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FIFGX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIFGX and VUG is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

FIFGX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Inflation-Focused (FIFGX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.07%
4.61%
FIFGX
VUG

Key characteristics

Sharpe Ratio

FIFGX:

0.81

VUG:

1.71

Sortino Ratio

FIFGX:

1.23

VUG:

2.27

Omega Ratio

FIFGX:

1.14

VUG:

1.31

Calmar Ratio

FIFGX:

0.47

VUG:

2.30

Martin Ratio

FIFGX:

2.48

VUG:

8.84

Ulcer Index

FIFGX:

4.73%

VUG:

3.38%

Daily Std Dev

FIFGX:

14.52%

VUG:

17.51%

Max Drawdown

FIFGX:

-29.57%

VUG:

-50.68%

Current Drawdown

FIFGX:

-14.59%

VUG:

-5.55%

Returns By Period

In the year-to-date period, FIFGX achieves a 5.37% return, which is significantly higher than VUG's -1.61% return.


FIFGX

YTD

5.37%

1M

6.00%

6M

4.07%

1Y

11.29%

5Y*

9.79%

10Y*

N/A

VUG

YTD

-1.61%

1M

-4.57%

6M

4.61%

1Y

29.76%

5Y*

16.97%

10Y*

15.84%

*Annualized

Compare stocks, funds, or ETFs

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


FIFGX vs. VUG - Expense Ratio Comparison

FIFGX has a 0.39% expense ratio, which is higher than VUG's 0.04% expense ratio.


FIFGX
Fidelity SAI Inflation-Focused
Expense ratio chart for FIFGX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FIFGX vs. VUG — Risk-Adjusted Performance Rank

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

FIFGX
The Risk-Adjusted Performance Rank of FIFGX is 5555
Overall Rank
The Sharpe Ratio Rank of FIFGX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FIFGX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FIFGX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FIFGX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FIFGX is 4949
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7575
Overall Rank
The Sharpe Ratio Rank of VUG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7474
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.

FIFGX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Focused (FIFGX) and Vanguard Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for FIFGX, currently valued at 0.81, compared to the broader market-1.000.001.002.003.004.000.811.71
The chart of Sortino ratio for FIFGX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.001.232.27
The chart of Omega ratio for FIFGX, currently valued at 1.14, compared to the broader market1.002.003.001.141.31
The chart of Calmar ratio for FIFGX, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.472.30
The chart of Martin ratio for FIFGX, currently valued at 2.48, compared to the broader market0.0020.0040.0060.002.488.84
FIFGX
VUG

The current FIFGX Sharpe Ratio is 0.81, which is lower than the VUG Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FIFGX and VUG, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.81
1.71
FIFGX
VUG

Dividends

FIFGX vs. VUG - Dividend Comparison

FIFGX's dividend yield for the trailing twelve months is around 4.49%, more than VUG's 0.47% yield.


TTM20242023202220212020201920182017201620152014
FIFGX
Fidelity SAI Inflation-Focused
4.49%4.73%11.40%12.49%35.29%3.10%1.90%0.04%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

FIFGX vs. VUG - Drawdown Comparison

The maximum FIFGX drawdown since its inception was -29.57%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FIFGX and VUG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.59%
-5.55%
FIFGX
VUG

Volatility

FIFGX vs. VUG - Volatility Comparison

The current volatility for Fidelity SAI Inflation-Focused (FIFGX) is 4.09%, while Vanguard Growth ETF (VUG) has a volatility of 5.67%. This indicates that FIFGX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
4.09%
5.67%
FIFGX
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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