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FHPFX vs. VUBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHPFX vs. VUBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Investment Grade Securitized Fund (FHPFX) and Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX). The values are adjusted to include any dividend payments, if applicable.

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FHPFX vs. VUBFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHPFX
Fidelity Series Investment Grade Securitized Fund
0.03%8.76%1.81%5.29%-12.28%-1.06%4.84%6.69%1.41%
VUBFX
Vanguard Ultra-Short-Term Bond Fund Investor Shares
0.59%5.04%5.99%5.43%-0.53%0.03%1.95%3.34%0.82%

Returns By Period

In the year-to-date period, FHPFX achieves a 0.03% return, which is significantly lower than VUBFX's 0.59% return.


FHPFX

1D
0.44%
1M
-2.05%
YTD
0.03%
6M
1.61%
1Y
5.36%
3Y*
4.36%
5Y*
0.53%
10Y*

VUBFX

1D
0.10%
1M
-0.06%
YTD
0.59%
6M
1.72%
1Y
4.31%
3Y*
5.24%
5Y*
3.26%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHPFX vs. VUBFX - Expense Ratio Comparison

FHPFX has a 0.00% expense ratio, which is lower than VUBFX'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%.


Return for Risk

FHPFX vs. VUBFX — Risk / Return Rank

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

FHPFX
FHPFX Risk / Return Rank: 7272
Overall Rank
FHPFX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FHPFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FHPFX Omega Ratio Rank: 5858
Omega Ratio Rank
FHPFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FHPFX Martin Ratio Rank: 6868
Martin Ratio Rank

VUBFX
VUBFX Risk / Return Rank: 100100
Overall Rank
VUBFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VUBFX Sortino Ratio Rank: 100100
Sortino Ratio Rank
VUBFX Omega Ratio Rank: 100100
Omega Ratio Rank
VUBFX Calmar Ratio Rank: 100100
Calmar Ratio Rank
VUBFX Martin Ratio Rank: 100100
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.

FHPFX vs. VUBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Securitized Fund (FHPFX) and Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX). 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.


FHPFXVUBFXDifference

Sharpe ratio

Return per unit of total volatility

1.27

5.20

-3.93

Sortino ratio

Return per unit of downside risk

1.82

10.21

-8.39

Omega ratio

Gain probability vs. loss probability

1.23

3.61

-2.39

Calmar ratio

Return relative to maximum drawdown

2.29

14.81

-12.52

Martin ratio

Return relative to average drawdown

6.49

67.09

-60.60

FHPFX vs. VUBFX - Sharpe Ratio Comparison

The current FHPFX Sharpe Ratio is 1.27, which is lower than the VUBFX Sharpe Ratio of 5.20. The chart below compares the historical Sharpe Ratios of FHPFX and VUBFX, 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


FHPFXVUBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

5.20

-3.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

3.34

-3.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

3.06

-2.73

Correlation

The correlation between FHPFX and VUBFX is 0.44, 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

FHPFX vs. VUBFX - Dividend Comparison

FHPFX's dividend yield for the trailing twelve months is around 4.10%, which matches VUBFX's 4.12% yield.


TTM2025202420232022202120202019201820172016
FHPFX
Fidelity Series Investment Grade Securitized Fund
4.10%4.41%4.54%3.53%1.70%0.58%3.20%3.81%1.16%0.00%0.00%
VUBFX
Vanguard Ultra-Short-Term Bond Fund Investor Shares
4.12%4.62%5.42%4.06%1.28%0.43%1.52%2.58%2.13%1.43%0.98%

Drawdowns

FHPFX vs. VUBFX - Drawdown Comparison

The maximum FHPFX drawdown since its inception was -17.93%, which is greater than VUBFX's maximum drawdown of -1.86%. Use the drawdown chart below to compare losses from any high point for FHPFX and VUBFX.


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Drawdown Indicators


FHPFXVUBFXDifference

Max Drawdown

Largest peak-to-trough decline

-17.93%

-1.86%

-16.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-0.30%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-1.86%

-15.93%

Max Drawdown (10Y)

Largest decline over 10 years

-1.86%

Current Drawdown

Current decline from peak

-2.05%

-0.10%

-1.95%

Average Drawdown

Average peak-to-trough decline

-4.60%

-0.17%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.07%

+0.94%

Volatility

FHPFX vs. VUBFX - Volatility Comparison

Fidelity Series Investment Grade Securitized Fund (FHPFX) has a higher volatility of 1.57% compared to Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) at 0.34%. This indicates that FHPFX's price experiences larger fluctuations and is considered to be riskier than VUBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHPFXVUBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

0.34%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

0.55%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

0.84%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

0.98%

+5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.68%

0.84%

+4.84%