FSRRX vs. VTIFX
Compare and contrast key facts about Fidelity Strategic Real Return Fund (FSRRX) and Vanguard Total International Bond Index Fund Institutional Shares (VTIFX).
FSRRX is managed by Fidelity. It was launched on Sep 7, 2005. VTIFX is managed by Vanguard. It was launched on May 31, 2013.
Performance
FSRRX vs. VTIFX - Performance Comparison
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FSRRX vs. VTIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSRRX Fidelity Strategic Real Return Fund | 5.76% | 10.45% | 5.84% | 4.59% | -3.34% | 15.84% | 3.74% | 10.48% | -3.99% | 3.00% |
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | -0.77% | 3.02% | 3.91% | 9.04% | -12.89% | -2.20% | 4.59% | 7.89% | 2.99% | 2.43% |
Returns By Period
In the year-to-date period, FSRRX achieves a 5.76% return, which is significantly higher than VTIFX's -0.77% return. Over the past 10 years, FSRRX has outperformed VTIFX with an annualized return of 5.75%, while VTIFX has yielded a comparatively lower 1.72% annualized return.
FSRRX
- 1D
- 0.21%
- 1M
- -0.53%
- YTD
- 5.76%
- 6M
- 8.09%
- 1Y
- 13.17%
- 3Y*
- 8.68%
- 5Y*
- 6.94%
- 10Y*
- 5.75%
VTIFX
- 1D
- 0.28%
- 1M
- -2.61%
- YTD
- -0.77%
- 6M
- -0.26%
- 1Y
- 2.39%
- 3Y*
- 3.79%
- 5Y*
- 0.20%
- 10Y*
- 1.72%
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FSRRX vs. VTIFX - Expense Ratio Comparison
FSRRX has a 0.70% expense ratio, which is higher than VTIFX's 0.07% expense ratio.
Return for Risk
FSRRX vs. VTIFX — Risk / Return Rank
FSRRX
VTIFX
FSRRX vs. VTIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Real Return Fund (FSRRX) and Vanguard Total International Bond Index Fund Institutional Shares (VTIFX). 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.
| FSRRX | VTIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 0.79 | +1.35 |
Sortino ratioReturn per unit of downside risk | 2.77 | 1.10 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.14 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.92 | +1.40 |
Martin ratioReturn relative to average drawdown | 12.34 | 3.89 | +8.45 |
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
| FSRRX | VTIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.79 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.05 | +0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.48 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.72 | -0.14 |
Correlation
The correlation between FSRRX and VTIFX is 0.16, 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.
Dividends
FSRRX vs. VTIFX - Dividend Comparison
FSRRX's dividend yield for the trailing twelve months is around 4.43%, more than VTIFX's 4.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRRX Fidelity Strategic Real Return Fund | 4.43% | 4.68% | 4.82% | 5.29% | 7.31% | 5.35% | 2.25% | 3.05% | 9.39% | 1.57% | 2.34% | 1.75% |
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | 4.26% | 4.40% | 4.38% | 4.60% | 1.52% | 3.73% | 1.12% | 3.42% | 3.03% | 2.29% | 1.84% | 1.68% |
Drawdowns
FSRRX vs. VTIFX - Drawdown Comparison
The maximum FSRRX drawdown since its inception was -33.42%, which is greater than VTIFX's maximum drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for FSRRX and VTIFX.
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Drawdown Indicators
| FSRRX | VTIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.42% | -16.07% | -17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -5.80% | -2.88% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -12.78% | -15.75% | +2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -19.93% | -16.07% | -3.86% |
Current DrawdownCurrent decline from peak | -0.74% | -2.61% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -2.99% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.68% | +0.41% |
Volatility
FSRRX vs. VTIFX - Volatility Comparison
Fidelity Strategic Real Return Fund (FSRRX) has a higher volatility of 1.68% compared to Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) at 1.41%. This indicates that FSRRX's price experiences larger fluctuations and is considered to be riskier than VTIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSRRX | VTIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.68% | 1.41% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 2.03% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.32% | 3.06% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.91% | 4.38% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 3.57% | +3.16% |