FBIIX vs. VOO
Compare and contrast key facts about Fidelity International Bond Index Fund (FBIIX) and Vanguard S&P 500 ETF (VOO).
FBIIX is managed by Fidelity. It was launched on Oct 10, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBIIX or VOO.
Performance
FBIIX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FBIIX achieves a 3.57% return, which is significantly lower than VOO's 25.52% return.
FBIIX
3.57%
-0.00%
3.76%
7.03%
0.28%
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| FBIIX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.39 | 2.62 |
| Sortino Ratio | 3.78 | 3.50 |
| Omega Ratio | 1.46 | 1.49 |
| Calmar Ratio | 0.77 | 3.78 |
| Martin Ratio | 11.54 | 17.12 |
| Ulcer Index | 0.63% | 1.86% |
| Daily Std Dev | 3.04% | 12.19% |
| Max Drawdown | -13.79% | -33.99% |
| Current Drawdown | -2.67% | -1.36% |
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FBIIX vs. VOO - Expense Ratio Comparison
FBIIX has a 0.06% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between FBIIX and VOO is 0.07, 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.
Risk-Adjusted Performance
FBIIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Bond Index Fund (FBIIX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
FBIIX vs. VOO - Dividend Comparison
FBIIX's dividend yield for the trailing twelve months is around 3.14%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBIIX Fidelity International Bond Index Fund | 3.14% | 2.85% | 1.02% | 0.62% | 0.74% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FBIIX vs. VOO - Drawdown Comparison
The maximum FBIIX drawdown since its inception was -13.79%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FBIIX and VOO. For additional features, visit the drawdowns tool.
Volatility
FBIIX vs. VOO - Volatility Comparison
The current volatility for Fidelity International Bond Index Fund (FBIIX) is 0.57%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that FBIIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.