PortfoliosLab logo
FHNFX vs. VFITX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHNFX and VFITX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FHNFX vs. VFITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Government Bond Index Fund (FHNFX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FHNFX:

1.06

VFITX:

1.34

Sortino Ratio

FHNFX:

1.48

VFITX:

1.82

Omega Ratio

FHNFX:

1.17

VFITX:

1.22

Calmar Ratio

FHNFX:

0.37

VFITX:

0.54

Martin Ratio

FHNFX:

2.27

VFITX:

2.90

Ulcer Index

FHNFX:

2.29%

VFITX:

2.14%

Daily Std Dev

FHNFX:

5.20%

VFITX:

5.17%

Max Drawdown

FHNFX:

-18.64%

VFITX:

-15.48%

Current Drawdown

FHNFX:

-10.00%

VFITX:

-5.39%

Returns By Period

In the year-to-date period, FHNFX achieves a 2.01% return, which is significantly lower than VFITX's 2.90% return.


FHNFX

YTD

2.01%

1M

-1.22%

6M

1.05%

1Y

5.55%

3Y*

0.54%

5Y*

-1.81%

10Y*

N/A

VFITX

YTD

2.90%

1M

-0.97%

6M

2.22%

1Y

6.87%

3Y*

1.19%

5Y*

-0.91%

10Y*

1.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FHNFX vs. VFITX - Expense Ratio Comparison

FHNFX has a 0.00% expense ratio, which is lower than VFITX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FHNFX vs. VFITX — Risk-Adjusted Performance Rank

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

FHNFX
The Risk-Adjusted Performance Rank of FHNFX is 6262
Overall Rank
The Sharpe Ratio Rank of FHNFX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FHNFX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FHNFX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FHNFX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of FHNFX is 5050
Martin Ratio Rank

VFITX
The Risk-Adjusted Performance Rank of VFITX is 7373
Overall Rank
The Sharpe Ratio Rank of VFITX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VFITX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VFITX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VFITX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VFITX is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FHNFX vs. VFITX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Government Bond Index Fund (FHNFX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX). 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.


The current FHNFX Sharpe Ratio is 1.06, which is comparable to the VFITX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FHNFX and VFITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FHNFX vs. VFITX - Dividend Comparison

FHNFX's dividend yield for the trailing twelve months is around 3.53%, less than VFITX's 3.97% yield.


TTM20242023202220212020201920182017201620152014
FHNFX
Fidelity Series Government Bond Index Fund
3.53%3.39%2.76%1.74%1.07%3.17%2.63%1.02%0.00%0.00%0.00%0.00%
VFITX
Vanguard Intermediate-Term Treasury Fund Investor Shares
3.97%4.06%3.44%1.97%1.11%4.85%2.32%2.34%1.77%2.77%2.51%2.00%

Drawdowns

FHNFX vs. VFITX - Drawdown Comparison

The maximum FHNFX drawdown since its inception was -18.64%, which is greater than VFITX's maximum drawdown of -15.48%. Use the drawdown chart below to compare losses from any high point for FHNFX and VFITX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FHNFX vs. VFITX - Volatility Comparison

The current volatility for Fidelity Series Government Bond Index Fund (FHNFX) is 1.38%, while Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) has a volatility of 1.52%. This indicates that FHNFX experiences smaller price fluctuations and is considered to be less risky than VFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...