FIPDX vs. VOO
Compare and contrast key facts about Fidelity Inflation-Protected Bond Index Fund (FIPDX) and Vanguard S&P 500 ETF (VOO).
FIPDX is managed by Fidelity. It was launched on May 16, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIPDX or VOO.
Performance
FIPDX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FIPDX achieves a 2.89% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, FIPDX has underperformed VOO with an annualized return of 1.43%, while VOO has yielded a comparatively higher 13.15% annualized return.
FIPDX
2.89%
-1.19%
2.69%
5.68%
1.51%
1.43%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| FIPDX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.19 | 2.69 |
| Sortino Ratio | 1.77 | 3.59 |
| Omega Ratio | 1.22 | 1.50 |
| Calmar Ratio | 0.47 | 3.89 |
| Martin Ratio | 5.00 | 17.64 |
| Ulcer Index | 1.14% | 1.86% |
| Daily Std Dev | 4.76% | 12.20% |
| Max Drawdown | -14.29% | -33.99% |
| Current Drawdown | -6.63% | -1.40% |
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FIPDX vs. VOO - Expense Ratio Comparison
FIPDX has a 0.05% expense ratio, which is higher than VOO's 0.03% expense ratio. However, 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 FIPDX and VOO is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
FIPDX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Inflation-Protected Bond Index Fund (FIPDX) and Vanguard S&P 500 ETF (VOO). 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
FIPDX vs. VOO - Dividend Comparison
FIPDX's dividend yield for the trailing twelve months is around 5.48%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIPDX Fidelity Inflation-Protected Bond Index Fund | 5.48% | 3.59% | 8.87% | 4.76% | 0.24% | 0.41% | 0.39% | 0.09% | 0.08% | 0.11% | 1.10% | 0.66% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FIPDX vs. VOO - Drawdown Comparison
The maximum FIPDX drawdown since its inception was -14.29%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FIPDX and VOO. For additional features, visit the drawdowns tool.
Volatility
FIPDX vs. VOO - Volatility Comparison
The current volatility for Fidelity Inflation-Protected Bond Index Fund (FIPDX) is 1.16%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that FIPDX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.