FGBPX vs. VFIIX
Compare and contrast key facts about Fidelity Advisor Investment Grade Bond Fund Class I (FGBPX) and Vanguard GNMA Fund Investor Shares (VFIIX).
FGBPX is managed by Fidelity. It was launched on Aug 27, 2002. VFIIX is managed by Vanguard. It was launched on Jun 27, 1980.
Performance
FGBPX vs. VFIIX - Performance Comparison
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FGBPX vs. VFIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGBPX Fidelity Advisor Investment Grade Bond Fund Class I | -0.23% | 7.16% | 0.89% | 6.08% | -14.07% | -1.15% | 9.99% | 9.63% | -0.39% | 3.85% |
VFIIX Vanguard GNMA Fund Investor Shares | 0.29% | 7.73% | 1.07% | 5.17% | -10.81% | -1.24% | 3.73% | 5.84% | 0.89% | 1.88% |
Returns By Period
In the year-to-date period, FGBPX achieves a -0.23% return, which is significantly lower than VFIIX's 0.29% return. Over the past 10 years, FGBPX has outperformed VFIIX with an annualized return of 2.16%, while VFIIX has yielded a comparatively lower 1.32% annualized return.
FGBPX
- 1D
- 0.00%
- 1M
- -1.63%
- YTD
- -0.23%
- 6M
- 0.20%
- 1Y
- 3.72%
- 3Y*
- 3.44%
- 5Y*
- 0.07%
- 10Y*
- 2.16%
VFIIX
- 1D
- 0.00%
- 1M
- -1.26%
- YTD
- 0.29%
- 6M
- 1.31%
- 1Y
- 4.87%
- 3Y*
- 3.81%
- 5Y*
- 0.35%
- 10Y*
- 1.32%
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FGBPX vs. VFIIX - Expense Ratio Comparison
FGBPX has a 0.49% expense ratio, which is higher than VFIIX's 0.21% expense ratio.
Return for Risk
FGBPX vs. VFIIX — Risk / Return Rank
FGBPX
VFIIX
FGBPX vs. VFIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Investment Grade Bond Fund Class I (FGBPX) and Vanguard GNMA Fund Investor Shares (VFIIX). 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.
| FGBPX | VFIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.07 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.55 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.92 | -0.58 |
Martin ratioReturn relative to average drawdown | 3.79 | 5.21 | -1.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGBPX | VFIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.07 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.06 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.28 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.64 | -0.12 |
Correlation
The correlation between FGBPX and VFIIX is 0.67, 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
FGBPX vs. VFIIX - Dividend Comparison
FGBPX's dividend yield for the trailing twelve months is around 3.53%, more than VFIIX's 3.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGBPX Fidelity Advisor Investment Grade Bond Fund Class I | 3.53% | 3.83% | 3.29% | 3.19% | 1.92% | 1.32% | 4.76% | 2.71% | 2.82% | 2.12% | 2.67% | 2.61% |
VFIIX Vanguard GNMA Fund Investor Shares | 3.35% | 3.62% | 3.58% | 3.23% | 2.34% | 0.63% | 1.87% | 2.76% | 2.90% | 2.64% | 3.01% | 2.84% |
Drawdowns
FGBPX vs. VFIIX - Drawdown Comparison
The maximum FGBPX drawdown since its inception was -18.75%, smaller than the maximum VFIIX drawdown of -25.80%. Use the drawdown chart below to compare losses from any high point for FGBPX and VFIIX.
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Drawdown Indicators
| FGBPX | VFIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.75% | -25.80% | +7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -2.60% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -18.75% | -15.87% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -18.75% | -16.20% | -2.55% |
Current DrawdownCurrent decline from peak | -2.85% | -1.87% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -2.98% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.96% | +0.06% |
Volatility
FGBPX vs. VFIIX - Volatility Comparison
Fidelity Advisor Investment Grade Bond Fund Class I (FGBPX) and Vanguard GNMA Fund Investor Shares (VFIIX) have volatilities of 1.55% and 1.61%, 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
| FGBPX | VFIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 1.61% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 2.61% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.54% | 4.35% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.96% | 6.15% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.98% | 4.66% | +0.32% |