FIKUX vs. VTBNX
Compare and contrast key facts about Fidelity Advisor Mortgage Securities Fund Class Z (FIKUX) and Vanguard Total Bond Market II Index Fund (VTBNX).
FIKUX is managed by Fidelity. It was launched on Oct 2, 2018. VTBNX is managed by Vanguard.
Performance
FIKUX vs. VTBNX - Performance Comparison
Loading graphics...
FIKUX vs. VTBNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIKUX Fidelity Advisor Mortgage Securities Fund Class Z | 0.11% | 8.40% | 1.22% | 4.69% | -12.59% | -1.15% | 4.61% | 6.42% | 2.85% |
VTBNX Vanguard Total Bond Market II Index Fund | -0.39% | 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, FIKUX achieves a 0.11% return, which is significantly higher than VTBNX's -0.39% return.
FIKUX
- 1D
- 0.10%
- 1M
- -1.49%
- YTD
- 0.11%
- 6M
- 1.41%
- 1Y
- 4.84%
- 3Y*
- 3.92%
- 5Y*
- 0.10%
- 10Y*
- —
VTBNX
- 1D
- 0.21%
- 1M
- -1.65%
- YTD
- -0.39%
- 6M
- 0.40%
- 1Y
- 3.62%
- 3Y*
- 3.47%
- 5Y*
- 0.19%
- 10Y*
- 1.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIKUX vs. VTBNX - Expense Ratio Comparison
FIKUX has a 0.36% expense ratio, which is higher than VTBNX's 0.02% expense ratio.
Return for Risk
FIKUX vs. VTBNX — Risk / Return Rank
FIKUX
VTBNX
FIKUX vs. VTBNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mortgage Securities Fund Class Z (FIKUX) 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.
| FIKUX | VTBNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.90 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.30 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.65 | +0.26 |
Martin ratioReturn relative to average drawdown | 5.42 | 4.63 | +0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FIKUX | VTBNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.90 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.03 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.37 | -0.06 |
Correlation
The correlation between FIKUX and VTBNX is 0.88, 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
FIKUX vs. VTBNX - Dividend Comparison
FIKUX's dividend yield for the trailing twelve months is around 3.69%, which matches VTBNX's 3.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FIKUX Fidelity Advisor Mortgage Securities Fund Class Z | 3.69% | 4.01% | 4.24% | 3.31% | 1.49% | 0.68% | 2.50% | 2.69% | 0.67% | 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
FIKUX vs. VTBNX - Drawdown Comparison
The maximum FIKUX drawdown since its inception was -18.63%, roughly equal to the maximum VTBNX drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for FIKUX and VTBNX.
Loading graphics...
Drawdown Indicators
| FIKUX | VTBNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.63% | -18.71% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -2.67% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.50% | -18.05% | -0.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.71% | — |
Current DrawdownCurrent decline from peak | -1.97% | -2.91% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -4.91% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 0.95% | +0.11% |
Volatility
FIKUX vs. VTBNX - Volatility Comparison
Fidelity Advisor Mortgage Securities Fund Class Z (FIKUX) has a higher volatility of 1.65% compared to Vanguard Total Bond Market II Index Fund (VTBNX) at 1.52%. This indicates that FIKUX's price experiences larger fluctuations and is considered to be riskier than VTBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FIKUX | VTBNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.65% | 1.52% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 2.54% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 4.31% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.77% | 5.92% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.75% | 4.91% | +0.84% |