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BND vs. FDVLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. FDVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and Fidelity Value Fund (FDVLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BND achieves a -0.28% return, which is significantly lower than FDVLX's 25.25% return. Over the past 10 years, BND has underperformed FDVLX with an annualized return of 1.38%, while FDVLX has yielded a comparatively higher 14.40% annualized return.


BND

1D
0.06%
1M
-1.02%
6M
-0.53%
YTD
-0.28%
1Y
2.92%
3Y*
3.79%
5Y*
-0.37%
10Y*
1.38%
ALL TIME*
3.00%

FDVLX

1D
-0.86%
1M
2.74%
6M
17.18%
YTD
25.25%
1Y
36.12%
3Y*
24.41%
5Y*
16.19%
10Y*
14.40%
ALL TIME*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$447.57M$557.69M$594.86M
$0.00$0.00$0.00

BND vs. FDVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BND
Vanguard Total Bond Market ETF
-0.28%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%
FDVLX
Fidelity Value Fund
25.25%11.32%30.11%19.57%-9.07%35.30%9.33%31.68%-17.58%14.11%

Correlation

The correlation between BND and FDVLX is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (10Y)
Provides a long-term view across more market conditions.

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.14

The correlation between BND and FDVLX shifts across timeframes, from -0.14 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BND vs. FDVLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BND
BND Risk / Return Rank: 3232
Overall Rank
BND Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3232
Sortino Ratio Rank
BND Omega Ratio Rank: 3030
Omega Ratio Rank
BND Calmar Ratio Rank: 3434
Calmar Ratio Rank
BND Martin Ratio Rank: 3131
Martin Ratio Rank

FDVLX
FDVLX Risk / Return Rank: 8686
Overall Rank
FDVLX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FDVLX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FDVLX Omega Ratio Rank: 8080
Omega Ratio Rank
FDVLX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FDVLX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BND vs. FDVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Fidelity Value Fund (FDVLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNDFDVLXDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.14

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

1.10

3.50

-2.40

Martin ratioReturn relative to average drawdown

2.77

13.35

-10.58

BND vs. FDVLX - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 0.79, which is lower than the FDVLX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of BND and FDVLX, 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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Drawdowns

BND vs. FDVLX - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum FDVLX drawdown of -66.91%. Use the drawdown chart below to compare losses from any high point for BND and FDVLX.


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Drawdown Indicators


BNDFDVLXDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-66.91%

+48.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-9.90%

+7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-4.81%

-31.45%

+26.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-31.45%

+13.54%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

-48.66%

+30.08%

Current Drawdown

Current decline from peak

-2.90%

-0.86%

-2.04%

Average Drawdown

Average peak-to-trough decline

-3.06%

-9.00%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

2.62%

-1.56%

Volatility

BND vs. FDVLX - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 0.96%, while Fidelity Value Fund (FDVLX) has a volatility of 3.27%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than FDVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDFDVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

3.27%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

11.66%

-8.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

16.22%

-12.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

26.49%

-20.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

25.14%

-19.61%

BND vs. FDVLX - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than FDVLX's 0.79% expense ratio.


Dividends

BND vs. FDVLX - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 4.01%, less than FDVLX's 8.02% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
4.01%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
FDVLX
Fidelity Value Fund
8.02%10.05%33.05%3.71%7.08%9.79%0.98%3.34%16.25%3.38%1.26%10.97%

Frequently Asked Questions


BND and FDVLX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDVLX has higher volatility (3.27%) compared to BND (0.96%). In terms of maximum drawdown, BND dropped -18.58% vs FDVLX's -66.91%.

FDVLX currently has the higher Sharpe Ratio (2.14 vs 0.79), 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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