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

Correlation

The correlation between FNIDX and VCOBX is 0.04, 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.


-0.50.00.51.00.0

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%JulyAugustSeptemberOctoberNovemberDecember
37.60%
11.37%
FNIDX
VCOBX

Key characteristics

Sharpe Ratio

FNIDX:

0.48

VCOBX:

0.37

Sortino Ratio

FNIDX:

0.74

VCOBX:

0.55

Omega Ratio

FNIDX:

1.09

VCOBX:

1.06

Calmar Ratio

FNIDX:

0.45

VCOBX:

0.15

Martin Ratio

FNIDX:

1.76

VCOBX:

1.07

Ulcer Index

FNIDX:

3.54%

VCOBX:

1.79%

Daily Std Dev

FNIDX:

13.03%

VCOBX:

5.19%

Max Drawdown

FNIDX:

-33.17%

VCOBX:

-18.91%

Current Drawdown

FNIDX:

-11.23%

VCOBX:

-8.76%

Returns By Period

In the year-to-date period, FNIDX achieves a 3.42% return, which is significantly higher than VCOBX's 1.65% return.


FNIDX

YTD

3.42%

1M

-3.12%

6M

-2.58%

1Y

4.67%

5Y*

3.28%

10Y*

N/A

VCOBX

YTD

1.65%

1M

-0.50%

6M

1.37%

1Y

2.04%

5Y*

0.10%

10Y*

N/A

Compare stocks, funds, or ETFs

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


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%.


FNIDX
Fidelity International Sustainability Index Fd
Expense ratio chart for FNIDX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VCOBX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FNIDX, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.000.480.37
The chart of Sortino ratio for FNIDX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.740.55
The chart of Omega ratio for FNIDX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.06
The chart of Calmar ratio for FNIDX, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.0014.000.450.15
The chart of Martin ratio for FNIDX, currently valued at 1.76, compared to the broader market0.0020.0040.0060.001.761.07
FNIDX
VCOBX

The current FNIDX Sharpe Ratio is 0.48, which is comparable to the VCOBX Sharpe Ratio of 0.37. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.48
0.37
FNIDX
VCOBX

Dividends

FNIDX vs. VCOBX - Dividend Comparison

FNIDX has not paid dividends to shareholders, while VCOBX's dividend yield for the trailing twelve months is around 3.84%.


TTM20232022202120202019201820172016
FNIDX
Fidelity International Sustainability Index Fd
0.00%2.64%2.32%1.94%1.13%2.17%2.28%0.81%0.00%
VCOBX
Vanguard Core Bond Fund Admiral Shares
3.84%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.23%
-8.76%
FNIDX
VCOBX

Volatility

FNIDX vs. VCOBX - Volatility Comparison

Fidelity International Sustainability Index Fd (FNIDX) has a higher volatility of 3.97% compared to Vanguard Core Bond Fund Admiral Shares (VCOBX) at 1.40%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.97%
1.40%
FNIDX
VCOBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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