FADMX vs. VBTIX
Compare and contrast key facts about Fidelity Strategic Income Fund (FADMX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
FADMX is managed by Fidelity. It was launched on Oct 31, 1994. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Performance
FADMX vs. VBTIX - Performance Comparison
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FADMX vs. VBTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FADMX Fidelity Strategic Income Fund | -0.89% | 9.01% | 6.07% | 9.55% | -11.84% | 3.46% | 6.72% | 11.06% | -2.02% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | -0.49% | 7.18% | 1.27% | 5.75% | -13.15% | -1.95% | 7.75% | 8.74% | 2.32% |
Returns By Period
In the year-to-date period, FADMX achieves a -0.89% return, which is significantly lower than VBTIX's -0.49% return.
FADMX
- 1D
- 0.00%
- 1M
- -2.62%
- YTD
- -0.89%
- 6M
- 0.47%
- 1Y
- 7.18%
- 3Y*
- 6.77%
- 5Y*
- 2.82%
- 10Y*
- —
VBTIX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.78%
- 3Y*
- 3.45%
- 5Y*
- 0.25%
- 10Y*
- 1.59%
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FADMX vs. VBTIX - Expense Ratio Comparison
FADMX has a 0.66% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Return for Risk
FADMX vs. VBTIX — Risk / Return Rank
FADMX
VBTIX
FADMX vs. VBTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Income Fund (FADMX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.
| FADMX | VBTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 1.00 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.98 | 1.45 | +1.53 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.18 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 1.79 | +1.10 |
Martin ratioReturn relative to average drawdown | 11.44 | 5.10 | +6.34 |
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
| FADMX | VBTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.00 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.04 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.94 | -0.17 |
Correlation
The correlation between FADMX and VBTIX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FADMX vs. VBTIX - Dividend Comparison
FADMX's dividend yield for the trailing twelve months is around 4.06%, more than VBTIX's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FADMX Fidelity Strategic Income Fund | 4.06% | 4.33% | 4.21% | 4.31% | 2.91% | 4.23% | 3.82% | 4.34% | 2.74% | 0.00% | 0.00% | 0.00% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.63% | 3.88% | 3.69% | 3.12% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.56% | 2.54% | 2.84% |
Drawdowns
FADMX vs. VBTIX - Drawdown Comparison
The maximum FADMX drawdown since its inception was -15.98%, smaller than the maximum VBTIX drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for FADMX and VBTIX.
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Drawdown Indicators
| FADMX | VBTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.98% | -18.90% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -2.62% | -2.73% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -15.98% | -18.13% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.90% | — |
Current DrawdownCurrent decline from peak | -2.62% | -3.14% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -2.32% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 0.96% | -0.30% |
Volatility
FADMX vs. VBTIX - Volatility Comparison
Fidelity Strategic Income Fund (FADMX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) have volatilities of 1.54% and 1.55%, 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
| FADMX | VBTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 1.55% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.38% | 2.58% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.54% | 4.36% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.44% | 5.99% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.77% | 4.97% | -0.20% |