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FGBCX vs. VTBNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGBCX vs. VTBNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Investment Grade Bond Fund Class C (FGBCX) and Vanguard Total Bond Market II Index Fund (VTBNX). The values are adjusted to include any dividend payments, if applicable.

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FGBCX vs. VTBNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGBCX
Fidelity Advisor Investment Grade Bond Fund Class C
-0.53%6.08%0.04%5.09%-14.63%-1.98%8.73%8.49%-1.43%2.68%
VTBNX
Vanguard Total Bond Market II Index Fund
-0.60%7.18%1.32%5.68%-13.12%-1.82%7.39%8.71%-0.27%3.62%

Returns By Period

In the year-to-date period, FGBCX achieves a -0.53% return, which is significantly higher than VTBNX's -0.60% return. Over the past 10 years, FGBCX has underperformed VTBNX with an annualized return of 1.17%, while VTBNX has yielded a comparatively higher 1.56% annualized return.


FGBCX

1D
0.56%
1M
-2.29%
YTD
-0.53%
6M
0.05%
1Y
2.91%
3Y*
2.51%
5Y*
-0.76%
10Y*
1.17%

VTBNX

1D
0.42%
1M
-2.26%
YTD
-0.60%
6M
0.40%
1Y
3.62%
3Y*
3.40%
5Y*
0.22%
10Y*
1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGBCX vs. VTBNX - Expense Ratio Comparison

FGBCX has a 1.53% expense ratio, which is higher than VTBNX's 0.02% expense ratio.


Return for Risk

FGBCX vs. VTBNX — Risk / Return Rank

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

FGBCX
FGBCX Risk / Return Rank: 3636
Overall Rank
FGBCX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FGBCX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FGBCX Omega Ratio Rank: 2424
Omega Ratio Rank
FGBCX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FGBCX Martin Ratio Rank: 3636
Martin Ratio Rank

VTBNX
VTBNX Risk / Return Rank: 5353
Overall Rank
VTBNX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VTBNX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VTBNX Omega Ratio Rank: 3737
Omega Ratio Rank
VTBNX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VTBNX Martin Ratio Rank: 5151
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.

FGBCX vs. VTBNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Investment Grade Bond Fund Class C (FGBCX) and Vanguard Total Bond Market II Index Fund (VTBNX). 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.


FGBCXVTBNXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.98

-0.21

Sortino ratio

Return per unit of downside risk

1.12

1.41

-0.30

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

1.37

1.77

-0.41

Martin ratio

Return relative to average drawdown

3.85

5.02

-1.17

FGBCX vs. VTBNX - Sharpe Ratio Comparison

The current FGBCX Sharpe Ratio is 0.77, which is comparable to the VTBNX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FGBCX and VTBNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGBCXVTBNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.98

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.04

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.32

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.36

0.00

Correlation

The correlation between FGBCX and VTBNX is 0.94, 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

FGBCX vs. VTBNX - Dividend Comparison

FGBCX's dividend yield for the trailing twelve months is around 2.60%, less than VTBNX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
FGBCX
Fidelity Advisor Investment Grade Bond Fund Class C
2.60%2.82%2.44%2.27%1.10%0.47%3.73%1.69%1.76%0.99%1.54%1.64%
VTBNX
Vanguard Total Bond Market II Index Fund
3.68%3.95%3.77%3.13%2.54%1.82%3.12%2.79%2.56%2.52%2.55%0.00%

Drawdowns

FGBCX vs. VTBNX - Drawdown Comparison

The maximum FGBCX drawdown since its inception was -19.98%, which is greater than VTBNX's maximum drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for FGBCX and VTBNX.


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Drawdown Indicators


FGBCXVTBNXDifference

Max Drawdown

Largest peak-to-trough decline

-19.98%

-18.71%

-1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.67%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-18.05%

-1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-19.98%

-18.71%

-1.27%

Current Drawdown

Current decline from peak

-7.47%

-3.11%

-4.36%

Average Drawdown

Average peak-to-trough decline

-5.26%

-4.91%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.94%

+0.07%

Volatility

FGBCX vs. VTBNX - Volatility Comparison

Fidelity Advisor Investment Grade Bond Fund Class C (FGBCX) and Vanguard Total Bond Market II Index Fund (VTBNX) have volatilities of 1.53% and 1.52%, 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.


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Volatility by Period


FGBCXVTBNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.52%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.54%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.32%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

5.92%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

4.91%

+0.03%