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.
Performance
FITLX vs. VFTAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FITLX having a 26.16% return and VFTAX slightly lower at 26.09%.
FITLX
26.16%
2.41%
12.65%
32.37%
16.14%
N/A
VFTAX
26.09%
2.00%
14.06%
32.70%
15.61%
N/A
Key characteristics
FITLX | VFTAX | |
---|---|---|
Sharpe Ratio | 2.43 | 2.49 |
Sortino Ratio | 3.24 | 3.30 |
Omega Ratio | 1.45 | 1.46 |
Calmar Ratio | 3.45 | 3.57 |
Martin Ratio | 14.57 | 15.43 |
Ulcer Index | 2.25% | 2.16% |
Daily Std Dev | 13.51% | 13.42% |
Max Drawdown | -34.35% | -34.20% |
Current Drawdown | -1.11% | -1.03% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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%.
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.
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 0.89%, less than VFTAX's 1.02% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
Fidelity US Sustainability Index Fund | 0.89% | 1.12% | 1.49% | 0.81% | 1.01% | 1.27% | 1.37% | 0.71% |
Vanguard FTSE Social Index Fund Admiral Shares | 1.02% | 1.10% | 1.34% | 0.94% | 1.21% | 1.44% | 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) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) have volatilities of 4.40% and 4.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.