PortfoliosLab logoPortfoliosLab logo
FIKRX vs. VTBNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIKRX vs. VTBNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Limited Term Bond Fund Class Z (FIKRX) and Vanguard Total Bond Market II Index Fund (VTBNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FIKRX vs. VTBNX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIKRX
Fidelity Advisor Limited Term Bond Fund Class Z
-0.40%6.75%4.97%6.09%-6.17%-1.39%5.26%6.14%1.01%
VTBNX
Vanguard Total Bond Market II Index Fund
-0.60%7.18%1.32%5.68%-13.12%-1.82%7.39%8.71%2.52%

Returns By Period

In the year-to-date period, FIKRX achieves a -0.40% return, which is significantly higher than VTBNX's -0.60% return.


FIKRX

1D
0.26%
1M
-1.37%
YTD
-0.40%
6M
0.88%
1Y
4.34%
3Y*
5.15%
5Y*
2.11%
10Y*

VTBNX

1D
0.42%
1M
-2.26%
YTD
-0.60%
6M
0.40%
1Y
3.62%
3Y*
3.40%
5Y*
0.22%
10Y*
1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FIKRX vs. VTBNX - Expense Ratio Comparison

FIKRX has a 0.36% expense ratio, which is higher than VTBNX's 0.02% expense ratio.


Return for Risk

FIKRX vs. VTBNX — Risk / Return Rank

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

FIKRX
FIKRX Risk / Return Rank: 9393
Overall Rank
FIKRX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FIKRX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FIKRX Omega Ratio Rank: 9292
Omega Ratio Rank
FIKRX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FIKRX Martin Ratio Rank: 9494
Martin Ratio Rank

VTBNX
VTBNX Risk / Return Rank: 5353
Overall Rank
VTBNX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VTBNX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VTBNX Omega Ratio Rank: 3737
Omega Ratio Rank
VTBNX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VTBNX Martin Ratio Rank: 5151
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.

FIKRX vs. VTBNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Limited Term Bond Fund Class Z (FIKRX) and Vanguard Total Bond Market II Index Fund (VTBNX). 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.


FIKRXVTBNXDifference

Sharpe ratio

Return per unit of total volatility

2.06

0.98

+1.08

Sortino ratio

Return per unit of downside risk

3.34

1.41

+1.92

Omega ratio

Gain probability vs. loss probability

1.44

1.17

+0.27

Calmar ratio

Return relative to maximum drawdown

2.99

1.77

+1.21

Martin ratio

Return relative to average drawdown

12.00

5.02

+6.98

FIKRX vs. VTBNX - Sharpe Ratio Comparison

The current FIKRX Sharpe Ratio is 2.06, which is higher than the VTBNX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FIKRX and VTBNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FIKRXVTBNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

0.98

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.04

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.36

+0.73

Correlation

The correlation between FIKRX and VTBNX is 0.83, 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.


Dividends

FIKRX vs. VTBNX - Dividend Comparison

FIKRX's dividend yield for the trailing twelve months is around 3.74%, more than VTBNX's 3.68% yield.


TTM2025202420232022202120202019201820172016
FIKRX
Fidelity Advisor Limited Term Bond Fund Class Z
3.74%3.98%3.41%2.22%1.31%1.33%2.48%2.53%0.64%0.00%0.00%
VTBNX
Vanguard Total Bond Market II Index Fund
3.68%3.95%3.77%3.13%2.54%1.82%3.12%2.79%2.56%2.52%2.55%

Drawdowns

FIKRX vs. VTBNX - Drawdown Comparison

The maximum FIKRX drawdown since its inception was -9.79%, smaller than the maximum VTBNX drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for FIKRX and VTBNX.


Loading graphics...

Drawdown Indicators


FIKRXVTBNXDifference

Max Drawdown

Largest peak-to-trough decline

-9.79%

-18.71%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-2.67%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-9.64%

-18.05%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-18.71%

Current Drawdown

Current decline from peak

-1.37%

-3.11%

+1.74%

Average Drawdown

Average peak-to-trough decline

-1.93%

-4.91%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.94%

-0.54%

Volatility

FIKRX vs. VTBNX - Volatility Comparison

The current volatility for Fidelity Advisor Limited Term Bond Fund Class Z (FIKRX) is 0.78%, while Vanguard Total Bond Market II Index Fund (VTBNX) has a volatility of 1.52%. This indicates that FIKRX experiences smaller price fluctuations and is considered to be less risky than VTBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FIKRXVTBNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.52%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

2.54%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

4.32%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.74%

5.92%

-3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.66%

4.91%

-2.25%