FSIGX vs. VTIPX
FSIGX (Fidelity Series Investment Grade Bond Fund) and VTIPX (Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares) are both mutual funds - FSIGX is a Investment Grade Bonds fund managed by Fidelity, while VTIPX is a Inflation-Protected Bonds fund tracking the Bloomberg U.S. 0-5 Year Treasury Inflation-Protected Securities Index. Over the past 10 years, FSIGX returned 2.10%/yr vs 3.00%/yr for VTIPX. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
FSIGX vs. VTIPX - Performance Comparison
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Returns By Period
In the year-to-date period, FSIGX achieves a -0.48% return, which is significantly lower than VTIPX's 1.77% return. Over the past 10 years, FSIGX has underperformed VTIPX with an annualized return of 2.10%, while VTIPX has yielded a comparatively higher 3.00% annualized return.
FSIGX
- 1D
- 0.00%
- 1M
- -1.19%
- 6M
- -0.73%
- YTD
- -0.48%
- 1Y
- 1.91%
- 3Y*
- 4.14%
- 5Y*
- 0.03%
- 10Y*
- 2.10%
- ALL TIME*
- 3.84%
VTIPX
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.24%
- YTD
- 1.77%
- 1Y
- 2.98%
- 3Y*
- 4.94%
- 5Y*
- 2.97%
- 10Y*
- 3.00%
- ALL TIME*
- 2.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FSIGX vs. VTIPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSIGX Fidelity Series Investment Grade Bond Fund | -0.48% | 7.65% | 1.79% | 6.82% | -13.30% | -0.67% | 9.71% | 9.75% | -0.15% | 4.39% |
VTIPX Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares | 1.77% | 5.96% | 4.65% | 4.51% | -2.93% | 5.21% | 4.85% | 4.74% | 0.49% | 0.72% |
Correlation
The correlation between FSIGX and VTIPX is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.58 |
The correlation between FSIGX and VTIPX shifts across timeframes, from 0.50 (1 year) to 0.63 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FSIGX vs. VTIPX — Risk / Return Rank
FSIGX
VTIPX
FSIGX vs. VTIPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Bond Fund (FSIGX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX). 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.
| FSIGX | VTIPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 4.57 | -3.50 |
| Martin ratioReturn relative to average drawdown | 2.62 | 13.78 | -11.16 |
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Drawdowns
FSIGX vs. VTIPX - Drawdown Comparison
The maximum FSIGX drawdown since its inception was -18.22%, which is greater than VTIPX's maximum drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for FSIGX and VTIPX.
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Drawdown Indicators
| FSIGX | VTIPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.22% | -5.36% | -12.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -0.72% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -5.20% | -0.95% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | -5.36% | -12.86% |
Max Drawdown (10Y)Largest decline over 10 years | -18.22% | -5.36% | -12.86% |
Current DrawdownCurrent decline from peak | -2.48% | -0.26% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -1.10% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 0.24% | +0.98% |
Volatility
FSIGX vs. VTIPX - Volatility Comparison
Fidelity Series Investment Grade Bond Fund (FSIGX) has a higher volatility of 1.02% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) at 0.41%. This indicates that FSIGX's price experiences larger fluctuations and is considered to be riskier than VTIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSIGX | VTIPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 0.41% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 1.24% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.89% | 1.55% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 2.65% | +3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.03% | 2.23% | +2.80% |
Dividends
FSIGX vs. VTIPX - Dividend Comparison
FSIGX's dividend yield for the trailing twelve months is around 3.97%, less than VTIPX's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSIGX Fidelity Series Investment Grade Bond Fund | 3.97% | 4.24% | 4.01% | 4.00% | 2.37% | 1.88% | 6.32% | 3.09% | 3.20% | 2.86% | 4.32% | 3.07% |
VTIPX Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares | 4.04% | 3.70% | 2.60% | 2.76% | 6.74% | 4.59% | 1.11% | 1.88% | 2.37% | 1.50% | 0.55% | 0.00% |
Frequently Asked Questions
FSIGX and VTIPX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSIGX has higher volatility (1.02%) compared to VTIPX (0.41%). In terms of maximum drawdown, FSIGX dropped -18.22% vs VTIPX's -5.36%.
VTIPX currently has the higher Sharpe Ratio (2.12 vs 0.83), 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.
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