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FHIGX vs. VCORX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHIGX vs. VCORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Municipal Income Fund (FHIGX) and Vanguard Core Bond Fund Investor Shares (VCORX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FHIGX achieves a 1.62% return, which is significantly higher than VCORX's 0.72% return. Both investments have delivered pretty close results over the past 10 years, with FHIGX having a 2.22% annualized return and VCORX not far behind at 2.16%.


FHIGX

1D
0.08%
1M
1.75%
YTD
1.62%
6M
2.06%
1Y
7.25%
3Y*
4.33%
5Y*
0.87%
10Y*
2.22%

VCORX

1D
0.22%
1M
0.83%
YTD
0.72%
6M
0.83%
1Y
5.04%
3Y*
4.69%
5Y*
0.33%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHIGX vs. VCORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHIGX
Fidelity Municipal Income Fund
1.62%5.37%1.68%7.14%-10.98%2.43%4.42%8.51%0.81%6.69%
VCORX
Vanguard Core Bond Fund Investor Shares
0.72%7.68%2.10%5.90%-13.27%-0.80%10.19%9.47%-0.92%4.34%

Correlation

The correlation between FHIGX and VCORX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2016

0.49

The correlation between FHIGX and VCORX shifts across timeframes, from 0.47 (1 year) to 0.58 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FHIGX vs. VCORX — Risk / Return Rank

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

FHIGX
FHIGX Risk / Return Rank: 6868
Overall Rank
FHIGX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FHIGX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHIGX Omega Ratio Rank: 9191
Omega Ratio Rank
FHIGX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FHIGX Martin Ratio Rank: 3636
Martin Ratio Rank

VCORX
VCORX Risk / Return Rank: 2727
Overall Rank
VCORX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VCORX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VCORX Omega Ratio Rank: 2727
Omega Ratio Rank
VCORX Calmar Ratio Rank: 2929
Calmar Ratio Rank
VCORX Martin Ratio Rank: 2525
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.

FHIGX vs. VCORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Municipal Income Fund (FHIGX) and Vanguard Core Bond Fund Investor Shares (VCORX). 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.


FHIGXVCORXDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.63

1.25

+0.38

Calmar ratioReturn relative to maximum drawdown

2.23

1.92

+0.31

Martin ratioReturn relative to average drawdown

7.50

5.51

+1.99

FHIGX vs. VCORX - Sharpe Ratio Comparison

The current FHIGX Sharpe Ratio is 2.58, which is higher than the VCORX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FHIGX and VCORX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FHIGX vs. VCORX - Drawdown Comparison

The maximum FHIGX drawdown since its inception was -32.80%, which is greater than VCORX's maximum drawdown of -18.14%. Use the drawdown chart below to compare losses from any high point for FHIGX and VCORX.


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Drawdown Indicators


FHIGXVCORXDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-18.14%

-14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.27%

-2.64%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-5.99%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-18.14%

+1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-16.18%

-18.14%

+1.96%

Current Drawdown

Current decline from peak

-0.64%

-1.06%

+0.42%

Average Drawdown

Average peak-to-trough decline

-4.53%

-4.25%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.92%

+0.05%

Volatility

FHIGX vs. VCORX - Volatility Comparison

The current volatility for Fidelity Municipal Income Fund (FHIGX) is 0.76%, while Vanguard Core Bond Fund Investor Shares (VCORX) has a volatility of 1.09%. This indicates that FHIGX experiences smaller price fluctuations and is considered to be less risky than VCORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHIGXVCORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

1.09%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.75%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

3.65%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

5.81%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.25%

4.81%

-0.56%

FHIGX vs. VCORX - Expense Ratio Comparison

FHIGX has a 0.45% expense ratio, which is higher than VCORX's 0.20% expense ratio.


Dividends

FHIGX vs. VCORX - Dividend Comparison

FHIGX's dividend yield for the trailing twelve months is around 3.08%, less than VCORX's 4.63% yield.


PositionTTM20252024202320222021202020192018201720162015
FHIGX
Fidelity Municipal Income Fund
3.08%4.00%2.98%2.83%1.81%2.64%2.79%3.16%3.66%4.45%4.88%3.65%
VCORX
Vanguard Core Bond Fund Investor Shares
4.63%4.70%4.93%3.99%2.90%1.91%2.95%2.93%2.98%2.62%2.20%0.00%

Frequently Asked Questions


FHIGX and VCORX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCORX has higher volatility (1.09%) compared to FHIGX (0.76%). In terms of maximum drawdown, FHIGX dropped -32.80% vs VCORX's -18.14%.

FHIGX currently has the higher Sharpe Ratio (2.58 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FHIGX and VCORX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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