FBLTX vs. VSBSX
Compare and contrast key facts about Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX).
FBLTX is managed by Fidelity. It was launched on Oct 8, 2015. VSBSX is managed by Vanguard. It was launched on Dec 28, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBLTX or VSBSX.
Key characteristics
| FBLTX | VSBSX | |
|---|---|---|
| YTD Return | -2.92% | 3.42% |
| 1Y Return | 10.22% | 5.46% |
| 3Y Return (Ann) | -12.33% | 0.95% |
| 5Y Return (Ann) | -5.88% | 1.09% |
| Sharpe Ratio | 0.50 | 2.80 |
| Sortino Ratio | 0.80 | 4.43 |
| Omega Ratio | 1.09 | 1.62 |
| Calmar Ratio | 0.15 | 1.57 |
| Martin Ratio | 1.24 | 15.42 |
| Ulcer Index | 5.91% | 0.34% |
| Daily Std Dev | 14.77% | 1.87% |
| Max Drawdown | -51.05% | -6.54% |
| Current Drawdown | -42.77% | -0.82% |
Correlation
The correlation between FBLTX and VSBSX is 0.60, 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.
Performance
FBLTX vs. VSBSX - Performance Comparison
In the year-to-date period, FBLTX achieves a -2.92% return, which is significantly lower than VSBSX's 3.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FBLTX vs. VSBSX - Expense Ratio Comparison
FBLTX has a 0.03% expense ratio, which is lower than VSBSX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FBLTX vs. VSBSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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
FBLTX vs. VSBSX - Dividend Comparison
FBLTX's dividend yield for the trailing twelve months is around 3.65%, less than VSBSX's 4.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBLTX Fidelity SAI Long-Term Treasury Bond Index Fund | 3.65% | 3.29% | 2.99% | 1.87% | 1.91% | 2.40% | 2.87% | 2.69% | 2.79% | 0.64% | 0.00% | 0.00% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
Drawdowns
FBLTX vs. VSBSX - Drawdown Comparison
The maximum FBLTX drawdown since its inception was -51.05%, which is greater than VSBSX's maximum drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for FBLTX and VSBSX. For additional features, visit the drawdowns tool.
Volatility
FBLTX vs. VSBSX - Volatility Comparison
Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) has a higher volatility of 4.91% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.34%. This indicates that FBLTX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.