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

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 graphics...

FCOR vs. VUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCOR
Fidelity Corporate Bond ETF
-0.39%7.88%3.01%8.95%-15.88%2.73%
VUSB
Vanguard Ultra-Short Bond ETF
0.59%5.20%5.68%5.52%-0.36%0.00%

Returns By Period

In the year-to-date period, FCOR achieves a -0.39% return, which is significantly lower than VUSB's 0.59% return.


FCOR

1D
0.66%
1M
-2.03%
YTD
-0.39%
6M
0.43%
1Y
4.95%
3Y*
5.13%
5Y*
0.83%
10Y*
3.11%

VUSB

1D
0.09%
1M
-0.12%
YTD
0.59%
6M
1.76%
1Y
4.48%
3Y*
5.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VUSB - Expense Ratio Comparison

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


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: 5656
Overall Rank
FCOR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 5050
Sortino Ratio Rank
FCOR Omega Ratio Rank: 4848
Omega Ratio Rank
FCOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
FCOR Martin Ratio Rank: 5656
Martin Ratio Rank

VUSB
VUSB Risk / Return Rank: 9999
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: 9999
Calmar Ratio Rank
VUSB Martin Ratio Rank: 9999
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 ratio

Return per unit of total volatility

0.96

5.84

-4.88

Sortino ratio

Return per unit of downside risk

1.31

9.33

-8.02

Omega ratio

Gain probability vs. loss probability

1.18

2.86

-1.68

Calmar ratio

Return relative to maximum drawdown

1.68

9.75

-8.07

Martin ratio

Return relative to average drawdown

5.30

50.27

-44.96

FCOR vs. VUSB - Sharpe Ratio Comparison

The current FCOR Sharpe Ratio is 0.96, which is lower than the VUSB Sharpe Ratio of 5.84. The chart below compares the historical Sharpe Ratios of FCOR and VUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FCORVUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

5.84

-4.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

4.00

-3.59

Correlation

The correlation between FCOR and VUSB is 0.53, 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.


Dividends

FCOR vs. VUSB - Dividend Comparison

FCOR's dividend yield for the trailing twelve months is around 4.52%, which matches VUSB's 4.53% yield.


TTM20252024202320222021202020192018201720162015
FCOR
Fidelity Corporate Bond ETF
4.52%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
4.53%4.63%5.16%4.45%1.56%0.26%0.00%0.00%0.00%0.00%0.00%0.00%

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 graphics...

Drawdown Indicators


FCORVUSBDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-1.79%

-20.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-0.46%

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

Max Drawdown (10Y)

Largest decline over 10 years

-22.60%

Current Drawdown

Current decline from peak

-2.03%

-0.12%

-1.91%

Average Drawdown

Average peak-to-trough decline

-4.78%

-0.28%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.09%

+0.90%

Volatility

FCOR vs. VUSB - Volatility Comparison

Fidelity Corporate Bond ETF (FCOR) has a higher volatility of 2.20% compared to Vanguard Ultra-Short Bond ETF (VUSB) at 0.37%. 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 graphics...

Volatility by Period


FCORVUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

0.37%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

0.49%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

5.22%

0.77%

+4.45%

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

7.12%

0.83%

+6.29%