FITLX vs. VFTAX
Compare and contrast key facts about Fidelity US Sustainability Index Fund (FITLX) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX).
FITLX is managed by Fidelity. It was launched on May 9, 2017. VFTAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FITLX or VFTAX.
Key characteristics
| FITLX | VFTAX | |
|---|---|---|
| YTD Return | 18.64% | 18.91% |
| 1Y Return | 27.91% | 29.78% |
| 3Y Return (Ann) | 9.84% | 8.39% |
| 5Y Return (Ann) | 15.59% | 15.35% |
| Sharpe Ratio | 1.93 | 2.02 |
| Daily Std Dev | 14.10% | 13.89% |
| Max Drawdown | -34.35% | -34.20% |
| Current Drawdown | -1.29% | -0.96% |
Correlation
The correlation between FITLX and VFTAX is 0.98, 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.
Performance
FITLX vs. VFTAX - Performance Comparison
The year-to-date returns for both investments are quite close, with FITLX having a 18.64% return and VFTAX slightly higher at 18.91%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FITLX vs. VFTAX - Expense Ratio Comparison
FITLX has a 0.11% expense ratio, which is lower than VFTAX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FITLX vs. VFTAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX). 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
FITLX vs. VFTAX - Dividend Comparison
FITLX's dividend yield for the trailing twelve months is around 0.95%, more than VFTAX's 0.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | 0.95% | 1.12% | 1.49% | 0.99% | 1.01% | 1.41% | 1.58% | 0.76% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.81% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% |
Drawdowns
FITLX vs. VFTAX - Drawdown Comparison
The maximum FITLX drawdown since its inception was -34.35%, roughly equal to the maximum VFTAX drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for FITLX and VFTAX. For additional features, visit the drawdowns tool.
Volatility
FITLX vs. VFTAX - Volatility Comparison
Fidelity US Sustainability Index Fund (FITLX) has a higher volatility of 4.75% compared to Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) at 4.40%. This indicates that FITLX's price experiences larger fluctuations and is considered to be riskier than VFTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.