FNIDX vs. VCOBX
Compare and contrast key facts about Fidelity International Sustainability Index Fd (FNIDX) and Vanguard Core Bond Fund Admiral Shares (VCOBX).
FNIDX is managed by Fidelity. It was launched on May 9, 2017. VCOBX is managed by Vanguard. It was launched on Mar 28, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNIDX or VCOBX.
Key characteristics
| FNIDX | VCOBX | |
|---|---|---|
| YTD Return | 10.77% | 2.68% |
| 1Y Return | 21.43% | 8.56% |
| 3Y Return (Ann) | 0.10% | -2.08% |
| 5Y Return (Ann) | 5.39% | 0.46% |
| Sharpe Ratio | 1.56 | 1.57 |
| Sortino Ratio | 2.25 | 2.34 |
| Omega Ratio | 1.29 | 1.28 |
| Calmar Ratio | 1.17 | 0.57 |
| Martin Ratio | 8.70 | 6.02 |
| Ulcer Index | 2.45% | 1.48% |
| Daily Std Dev | 13.70% | 5.68% |
| Max Drawdown | -33.17% | -18.91% |
| Current Drawdown | -4.92% | -7.84% |
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.
Performance
FNIDX vs. VCOBX - Performance Comparison
In the year-to-date period, FNIDX achieves a 10.77% return, which is significantly higher than VCOBX's 2.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
FNIDX vs. VCOBX - Dividend Comparison
FNIDX's dividend yield for the trailing twelve months is around 2.38%, less than VCOBX's 4.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
FNIDX Fidelity International Sustainability Index Fd | 2.38% | 2.64% | 2.32% | 1.94% | 1.13% | 2.17% | 2.28% | 0.81% | 0.00% |
VCOBX Vanguard Core Bond Fund Admiral Shares | 4.58% | 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.
Volatility
FNIDX vs. VCOBX - Volatility Comparison
Fidelity International Sustainability Index Fd (FNIDX) has a higher volatility of 4.00% compared to Vanguard Core Bond Fund Admiral Shares (VCOBX) at 1.56%. 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.