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FNIDX vs. VCOBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNIDX and VCOBX is -0.02. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

FNIDX vs. VCOBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Sustainability Index Fd (FNIDX) and Vanguard Core Bond Fund Admiral Shares (VCOBX). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
49.31%
14.84%
FNIDX
VCOBX

Key characteristics

Sharpe Ratio

FNIDX:

0.66

VCOBX:

1.47

Sortino Ratio

FNIDX:

1.01

VCOBX:

2.19

Omega Ratio

FNIDX:

1.13

VCOBX:

1.26

Calmar Ratio

FNIDX:

0.72

VCOBX:

0.58

Martin Ratio

FNIDX:

2.14

VCOBX:

3.96

Ulcer Index

FNIDX:

5.03%

VCOBX:

1.90%

Daily Std Dev

FNIDX:

16.46%

VCOBX:

5.11%

Max Drawdown

FNIDX:

-33.17%

VCOBX:

-18.91%

Current Drawdown

FNIDX:

-3.21%

VCOBX:

-5.92%

Returns By Period

In the year-to-date period, FNIDX achieves a 6.70% return, which is significantly higher than VCOBX's 2.83% return.


FNIDX

YTD

6.70%

1M

0.39%

6M

2.10%

1Y

10.86%

5Y*

9.50%

10Y*

N/A

VCOBX

YTD

2.83%

1M

0.51%

6M

2.08%

1Y

8.13%

5Y*

-0.41%

10Y*

N/A

*Annualized

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FNIDX vs. VCOBX - Expense Ratio Comparison

FNIDX has a 0.20% expense ratio, which is higher than VCOBX's 0.10% 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 FNIDX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNIDX: 0.20%
Expense ratio chart for VCOBX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCOBX: 0.10%

Risk-Adjusted Performance

FNIDX vs. VCOBX — Risk-Adjusted Performance Rank

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

FNIDX
The Risk-Adjusted Performance Rank of FNIDX is 6666
Overall Rank
The Sharpe Ratio Rank of FNIDX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FNIDX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FNIDX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FNIDX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FNIDX is 6060
Martin Ratio Rank

VCOBX
The Risk-Adjusted Performance Rank of VCOBX is 8282
Overall Rank
The Sharpe Ratio Rank of VCOBX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VCOBX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VCOBX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VCOBX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VCOBX is 7979
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.

FNIDX vs. VCOBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Sustainability Index Fd (FNIDX) and Vanguard Core Bond Fund Admiral Shares (VCOBX). 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 FNIDX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.00
FNIDX: 0.66
VCOBX: 1.47
The chart of Sortino ratio for FNIDX, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
FNIDX: 1.01
VCOBX: 2.19
The chart of Omega ratio for FNIDX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FNIDX: 1.13
VCOBX: 1.26
The chart of Calmar ratio for FNIDX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.00
FNIDX: 0.72
VCOBX: 0.58
The chart of Martin ratio for FNIDX, currently valued at 2.14, compared to the broader market0.0010.0020.0030.0040.0050.00
FNIDX: 2.14
VCOBX: 3.96

The current FNIDX Sharpe Ratio is 0.66, which is lower than the VCOBX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FNIDX and VCOBX, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.66
1.47
FNIDX
VCOBX

Dividends

FNIDX vs. VCOBX - Dividend Comparison

FNIDX's dividend yield for the trailing twelve months is around 2.19%, less than VCOBX's 4.70% yield.


TTM202420232022202120202019201820172016
FNIDX
Fidelity International Sustainability Index Fd
2.19%2.34%2.64%2.32%1.94%1.13%2.17%2.28%0.81%0.00%
VCOBX
Vanguard Core Bond Fund Admiral Shares
4.70%4.66%4.10%3.02%1.22%1.80%3.09%3.11%2.20%1.68%

Drawdowns

FNIDX vs. VCOBX - Drawdown Comparison

The maximum FNIDX drawdown since its inception was -33.17%, which is greater than VCOBX's maximum drawdown of -18.91%. Use the drawdown chart below to compare losses from any high point for FNIDX and VCOBX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-3.21%
-5.92%
FNIDX
VCOBX

Volatility

FNIDX vs. VCOBX - Volatility Comparison

Fidelity International Sustainability Index Fd (FNIDX) has a higher volatility of 10.45% compared to Vanguard Core Bond Fund Admiral Shares (VCOBX) at 2.13%. This indicates that FNIDX's price experiences larger fluctuations and is considered to be riskier than VCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.45%
2.13%
FNIDX
VCOBX