PortfoliosLab logoPortfoliosLab logo
FCOR vs. VUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCOR vs. VUSB - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FCOR achieves a 0.48% return, which is significantly lower than VUSB's 1.39% return.


FCOR

1D
-0.21%
1M
0.67%
YTD
0.48%
6M
0.32%
1Y
6.06%
3Y*
5.65%
5Y*
0.70%
10Y*
2.89%

VUSB

1D
-0.02%
1M
0.40%
YTD
1.39%
6M
1.76%
1Y
4.59%
3Y*
5.34%
5Y*
3.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCOR vs. VUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCOR
Fidelity Corporate Bond ETF
0.48%7.88%3.01%8.95%-15.88%2.73%
VUSB
Vanguard Ultra-Short Bond ETF
1.39%5.20%5.68%5.52%-0.36%0.00%

Correlation

The correlation between FCOR and VUSB is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2021

0.54

The correlation between FCOR and VUSB has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

FCOR vs. VUSB — Risk / Return Rank

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

FCOR
FCOR Risk / Return Rank: 3838
Overall Rank
FCOR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 3838
Sortino Ratio Rank
FCOR Omega Ratio Rank: 3737
Omega Ratio Rank
FCOR Calmar Ratio Rank: 4040
Calmar Ratio Rank
FCOR Martin Ratio Rank: 3939
Martin Ratio Rank

VUSB
VUSB Risk / Return Rank: 9898
Overall Rank
VUSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VUSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
VUSB Omega Ratio Rank: 9999
Omega Ratio Rank
VUSB Calmar Ratio Rank: 9797
Calmar Ratio Rank
VUSB Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCOR vs. VUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Corporate Bond ETF (FCOR) and Vanguard Ultra-Short Bond ETF (VUSB). 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.


FCORVUSBDifference
Sharpe ratioReturn per unit of total volatility

-5.71

Sortino ratioReturn per unit of downside risk

-11.14

Omega ratioGain probability vs. loss probability

1.24

3.44

-2.19

Calmar ratioReturn relative to maximum drawdown

1.99

12.43

-10.45

Martin ratioReturn relative to average drawdown

6.21

71.97

-65.76

FCOR vs. VUSB - Sharpe Ratio Comparison

The current FCOR Sharpe Ratio is 1.39, which is lower than the VUSB Sharpe Ratio of 7.10. The chart below compares the historical Sharpe Ratios of FCOR and VUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FCORVUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

7.10

-5.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

4.14

-4.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

4.09

-3.67

Drawdowns

FCOR vs. VUSB - Drawdown Comparison

The maximum FCOR drawdown since its inception was -22.60%, which is greater than VUSB's maximum drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for FCOR and VUSB.


Loading charts...

Drawdown Indicators


FCORVUSBDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-1.79%

-20.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-0.37%

-2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

-0.46%

-6.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-1.79%

-20.81%

Max Drawdown (10Y)

Largest decline over 10 years

-22.60%

Current Drawdown

Current decline from peak

-1.18%

-0.02%

-1.16%

Average Drawdown

Average peak-to-trough decline

-4.73%

-0.27%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.06%

+0.92%

Volatility

FCOR vs. VUSB - Volatility Comparison

Fidelity Corporate Bond ETF (FCOR) has a higher volatility of 1.61% compared to Vanguard Ultra-Short Bond ETF (VUSB) at 0.18%. This indicates that FCOR's price experiences larger fluctuations and is considered to be riskier than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FCORVUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

0.18%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

0.52%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

0.65%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.06%

0.83%

+6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.10%

0.82%

+6.28%

FCOR vs. VUSB - Expense Ratio Comparison

FCOR has a 0.36% expense ratio, which is higher than VUSB's 0.10% expense ratio.


Dividends

FCOR vs. VUSB - Dividend Comparison

FCOR's dividend yield for the trailing twelve months is around 4.55%, more than VUSB's 4.39% yield.


PositionTTM20252024202320222021202020192018201720162015
FCOR
Fidelity Corporate Bond ETF
4.55%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%
VUSB
Vanguard Ultra-Short Bond ETF
4.39%4.63%5.16%4.45%1.56%0.26%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCOR and VUSB have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCOR has higher volatility (1.61%) compared to VUSB (0.18%). In terms of maximum drawdown, FCOR dropped -22.60% vs VUSB's -1.79%.

On 5-year performance, VUSB leads with 3.43% vs 0.70% for FCOR. On fees, VUSB is cheaper at 0.10% per year. On volatility, VUSB has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VUSB has performed better with a 3.43% return vs 0.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VUSB is cheaper with a 0.10% expense ratio, compared with 0.36% for FCOR.

FCOR has the higher dividend yield at 4.55%, compared with 4.39% for VUSB.

FCOR is categorized as Corporate Bonds, while VUSB is Ultrashort Bond. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.36% for FCOR and 0.10% for VUSB.

VUSB currently has the higher Sharpe Ratio (7.10 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FCOR and VUSB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer