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FHNFX vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHNFX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Government Bond Index Fund (FHNFX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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FHNFX vs. VT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHNFX
Fidelity Series Government Bond Index Fund
-0.27%7.52%1.03%4.03%-12.72%-2.54%7.50%6.82%1.65%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-12.94%

Returns By Period

In the year-to-date period, FHNFX achieves a -0.27% return, which is significantly higher than VT's -1.71% return.


FHNFX

1D
0.55%
1M
-2.04%
YTD
-0.27%
6M
0.46%
1Y
3.24%
3Y*
2.96%
5Y*
0.03%
10Y*

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHNFX vs. VT - Expense Ratio Comparison

FHNFX has a 0.00% expense ratio, which is lower than VT's 0.06% 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%.


Return for Risk

FHNFX vs. VT — Risk / Return Rank

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

FHNFX
FHNFX Risk / Return Rank: 5454
Overall Rank
FHNFX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FHNFX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FHNFX Omega Ratio Rank: 3737
Omega Ratio Rank
FHNFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FHNFX Martin Ratio Rank: 5050
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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.

FHNFX vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Government Bond Index Fund (FHNFX) and Vanguard Total World Stock ETF (VT). 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.


FHNFXVTDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.25

-0.29

Sortino ratio

Return per unit of downside risk

1.45

1.84

-0.40

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.83

1.83

0.00

Martin ratio

Return relative to average drawdown

4.93

8.51

-3.58

FHNFX vs. VT - Sharpe Ratio Comparison

The current FHNFX Sharpe Ratio is 0.97, which is comparable to the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FHNFX and VT, 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


FHNFXVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.25

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.58

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.40

-0.13

Correlation

The correlation between FHNFX and VT 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.


Dividends

FHNFX vs. VT - Dividend Comparison

FHNFX's dividend yield for the trailing twelve months is around 3.76%, more than VT's 1.82% yield.


TTM20252024202320222021202020192018201720162015
FHNFX
Fidelity Series Government Bond Index Fund
3.76%4.91%3.69%2.50%1.30%0.86%2.69%2.78%1.02%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

FHNFX vs. VT - Drawdown Comparison

The maximum FHNFX drawdown since its inception was -19.42%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FHNFX and VT.


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Drawdown Indicators


FHNFXVTDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-50.27%

+30.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-11.84%

+9.27%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-26.38%

+9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

Current Drawdown

Current decline from peak

-6.28%

-6.89%

+0.61%

Average Drawdown

Average peak-to-trough decline

-7.76%

-7.08%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.55%

-1.60%

Volatility

FHNFX vs. VT - Volatility Comparison

The current volatility for Fidelity Series Government Bond Index Fund (FHNFX) is 1.41%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that FHNFX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHNFXVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

6.33%

-4.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

9.95%

-7.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

17.24%

-12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

15.98%

-10.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

17.20%

-11.74%