FFNYX vs. VTSPX

Last updated Aug 1, 2026

FFNYX (Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund) and VTSPX (Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares) are both Inflation-Protected Bonds funds. Their correlation of 0.90 means they have usually moved in the same direction. FFNYX charges 0.05%/yr vs 0.04%/yr for VTSPX.

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.

Returns By Period

FFNYX

• 1D: 0.00%
• 1M: -0.99%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

VTSPX

• 1D: 0.00%
• 1M: 0.28%
• 6M: 1.30%
• YTD: 1.83%
• 1Y: 3.10%
• 3Y*: 5.05%
• 5Y*: 3.08%
• 10Y*: 3.11%
• ALL TIME*: 2.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FFNYX Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund	$0.00	$0.00	$0.00
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares	$0.00	$0.00	$0.00

FFNYX vs. VTSPX - Yearly Performance Comparison

	2026 (YTD)
FFNYX Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund	-0.55%
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares	0.90%

Correlation

The correlation between FFNYX and VTSPX is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026	0.90

Return for Risk

FFNYX vs. VTSPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FFNYX

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

VTSPX

VTSPX Risk / Return Rank: 91
VTSPX Sharpe Ratio Rank: 88
VTSPX Sortino Ratio Rank: 91
VTSPX Omega Ratio Rank: 88
VTSPX Calmar Ratio Rank: 96
VTSPX Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FFNYX	VTSPX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.17	—
Sortino ratio: Return per unit of downside risk	—	3.46	—
Omega ratio: Gain probability vs. loss probability	—	1.45	—
Calmar ratio: Return relative to maximum drawdown	—	4.54	—
Martin ratio: Return relative to average drawdown	—	14.06	—

Drawdowns

FFNYX vs. VTSPX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -1.86%, 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.

Drawdown Indicators

	FFNYX	VTSPX	Difference
Max Drawdown Largest peak-to-trough decline	-1.86%	-5.35%	+3.49%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.75%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-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	-1.57%	-0.26%	-1.31%
Average Drawdown Average peak-to-trough decline	-0.48%	-1.00%	+0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.24%	—

Volatility

Volatility by Period

	FFNYX	VTSPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.40%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.94%	1.58%	+1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.94%	2.66%	+0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.94%	2.24%	+0.70%

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%.

Dividends

FFNYX vs. VTSPX - Dividend Comparison

FFNYX's dividend yield for the trailing twelve months is around 0.04%, less than VTSPX's 4.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FFNYX Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund	0.04%	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	4.16%	3.81%	2.70%	2.86%	6.84%	4.69%	1.21%	1.96%	2.47%	1.52%	0.80%

Frequently Asked Questions

Can I hold both FFNYX and VTSPX in my portfolio?

With a correlation of 0.90, FFNYX and VTSPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.