FAUDX vs. VCSH
Compare and contrast key facts about Strategic Advisers Short Duration Fund (FAUDX) and Vanguard Short-Term Corporate Bond ETF (VCSH).
FAUDX is managed by Fidelity. It was launched on Dec 20, 2011. VCSH is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. 1-5 Year Corporate Index. It was launched on Nov 19, 2009.
Performance
FAUDX vs. VCSH - Performance Comparison
Loading graphics...
FAUDX vs. VCSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAUDX Strategic Advisers Short Duration Fund | -0.50% | 3.89% | 4.75% | 5.45% | -1.41% | -0.06% | 2.40% | 468.65% | 1.30% | 1.65% |
VCSH Vanguard Short-Term Corporate Bond ETF | 0.13% | 6.77% | 4.91% | 6.20% | -5.62% | -0.63% | 5.13% | 7.02% | 0.92% | 2.17% |
Returns By Period
In the year-to-date period, FAUDX achieves a -0.50% return, which is significantly lower than VCSH's 0.13% return. Over the past 10 years, FAUDX has outperformed VCSH with an annualized return of 21.20%, while VCSH has yielded a comparatively lower 2.72% annualized return.
FAUDX
- 1D
- 0.20%
- 1M
- -0.70%
- YTD
- -0.50%
- 6M
- -0.13%
- 1Y
- 2.00%
- 3Y*
- 4.05%
- 5Y*
- 2.40%
- 10Y*
- 21.20%
VCSH
- 1D
- 0.29%
- 1M
- -0.83%
- YTD
- 0.13%
- 6M
- 1.37%
- 1Y
- 4.93%
- 3Y*
- 5.36%
- 5Y*
- 2.37%
- 10Y*
- 2.72%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FAUDX vs. VCSH - Expense Ratio Comparison
FAUDX has a 0.26% expense ratio, which is higher than VCSH's 0.04% 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%.
Return for Risk
FAUDX vs. VCSH — Risk / Return Rank
FAUDX
VCSH
FAUDX vs. VCSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Short Duration Fund (FAUDX) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.
| FAUDX | VCSH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 2.17 | -0.54 |
Sortino ratioReturn per unit of downside risk | 2.84 | 3.19 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.45 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.95 | 3.52 | -0.57 |
Martin ratioReturn relative to average drawdown | 13.00 | 14.44 | -1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FAUDX | VCSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.17 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.59 | 0.83 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.81 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.01 | -0.59 |
Correlation
The correlation between FAUDX and VCSH is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FAUDX vs. VCSH - Dividend Comparison
FAUDX's dividend yield for the trailing twelve months is around 2.60%, less than VCSH's 4.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAUDX Strategic Advisers Short Duration Fund | 2.60% | 3.62% | 4.03% | 3.85% | 1.50% | 0.63% | 1.48% | 131.91% | 2.30% | 1.44% | 1.40% | 0.91% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.41% | 4.35% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% |
Drawdowns
FAUDX vs. VCSH - Drawdown Comparison
The maximum FAUDX drawdown since its inception was -3.86%, smaller than the maximum VCSH drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for FAUDX and VCSH.
Loading graphics...
Drawdown Indicators
| FAUDX | VCSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.86% | -12.86% | +9.00% |
Max Drawdown (1Y)Largest decline over 1 year | -1.00% | -1.40% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -3.10% | -9.48% | +6.38% |
Max Drawdown (10Y)Largest decline over 10 years | -3.86% | -12.86% | +9.00% |
Current DrawdownCurrent decline from peak | -0.80% | -0.83% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -0.97% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 0.34% | -0.11% |
Volatility
FAUDX vs. VCSH - Volatility Comparison
The current volatility for Strategic Advisers Short Duration Fund (FAUDX) is 0.51%, while Vanguard Short-Term Corporate Bond ETF (VCSH) has a volatility of 0.94%. This indicates that FAUDX experiences smaller price fluctuations and is considered to be less risky than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FAUDX | VCSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 0.94% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 1.04% | 1.29% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.86% | 2.28% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.56% | 2.86% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.26% | 3.35% | +38.91% |