qual Mod Dura, Med Qual Mo…Top 75% of peer groupTop 50% of peer group3 YR5 YR3 YR5 YR1 MO3 MOYTD1 YR3 YR5 YR10 YR-2.48-2.48-3.06-3.06-3.19-3.19-1.46-1.46-3.56-3.56-0.16-0.161.181.1840447-3.6451419-0.15443611.13-0.03-0.01-0.02-2.46-2.97-3.0559471-1.3+/- Best Fit Index0.04-0.050.09-RANKVALUE37 (447 Peers)56 (419 Peers)-0.89-0.35MPT STATISTICSMeasured Against Broad Index BenchmarkAlphaRANKVALUE34 (447 Peers)50 (419 Peers)-0.04-0.01RANKVALUE3 YR4 (447 Peers)99.95 YR6 (419 Peers)99.78BetaPERFORMANCEPercentile RankNumber of PeersPeer Group Median7.326.24R-SquaredThe Fi360 Fiduciary Score® is a peer percentile ranking of an investment against a set of quantitative duediligence criteria selected to reflect prudent fiduciary management. The Fi360 Fiduciary Score® Average is aone-, three-, five-, or ten-year rolling average of an investment’s Fi360 Fiduciary Score®. All Scores are colorcoded based on the quartile they fall in (1st - Green; 2nd - Light Green; 3rd - Yellow; 4th - Red). The compositionand style criteria may be excluded in the table above due to the investment’s peer group. Investments withoutthe required inception date (3 years) will not receive a Fiduciary Score.Total Return (no load)Total Return (with load)VALUESharpe Ratio3 YR5 YRTop 50% of peer groupTop 50% of peer groupTop 50% of peer groupTop 50% of peer groupRANK47 (447 Peers)34 (419 Peers)Mutual funds and Exchange Traded Funds (ETFs) are sold by prospectus. Please consider the investmentobjectives, risks, charges and expenses carefully before investing. The prospectus, and, if available, thesummary prospectus, which contains this and other information, can be obtained by calling your financialadvisor. Read the prospectus and, if available, the summary prospectus carefully before you invest. Theperformance information shown represents past performance and is not a guarantee of future results.Investment returns and principal value of an investment will fluctuate so that when shares are redeemed, theymay be worth more or less than their original cost. Current performance may be higher or lower than the datashown. For the most recent month-end performance and information on expenses, visitwww.fi360.com/directory. Percentile ranks calculated by Fi360, are based on the return shown compared to peergroup (1 = top rank), do not account for sales charges, and are not provided for periods under a year.3 YR5 YR1.001.00Measured Against Best-Fit Index3 YRALPHAR-SQUAREDBETA-0.0499.91EXPENSESNet Expense RatioGross Expense RatioManagement FeeInvestment and Insurance Products: NOT FDIC Insured / NO Bank Guarantee / MAY Lose ValuePlease see important disclosures in the Statement of Additional Disclosures. © 2024, Broadridge Financial Solutions, Inc. All rights reserved. The analysisand opinions generated by Broadridge and its affiliates do not constitute professional investment advice and are provided solely for informational purposes.0.030.030.03
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