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FFNYX vs. VTSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. VTSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX). The values are adjusted to include any dividend payments, if applicable.

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FFNYX vs. VTSPX - Yearly Performance Comparison


Returns By Period


FFNYX

1D
0.30%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VTSPX

1D
0.28%
1M
0.04%
YTD
0.97%
6M
1.36%
1Y
3.93%
3Y*
4.69%
5Y*
3.51%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNYX vs. VTSPX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is higher than VTSPX's 0.04% 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%.


Return for Risk

FFNYX vs. VTSPX — Risk / Return Rank

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

FFNYX

VTSPX
VTSPX Risk / Return Rank: 9696
Overall Rank
VTSPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VTSPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTSPX Omega Ratio Rank: 9595
Omega Ratio Rank
VTSPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VTSPX Martin Ratio Rank: 9696
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.

FFNYX vs. VTSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFNYX vs. VTSPX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXVTSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.03

1.05

-2.09

Correlation

The correlation between FFNYX and VTSPX is 0.87, 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.


Dividends

FFNYX vs. VTSPX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while VTSPX's dividend yield for the trailing twelve months is around 3.58%.


TTM2025202420232022202120202019201820172016
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares
3.58%3.81%2.70%2.86%6.84%4.69%1.21%1.96%2.47%1.52%0.80%

Drawdowns

FFNYX vs. VTSPX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum VTSPX drawdown of -5.35%. Use the drawdown chart below to compare losses from any high point for FFNYX and VTSPX.


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Drawdown Indicators


FFNYXVTSPXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-5.35%

+4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-5.35%

Current Drawdown

Current decline from peak

-0.30%

-0.28%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.40%

-1.02%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

Volatility

FFNYX vs. VTSPX - Volatility Comparison


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Volatility by Period


FFNYXVTSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

1.78%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

2.67%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

2.23%

+0.28%