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FCOR vs. VCIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCOR and VCIT is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

FCOR vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Corporate Bond ETF (FCOR) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.36%
1.60%
FCOR
VCIT

Key characteristics

Sharpe Ratio

FCOR:

0.70

VCIT:

0.82

Sortino Ratio

FCOR:

1.04

VCIT:

1.18

Omega Ratio

FCOR:

1.12

VCIT:

1.14

Calmar Ratio

FCOR:

0.32

VCIT:

0.40

Martin Ratio

FCOR:

2.12

VCIT:

2.53

Ulcer Index

FCOR:

1.95%

VCIT:

1.73%

Daily Std Dev

FCOR:

5.88%

VCIT:

5.35%

Max Drawdown

FCOR:

-22.60%

VCIT:

-20.56%

Current Drawdown

FCOR:

-7.50%

VCIT:

-5.23%

Returns By Period

In the year-to-date period, FCOR achieves a -0.17% return, which is significantly lower than VCIT's -0.05% return. Both investments have delivered pretty close results over the past 10 years, with FCOR having a 2.41% annualized return and VCIT not far ahead at 2.52%.


FCOR

YTD

-0.17%

1M

-0.23%

6M

1.36%

1Y

4.31%

5Y*

0.46%

10Y*

2.41%

VCIT

YTD

-0.05%

1M

0.02%

6M

1.60%

1Y

4.45%

5Y*

0.66%

10Y*

2.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCOR vs. VCIT - Expense Ratio Comparison

FCOR has a 0.36% expense ratio, which is higher than VCIT's 0.04% expense ratio.


FCOR
Fidelity Corporate Bond ETF
Expense ratio chart for FCOR: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for VCIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FCOR vs. VCIT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCOR
The Risk-Adjusted Performance Rank of FCOR is 2525
Overall Rank
The Sharpe Ratio Rank of FCOR is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FCOR is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FCOR is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FCOR is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FCOR is 2626
Martin Ratio Rank

VCIT
The Risk-Adjusted Performance Rank of VCIT is 2828
Overall Rank
The Sharpe Ratio Rank of VCIT is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 2222
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCOR vs. VCIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Corporate Bond ETF (FCOR) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


Sharpe ratio
The chart of Sharpe ratio for FCOR, currently valued at 0.70, compared to the broader market0.002.004.000.700.82
The chart of Sortino ratio for FCOR, currently valued at 1.04, compared to the broader market0.005.0010.001.041.18
The chart of Omega ratio for FCOR, currently valued at 1.12, compared to the broader market1.002.003.001.121.14
The chart of Calmar ratio for FCOR, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.320.40
The chart of Martin ratio for FCOR, currently valued at 2.12, compared to the broader market0.0020.0040.0060.0080.00100.002.122.53
FCOR
VCIT

The current FCOR Sharpe Ratio is 0.70, which is comparable to the VCIT Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FCOR and VCIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.70
0.82
FCOR
VCIT

Dividends

FCOR vs. VCIT - Dividend Comparison

FCOR's dividend yield for the trailing twelve months is around 4.35%, less than VCIT's 4.43% yield.


TTM20242023202220212020201920182017201620152014
FCOR
Fidelity Corporate Bond ETF
4.35%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%0.63%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.43%4.43%3.72%3.04%2.88%2.78%3.37%3.61%3.21%3.29%3.34%3.34%

Drawdowns

FCOR vs. VCIT - Drawdown Comparison

The maximum FCOR drawdown since its inception was -22.60%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for FCOR and VCIT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%AugustSeptemberOctoberNovemberDecember2025
-7.50%
-5.23%
FCOR
VCIT

Volatility

FCOR vs. VCIT - Volatility Comparison

Fidelity Corporate Bond ETF (FCOR) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 1.85% and 1.81%, 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.


1.00%1.50%2.00%2.50%AugustSeptemberOctoberNovemberDecember2025
1.85%
1.81%
FCOR
VCIT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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