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FLDR vs. VCSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLDR and VCSH is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

FLDR vs. VCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Duration Bond Factor ETF (FLDR) and Vanguard Short-Term Corporate Bond ETF (VCSH). The values are adjusted to include any dividend payments, if applicable.

19.00%20.00%21.00%22.00%NovemberDecember2025FebruaryMarchApril
22.16%
22.13%
FLDR
VCSH

Key characteristics

Sharpe Ratio

FLDR:

4.96

VCSH:

2.99

Sortino Ratio

FLDR:

8.23

VCSH:

4.60

Omega Ratio

FLDR:

2.29

VCSH:

1.64

Calmar Ratio

FLDR:

7.52

VCSH:

5.64

Martin Ratio

FLDR:

40.02

VCSH:

15.89

Ulcer Index

FLDR:

0.14%

VCSH:

0.46%

Daily Std Dev

FLDR:

1.15%

VCSH:

2.43%

Max Drawdown

FLDR:

-12.23%

VCSH:

-12.86%

Current Drawdown

FLDR:

-0.18%

VCSH:

-0.03%

Returns By Period

In the year-to-date period, FLDR achieves a 1.51% return, which is significantly lower than VCSH's 2.26% return.


FLDR

YTD

1.51%

1M

0.01%

6M

2.22%

1Y

5.71%

5Y*

3.12%

10Y*

N/A

VCSH

YTD

2.26%

1M

0.37%

6M

2.65%

1Y

7.42%

5Y*

2.29%

10Y*

2.46%

*Annualized

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FLDR vs. VCSH - Expense Ratio Comparison

FLDR has a 0.15% expense ratio, which is higher than VCSH's 0.04% 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%.


Expense ratio chart for FLDR: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLDR: 0.15%
Expense ratio chart for VCSH: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCSH: 0.04%

Risk-Adjusted Performance

FLDR vs. VCSH — Risk-Adjusted Performance Rank

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

FLDR
The Risk-Adjusted Performance Rank of FLDR is 9999
Overall Rank
The Sharpe Ratio Rank of FLDR is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FLDR is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FLDR is 9999
Omega Ratio Rank
The Calmar Ratio Rank of FLDR is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FLDR is 9999
Martin Ratio Rank

VCSH
The Risk-Adjusted Performance Rank of VCSH is 9797
Overall Rank
The Sharpe Ratio Rank of VCSH is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSH is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VCSH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VCSH is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VCSH is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLDR vs. VCSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Duration Bond Factor ETF (FLDR) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.


The chart of Sharpe ratio for FLDR, currently valued at 4.96, compared to the broader market-1.000.001.002.003.004.00
FLDR: 4.96
VCSH: 2.99
The chart of Sortino ratio for FLDR, currently valued at 8.23, compared to the broader market-2.000.002.004.006.008.00
FLDR: 8.23
VCSH: 4.60
The chart of Omega ratio for FLDR, currently valued at 2.29, compared to the broader market0.501.001.502.002.50
FLDR: 2.29
VCSH: 1.64
The chart of Calmar ratio for FLDR, currently valued at 7.52, compared to the broader market0.002.004.006.008.0010.0012.00
FLDR: 7.52
VCSH: 5.64
The chart of Martin ratio for FLDR, currently valued at 40.02, compared to the broader market0.0020.0040.0060.00
FLDR: 40.02
VCSH: 15.89

The current FLDR Sharpe Ratio is 4.96, which is higher than the VCSH Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of FLDR and VCSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.003.004.005.006.007.00NovemberDecember2025FebruaryMarchApril
4.96
2.99
FLDR
VCSH

Dividends

FLDR vs. VCSH - Dividend Comparison

FLDR's dividend yield for the trailing twelve months is around 4.77%, more than VCSH's 4.07% yield.


TTM20242023202220212020201920182017201620152014
FLDR
Fidelity Low Duration Bond Factor ETF
4.77%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%0.00%0.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.07%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.25%2.10%2.08%2.01%

Drawdowns

FLDR vs. VCSH - Drawdown Comparison

The maximum FLDR drawdown since its inception was -12.23%, roughly equal to the maximum VCSH drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for FLDR and VCSH. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril
-0.18%
-0.03%
FLDR
VCSH

Volatility

FLDR vs. VCSH - Volatility Comparison

The current volatility for Fidelity Low Duration Bond Factor ETF (FLDR) is 0.51%, while Vanguard Short-Term Corporate Bond ETF (VCSH) has a volatility of 1.37%. This indicates that FLDR experiences smaller price fluctuations and is considered to be less risky than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%NovemberDecember2025FebruaryMarchApril
0.51%
1.37%
FLDR
VCSH