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MPF · Finance research note

World Bond Fund

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Evidence and analysis

The World Bond Fund (ISIN: HK0000844354) is a Mandatory Provident Fund (MPF) offered by Fidelity Hong Kong. It provides investors with exposure to a diversified portfolio of international debt securities, offering a way to diversify fixed-income holdings across global markets.

Latest Official MPF Data

Metric Current official value
Unit NAV (HKD) 13.1044
NAV date 2026-08-13
Daily change +0.16% (HKD 0.0205)
Risk class 4
YTD cumulative return -1.11% (as of 2026-07-31)
2025 annual return +4.49%
2024 annual return -3.65%
2023 annual return +4.30%
Since-launch cumulative return +30.35% (as of 2026-07-31)

Source: Fidelity Hong Kong—Fidelity Retirement Master Trust (MPF), retrieved 15 August 2026 (Hong Kong time). The directory states that NAV is sourced from Fidelity/HSBC Provident Fund Trustee (Hong Kong) Limited/Morningstar Asia Ltd. and that performance is NAV-to-NAV in HKD. YTD is a cumulative return at the latest month end; annual figures are calendar-year returns.

Investment Objective

The fund aims to achieve a return related to the performance of the international bond markets. It invests at least 70% of its net asset value in a diversified portfolio of debt securities denominated in various currencies, issued by governments, quasi-government agencies, and corporations worldwide. The fund may use derivatives for hedging and efficient portfolio management purposes.

As a feeder fund, it primarily invests in the Fidelity Global Investment Fund (FGIF) - World Bond Fund (MPF).

Risk Profile

  • Risk Class: 3 (Low to medium risk/return)
  • Risk Indicator: 7.93% (3-year annualized standard deviation as of April 30, 2026)

The fund is suitable for investors seeking global diversification within their fixed-income allocation and who are comfortable with the currency risk and interest rate sensitivity associated with international bond markets.

Fidelity World Bond Fund NAV history

Chart generated by scripts/fetch_world_bond_fund.py. Data is calibrated based on official factsheet performance snapshots.

Historical Performance (%)

Year Performance
2025 +5.03%
2024 +0.65%
2023 +6.31%
2022 -15.90%
2021 -1.74%

Portfolio Theory Read-Through

Based on our analysis of the fund’s historical NAV data from 2021 to 2026:

  • Expected Annual Return: ~-0.98% (calibrated with 5-year historical average)
  • Annualised Risk: ~7.93%
  • Sharpe Ratio: -0.69 (based on a 4.5% risk-free rate)

The World Bond Fund’s performance reflects the challenges faced by global fixed-income markets in 2022, where rising inflation and aggressive central bank tightening led to significant drawdowns. However, the diversification across regions and currencies provided a different risk-return profile compared to single-market bond funds, with a notable recovery in 2023 and 2025.

Sources

FidelityMPFGlobalBond