PortfoliosLab logoPortfoliosLab logo
FMSFX vs. VBIMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMSFX vs. VBIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Mortgage Securities Fund (FMSFX) and Vanguard Intermediate-Term Bond Index Fund Institutional Shares (VBIMX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FMSFX achieves a -0.01% return, which is significantly higher than VBIMX's -1.03% return. Over the past 10 years, FMSFX has underperformed VBIMX with an annualized return of 1.12%, while VBIMX has yielded a comparatively higher 1.63% annualized return.


FMSFX

1D
0.00%
1M
-1.11%
6M
-0.50%
YTD
-0.01%
1Y
3.39%
3Y*
4.14%
5Y*
-0.13%
10Y*
1.12%
ALL TIME*
4.13%

VBIMX

1D
0.10%
1M
-1.06%
6M
-1.01%
YTD
-1.03%
1Y
1.36%
3Y*
4.09%
5Y*
-0.36%
10Y*
1.63%
ALL TIME*
3.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FMSFX vs. VBIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMSFX
Fidelity Mortgage Securities Fund
-0.01%8.29%1.00%4.91%-12.61%-1.20%4.41%6.43%0.79%2.35%
VBIMX
Vanguard Intermediate-Term Bond Index Fund Institutional Shares
-1.03%8.59%1.55%5.78%-13.25%-2.50%9.83%10.22%-0.13%3.89%

Correlation

The correlation between FMSFX and VBIMX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2006

0.84

The correlation between FMSFX and VBIMX shifts across timeframes, from 0.84 (all time) to 0.95 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FMSFX vs. VBIMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FMSFX
FMSFX Risk / Return Rank: 3838
Overall Rank
FMSFX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FMSFX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FMSFX Omega Ratio Rank: 3838
Omega Ratio Rank
FMSFX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FMSFX Martin Ratio Rank: 3131
Martin Ratio Rank

VBIMX
VBIMX Risk / Return Rank: 1717
Overall Rank
VBIMX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VBIMX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VBIMX Omega Ratio Rank: 1616
Omega Ratio Rank
VBIMX Calmar Ratio Rank: 1717
Calmar Ratio Rank
VBIMX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FMSFX vs. VBIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mortgage Securities Fund (FMSFX) and Vanguard Intermediate-Term Bond Index Fund Institutional Shares (VBIMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FMSFXVBIMXDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.21

1.12

+0.10

Calmar ratioReturn relative to maximum drawdown

1.64

0.79

+0.85

Martin ratioReturn relative to average drawdown

4.58

1.90

+2.68

FMSFX vs. VBIMX - Sharpe Ratio Comparison

The current FMSFX Sharpe Ratio is 1.19, which is higher than the VBIMX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FMSFX and VBIMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FMSFX vs. VBIMX - Drawdown Comparison

The maximum FMSFX drawdown since its inception was -18.81%, roughly equal to the maximum VBIMX drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for FMSFX and VBIMX.


Loading charts...

Drawdown Indicators


FMSFXVBIMXDifference

Max Drawdown

Largest peak-to-trough decline

-18.81%

-19.07%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-3.42%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

-5.20%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-18.77%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

-19.07%

+0.26%

Current Drawdown

Current decline from peak

-2.07%

-2.81%

+0.74%

Average Drawdown

Average peak-to-trough decline

-1.92%

-3.31%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.42%

-0.41%

Volatility

FMSFX vs. VBIMX - Volatility Comparison

Fidelity Mortgage Securities Fund (FMSFX) and Vanguard Intermediate-Term Bond Index Fund Institutional Shares (VBIMX) have volatilities of 1.08% and 1.03%, 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.


Loading charts...

Volatility by Period


FMSFXVBIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.03%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

3.25%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

4.10%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.82%

6.39%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.14%

5.38%

-0.24%

FMSFX vs. VBIMX - Expense Ratio Comparison

FMSFX has a 0.45% expense ratio, which is higher than VBIMX's 0.05% expense ratio.


Dividends

FMSFX vs. VBIMX - Dividend Comparison

FMSFX's dividend yield for the trailing twelve months is around 3.60%, less than VBIMX's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
FMSFX
Fidelity Mortgage Securities Fund
3.60%3.93%4.12%3.50%1.43%0.62%2.40%2.62%2.57%2.60%2.65%2.05%
VBIMX
Vanguard Intermediate-Term Bond Index Fund Institutional Shares
3.96%4.03%3.82%2.82%2.41%3.23%2.95%2.75%2.89%2.76%3.08%3.12%

Frequently Asked Questions


With a correlation of 0.94, FMSFX and VBIMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FMSFX has higher volatility (1.08%) compared to VBIMX (1.03%). In terms of maximum drawdown, FMSFX dropped -18.81% vs VBIMX's -19.07%.

FMSFX currently has the higher Sharpe Ratio (1.19 vs 0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FMSFX and VBIMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer