FIFGX vs. VUSB
FIFGX (Fidelity SAI Inflation-Focused) and VUSB (Vanguard Ultra-Short Bond ETF) are both funds - FIFGX is a Commodities fund managed by Fidelity, while VUSB is a Ultrashort Bond fund actively managed by Vanguard. Over the past 5 years, FIFGX returned 74.93%/yr vs 3.54%/yr for VUSB. Their -0.00 correlation means they have often moved in opposite directions in the past. FIFGX charges 0.39%/yr vs 0.10%/yr for VUSB.
Performance
FIFGX vs. VUSB - Performance Comparison
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Returns By Period
In the year-to-date period, FIFGX achieves a 42.94% return, which is significantly higher than VUSB's 1.96% return.
FIFGX
- 1D
- -0.95%
- 1M
- 11.03%
- 6M
- 28.71%
- YTD
- 42.94%
- 1Y
- 46.94%
- 3Y*
- 145.76%
- 5Y*
- 74.93%
- 10Y*
- —
- ALL TIME*
- 50.76%
VUSB
- 1D
- 0.02%
- 1M
- 0.24%
- 6M
- 1.57%
- YTD
- 1.96%
- 1Y
- 4.09%
- 3Y*
- 5.25%
- 5Y*
- 3.54%
- 10Y*
- —
- ALL TIME*
- 3.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $68.77M | $73.10M | $81.38M |
FIFGX vs. VUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FIFGX Fidelity SAI Inflation-Focused | 42.94% | 7.44% | 6.34% | 781.04% | 9.30% | 23.05% |
VUSB Vanguard Ultra-Short Bond ETF | 1.96% | 5.20% | 5.68% | 5.52% | -0.36% | 0.08% |
Correlation
The correlation between FIFGX and VUSB is -0.29, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.29 |
Correlation (3Y) Balances recent behavior with more history. | -0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | -0.00 |
Over the past year, the inverse relationship between FIFGX and VUSB has strengthened: their correlation has moved from -0.00 to -0.29, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
FIFGX vs. VUSB — Risk / Return Rank
FIFGX
VUSB
FIFGX vs. VUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Focused (FIFGX) and Vanguard Ultra-Short Bond ETF (VUSB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIFGX | VUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.42 | ||
| Sortino ratioReturn per unit of downside risk | -8.23 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 3.04 | -1.71 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 11.62 | -8.96 |
| Martin ratioReturn relative to average drawdown | 8.97 | 65.56 | -56.58 |
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Drawdowns
FIFGX vs. VUSB - Drawdown Comparison
The maximum FIFGX drawdown since its inception was -29.47%, which is greater than VUSB's maximum drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for FIFGX and VUSB.
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Drawdown Indicators
| FIFGX | VUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.47% | -1.79% | -27.68% |
Max Drawdown (1Y)Largest decline over 1 year | -16.42% | -0.37% | -16.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.42% | -0.46% | -15.96% |
Max Drawdown (5Y)Largest decline over 5 years | -29.47% | -1.79% | -27.68% |
Current DrawdownCurrent decline from peak | -6.37% | 0.00% | -6.37% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -0.27% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 0.07% | +4.88% |
Volatility
FIFGX vs. VUSB - Volatility Comparison
Fidelity SAI Inflation-Focused (FIFGX) has a higher volatility of 7.12% compared to Vanguard Ultra-Short Bond ETF (VUSB) at 0.16%. This indicates that FIFGX's price experiences larger fluctuations and is considered to be riskier than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIFGX | VUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 0.16% | +6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 19.45% | 0.57% | +18.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 0.67% | +21.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 406.32% | 0.84% | +405.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 329.38% | 0.82% | +328.56% |
FIFGX vs. VUSB - Expense Ratio Comparison
FIFGX has a 0.39% expense ratio, which is higher than VUSB's 0.10% expense ratio.
Dividends
FIFGX vs. VUSB - Dividend Comparison
FIFGX's dividend yield for the trailing twelve months is around 3.81%, less than VUSB's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FIFGX Fidelity SAI Inflation-Focused | 3.81% | 5.44% | 4.73% | 1.54% | 12.64% | 35.77% | 3.10% | 1.59% |
VUSB Vanguard Ultra-Short Bond ETF | 3.95% | 4.63% | 5.16% | 4.45% | 1.56% | 0.26% | 0.00% | 0.00% |
Frequently Asked Questions
FIFGX and VUSB have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIFGX has higher volatility (7.12%) compared to VUSB (0.16%). In terms of maximum drawdown, FIFGX dropped -29.47% vs VUSB's -1.79%.
VUSB currently has the higher Sharpe Ratio (6.39 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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