FIBUX vs. VGSH
Compare and contrast key facts about Fidelity Flex U.S. Bond Index Fund (FIBUX) and Vanguard Short-Term Treasury ETF (VGSH).
FIBUX is managed by Fidelity. It was launched on Mar 9, 2017. VGSH is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-3 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIBUX or VGSH.
Performance
FIBUX vs. VGSH - Performance Comparison
Returns By Period
In the year-to-date period, FIBUX achieves a 1.72% return, which is significantly lower than VGSH's 3.35% return.
FIBUX
1.72%
-0.78%
3.33%
6.15%
-0.50%
N/A
VGSH
3.35%
-0.18%
2.94%
4.95%
1.26%
1.26%
Key characteristics
| FIBUX | VGSH | |
|---|---|---|
| Sharpe Ratio | 1.05 | 2.65 |
| Sortino Ratio | 1.54 | 4.24 |
| Omega Ratio | 1.19 | 1.56 |
| Calmar Ratio | 0.41 | 2.41 |
| Martin Ratio | 3.36 | 13.15 |
| Ulcer Index | 1.79% | 0.38% |
| Daily Std Dev | 5.75% | 1.87% |
| Max Drawdown | -19.46% | -5.70% |
| Current Drawdown | -9.90% | -0.85% |
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FIBUX vs. VGSH - Expense Ratio Comparison
FIBUX has a 0.00% expense ratio, which is lower than VGSH's 0.04% 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%.
Correlation
The correlation between FIBUX and VGSH is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FIBUX vs. VGSH - 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 Short-Term Treasury ETF (VGSH). 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.
Dividends
FIBUX vs. VGSH - Dividend Comparison
FIBUX's dividend yield for the trailing twelve months is around 3.50%, less than VGSH's 4.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIBUX Fidelity Flex U.S. Bond Index Fund | 3.50% | 2.91% | 2.15% | 1.46% | 2.05% | 2.77% | 2.72% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 4.15% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
Drawdowns
FIBUX vs. VGSH - Drawdown Comparison
The maximum FIBUX drawdown since its inception was -19.46%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for FIBUX and VGSH. For additional features, visit the drawdowns tool.
Volatility
FIBUX vs. VGSH - Volatility Comparison
Fidelity Flex U.S. Bond Index Fund (FIBUX) has a higher volatility of 1.49% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.41%. This indicates that FIBUX's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.