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FSRRX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

FSRRX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Strategic Real Return Fund (FSRRX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.45%
6.61%
FSRRX
VTI

Key characteristics

Sharpe Ratio

FSRRX:

0.86

VTI:

2.06

Sortino Ratio

FSRRX:

1.13

VTI:

2.74

Omega Ratio

FSRRX:

1.17

VTI:

1.38

Calmar Ratio

FSRRX:

0.72

VTI:

3.11

Martin Ratio

FSRRX:

4.18

VTI:

12.94

Ulcer Index

FSRRX:

1.15%

VTI:

2.06%

Daily Std Dev

FSRRX:

5.58%

VTI:

12.96%

Max Drawdown

FSRRX:

-33.43%

VTI:

-55.45%

Current Drawdown

FSRRX:

-3.21%

VTI:

-3.34%

Returns By Period

In the year-to-date period, FSRRX achieves a 0.24% return, which is significantly lower than VTI's 0.55% return. Over the past 10 years, FSRRX has underperformed VTI with an annualized return of 3.44%, while VTI has yielded a comparatively higher 12.67% annualized return.


FSRRX

YTD

0.24%

1M

-2.77%

6M

0.69%

1Y

4.82%

5Y*

4.89%

10Y*

3.44%

VTI

YTD

0.55%

1M

-3.34%

6M

7.65%

1Y

24.90%

5Y*

13.68%

10Y*

12.67%

*Annualized

Compare stocks, funds, or ETFs

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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.


Expense ratio chart for FSRRX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FSRRX vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSRRX
The Risk-Adjusted Performance Rank of FSRRX is 5555
Overall Rank
The Sharpe Ratio Rank of FSRRX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRRX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FSRRX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FSRRX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FSRRX is 5757
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 8080
Overall Rank
The Sharpe Ratio Rank of VTI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FSRRX, currently valued at 0.86, compared to the broader market-1.000.001.002.003.000.862.06
The chart of Sortino ratio for FSRRX, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.001.132.74
The chart of Omega ratio for FSRRX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.38
The chart of Calmar ratio for FSRRX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.000.723.11
The chart of Martin ratio for FSRRX, currently valued at 4.18, compared to the broader market0.0010.0020.0030.0040.0050.004.1812.94
FSRRX
VTI

The current FSRRX Sharpe Ratio is 0.86, which is lower than the VTI Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FSRRX and VTI, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.86
2.06
FSRRX
VTI

Dividends

FSRRX vs. VTI - Dividend Comparison

FSRRX's dividend yield for the trailing twelve months is around 3.23%, more than VTI's 1.26% yield.


TTM20242023202220212020201920182017201620152014
FSRRX
Fidelity Strategic Real Return Fund
3.23%3.23%5.29%7.31%5.35%2.25%3.05%3.96%2.49%2.14%1.63%2.18%
VTI
Vanguard Total Stock Market ETF
1.26%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.21%
-3.34%
FSRRX
VTI

Volatility

FSRRX vs. VTI - Volatility Comparison

The current volatility for Fidelity Strategic Real Return Fund (FSRRX) is 2.95%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.58%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.95%
4.58%
FSRRX
VTI