BND vs. FHPFX
Compare and contrast key facts about Vanguard Total Bond Market ETF (BND) and Fidelity Series Investment Grade Securitized Fund (FHPFX).
BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007. FHPFX is managed by Fidelity. It was launched on Aug 17, 2018.
Performance
BND vs. FHPFX - Performance Comparison
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Returns By Period
In the year-to-date period, BND achieves a 0.31% return, which is significantly lower than FHPFX's 0.47% return.
BND
- 1D
- 0.22%
- 1M
- -0.69%
- YTD
- 0.31%
- 6M
- 0.97%
- 1Y
- 3.65%
- 3Y*
- 3.53%
- 5Y*
- 0.30%
- 10Y*
- 1.70%
FHPFX
- 1D
- 0.22%
- 1M
- -0.76%
- YTD
- 0.47%
- 6M
- 1.83%
- 1Y
- 4.89%
- 3Y*
- 4.32%
- 5Y*
- 0.58%
- 10Y*
- —
BND vs. FHPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 0.31% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | 1.08% |
FHPFX Fidelity Series Investment Grade Securitized Fund | 0.47% | 8.76% | 1.81% | 5.29% | -12.28% | -1.06% | 4.84% | 6.69% | 1.41% |
Correlation
The correlation between BND and FHPFX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
BND vs. FHPFX - Expense Ratio Comparison
BND has a 0.03% expense ratio, which is higher than FHPFX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
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Return for Risk
BND vs. FHPFX — Risk / Return Rank
BND
FHPFX
BND vs. FHPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Fidelity Series Investment Grade Securitized Fund (FHPFX). 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.
| BND | FHPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.24 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.78 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.91 | -0.19 |
Martin ratioReturn relative to average drawdown | 4.64 | 5.31 | -0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BND | FHPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.24 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.09 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.34 | +0.26 |
Drawdowns
BND vs. FHPFX - Drawdown Comparison
The maximum BND drawdown since its inception was -18.58%, roughly equal to the maximum FHPFX drawdown of -17.93%. Use the drawdown chart below to compare losses from any high point for BND and FHPFX.
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Drawdown Indicators
| BND | FHPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.58% | -17.93% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.44% | -2.87% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -17.91% | -17.79% | -0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -18.58% | — | — |
Current DrawdownCurrent decline from peak | -2.32% | -1.62% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -3.07% | -4.60% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 1.03% | -0.13% |
Volatility
BND vs. FHPFX - Volatility Comparison
Vanguard Total Bond Market ETF (BND) and Fidelity Series Investment Grade Securitized Fund (FHPFX) have volatilities of 1.65% and 1.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BND | FHPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.65% | 1.58% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.51% | 2.66% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.29% | 4.63% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.00% | 6.63% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.52% | 5.67% | -0.15% |
Dividends
BND vs. FHPFX - Dividend Comparison
BND's dividend yield for the trailing twelve months is around 3.92%, less than FHPFX's 4.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.92% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
FHPFX Fidelity Series Investment Grade Securitized Fund | 4.08% | 4.41% | 4.54% | 3.53% | 1.70% | 0.58% | 3.20% | 3.81% | 1.16% | 0.00% | 0.00% | 0.00% |