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FIBUX vs. VBTLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIBUX and VBTLX is -0.03. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

FIBUX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex U.S. Bond Index Fund (FIBUX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.07%
13.03%
FIBUX
VBTLX

Key characteristics

Sharpe Ratio

FIBUX:

1.36

VBTLX:

1.32

Sortino Ratio

FIBUX:

2.02

VBTLX:

1.98

Omega Ratio

FIBUX:

1.24

VBTLX:

1.24

Calmar Ratio

FIBUX:

0.52

VBTLX:

0.51

Martin Ratio

FIBUX:

3.49

VBTLX:

3.40

Ulcer Index

FIBUX:

2.10%

VBTLX:

2.07%

Daily Std Dev

FIBUX:

5.39%

VBTLX:

5.33%

Max Drawdown

FIBUX:

-19.46%

VBTLX:

-19.05%

Current Drawdown

FIBUX:

-7.84%

VBTLX:

-7.13%

Returns By Period

The year-to-date returns for both investments are quite close, with FIBUX having a 2.42% return and VBTLX slightly higher at 2.46%.


FIBUX

YTD

2.42%

1M

0.66%

6M

1.83%

1Y

7.33%

5Y*

-0.99%

10Y*

N/A

VBTLX

YTD

2.46%

1M

0.75%

6M

1.93%

1Y

7.38%

5Y*

-0.81%

10Y*

1.42%

*Annualized

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FIBUX vs. VBTLX - Expense Ratio Comparison

FIBUX has a 0.00% expense ratio, which is lower than VBTLX's 0.05% 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%.


Expense ratio chart for VBTLX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBTLX: 0.05%
Expense ratio chart for FIBUX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIBUX: 0.00%

Risk-Adjusted Performance

FIBUX vs. VBTLX — Risk-Adjusted Performance Rank

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

FIBUX
The Risk-Adjusted Performance Rank of FIBUX is 7979
Overall Rank
The Sharpe Ratio Rank of FIBUX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FIBUX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FIBUX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FIBUX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FIBUX is 7676
Martin Ratio Rank

VBTLX
The Risk-Adjusted Performance Rank of VBTLX is 7878
Overall Rank
The Sharpe Ratio Rank of VBTLX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VBTLX is 7676
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.

FIBUX vs. VBTLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex U.S. Bond Index Fund (FIBUX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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 chart of Sharpe ratio for FIBUX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.00
FIBUX: 1.36
VBTLX: 1.39
The chart of Sortino ratio for FIBUX, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.00
FIBUX: 2.02
VBTLX: 2.09
The chart of Omega ratio for FIBUX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.00
FIBUX: 1.24
VBTLX: 1.25
The chart of Calmar ratio for FIBUX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
FIBUX: 0.52
VBTLX: 0.55
The chart of Martin ratio for FIBUX, currently valued at 3.49, compared to the broader market0.0010.0020.0030.0040.0050.00
FIBUX: 3.49
VBTLX: 3.56

The current FIBUX Sharpe Ratio is 1.36, which is comparable to the VBTLX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FIBUX and VBTLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.36
1.39
FIBUX
VBTLX

Dividends

FIBUX vs. VBTLX - Dividend Comparison

FIBUX's dividend yield for the trailing twelve months is around 3.70%, which matches VBTLX's 3.72% yield.


TTM20242023202220212020201920182017201620152014
FIBUX
Fidelity Flex U.S. Bond Index Fund
3.70%3.65%2.91%2.15%1.46%2.05%2.77%2.72%1.77%0.00%0.00%0.00%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.72%3.69%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%

Drawdowns

FIBUX vs. VBTLX - Drawdown Comparison

The maximum FIBUX drawdown since its inception was -19.46%, roughly equal to the maximum VBTLX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for FIBUX and VBTLX. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%NovemberDecember2025FebruaryMarchApril
-7.84%
-7.13%
FIBUX
VBTLX

Volatility

FIBUX vs. VBTLX - Volatility Comparison

Fidelity Flex U.S. Bond Index Fund (FIBUX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 2.13% and 2.08%, 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.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.13%
2.08%
FIBUX
VBTLX