FSEC vs. VTG
FSEC (Fidelity Investment Grade Securitized ETF) and VTG (Vanguard Total Treasury ETF) are both Intermediate Core Bond funds. FSEC is actively managed, while VTG is passively managed. A 0.79 correlation means they provide meaningful diversification when combined. FSEC charges 0.36%/yr vs 0.03%/yr for VTG.
Performance
FSEC vs. VTG - Performance Comparison
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Returns By Period
In the year-to-date period, FSEC achieves a 0.97% return, which is significantly higher than VTG's 0.06% return.
FSEC
- 1D
- 0.00%
- 1M
- 0.20%
- YTD
- 0.97%
- 6M
- 1.42%
- 1Y
- 7.15%
- 3Y*
- 4.89%
- 5Y*
- 0.57%
- 10Y*
- —
VTG
- 1D
- 0.01%
- 1M
- 0.02%
- YTD
- 0.06%
- 6M
- -0.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSEC vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FSEC Fidelity Investment Grade Securitized ETF | 0.97% | 3.49% |
VTG Vanguard Total Treasury ETF | 0.06% | 2.88% |
Correlation
The correlation between FSEC and VTG is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.79 |
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Return for Risk
FSEC vs. VTG — Risk / Return Rank
FSEC
VTG
FSEC vs. VTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Investment Grade Securitized ETF (FSEC) and Vanguard Total Treasury ETF (VTG). 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.
| FSEC | VTG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | — | — |
Sortino ratioReturn per unit of downside risk | 2.04 | — | — |
Omega ratioGain probability vs. loss probability | 1.26 | — | — |
Calmar ratioReturn relative to maximum drawdown | 2.63 | — | — |
Martin ratioReturn relative to average drawdown | 7.56 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSEC | VTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.94 | -0.87 |
Drawdowns
FSEC vs. VTG - Drawdown Comparison
The maximum FSEC drawdown since its inception was -17.97%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for FSEC and VTG.
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Drawdown Indicators
| FSEC | VTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.97% | -2.89% | -15.08% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -7.32% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.97% | — | — |
Current DrawdownCurrent decline from peak | -1.09% | -1.73% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -0.73% | -5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | — | — |
Volatility
FSEC vs. VTG - Volatility Comparison
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Volatility by Period
| FSEC | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.35% | 3.52% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.76% | 3.52% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.61% | 3.52% | +3.09% |
FSEC vs. VTG - Expense Ratio Comparison
FSEC has a 0.36% expense ratio, which is higher than VTG's 0.03% expense ratio.
Dividends
FSEC vs. VTG - Dividend Comparison
FSEC's dividend yield for the trailing twelve months is around 4.44%, more than VTG's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FSEC Fidelity Investment Grade Securitized ETF | 4.44% | 4.22% | 3.22% | 3.41% | 2.21% | 0.96% |
VTG Vanguard Total Treasury ETF | 3.20% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FSEC and VTG have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTG is cheaper with a 0.03% expense ratio, compared with 0.36% for FSEC.
FSEC has the higher dividend yield at 4.44%, compared with 3.20% for VTG.
They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.36% for FSEC and 0.03% for VTG.
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