FSRRX vs. VTI
Compare and contrast key facts about Fidelity Strategic Real Return Fund (FSRRX) and Vanguard Total Stock Market ETF (VTI).
FSRRX is managed by Fidelity. It was launched on Sep 7, 2005. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSRRX or VTI.
Key characteristics
| FSRRX | VTI | |
|---|---|---|
| YTD Return | 7.17% | 26.35% |
| 1Y Return | 11.89% | 40.48% |
| 3Y Return (Ann) | 2.80% | 8.68% |
| 5Y Return (Ann) | 5.73% | 15.37% |
| 10Y Return (Ann) | 3.50% | 12.90% |
| Sharpe Ratio | 2.12 | 3.10 |
| Sortino Ratio | 3.21 | 4.13 |
| Omega Ratio | 1.40 | 1.58 |
| Calmar Ratio | 1.29 | 4.21 |
| Martin Ratio | 12.24 | 20.25 |
| Ulcer Index | 0.94% | 1.94% |
| Daily Std Dev | 5.41% | 12.68% |
| Max Drawdown | -33.43% | -55.45% |
| Current Drawdown | -0.66% | 0.00% |
Correlation
The correlation between FSRRX and VTI is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FSRRX vs. VTI - Performance Comparison
In the year-to-date period, FSRRX achieves a 7.17% return, which is significantly lower than VTI's 26.35% return. Over the past 10 years, FSRRX has underperformed VTI with an annualized return of 3.50%, while VTI has yielded a comparatively higher 12.90% annualized 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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FSRRX vs. VTI - Expense Ratio Comparison
FSRRX has a 0.70% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
FSRRX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Real Return Fund (FSRRX) and Vanguard Total Stock Market ETF (VTI). 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
FSRRX vs. VTI - Dividend Comparison
FSRRX's dividend yield for the trailing twelve months is around 4.61%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRRX Fidelity Strategic Real Return Fund | 4.61% | 5.29% | 7.31% | 5.35% | 2.25% | 3.05% | 3.96% | 2.49% | 2.14% | 1.63% | 2.18% | 2.24% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FSRRX vs. VTI - Drawdown Comparison
The maximum FSRRX drawdown since its inception was -33.43%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FSRRX and VTI. For additional features, visit the drawdowns tool.
Volatility
FSRRX vs. VTI - Volatility Comparison
The current volatility for Fidelity Strategic Real Return Fund (FSRRX) is 1.41%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.11%. This indicates that FSRRX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.