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FTBD vs. VFSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTBD vs. VFSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Tactical Bond ETF (FTBD) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). The values are adjusted to include any dividend payments, if applicable.

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FTBD vs. VFSTX - Yearly Performance Comparison


2026 (YTD)202520242023
FTBD
Fidelity Tactical Bond ETF
0.29%8.35%1.77%3.73%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
-0.40%6.75%4.98%4.80%

Returns By Period

In the year-to-date period, FTBD achieves a 0.29% return, which is significantly higher than VFSTX's -0.40% return.


FTBD

1D
0.46%
1M
-1.83%
YTD
0.29%
6M
0.85%
1Y
5.74%
3Y*
4.63%
5Y*
10Y*

VFSTX

1D
0.19%
1M
-1.42%
YTD
-0.40%
6M
0.73%
1Y
4.26%
3Y*
5.14%
5Y*
2.21%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTBD vs. VFSTX - Expense Ratio Comparison

FTBD has a 0.55% expense ratio, which is higher than VFSTX's 0.20% expense ratio.


Return for Risk

FTBD vs. VFSTX — Risk / Return Rank

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

FTBD
FTBD Risk / Return Rank: 6969
Overall Rank
FTBD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FTBD Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTBD Omega Ratio Rank: 5959
Omega Ratio Rank
FTBD Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTBD Martin Ratio Rank: 6969
Martin Ratio Rank

VFSTX
VFSTX Risk / Return Rank: 9393
Overall Rank
VFSTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VFSTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VFSTX Omega Ratio Rank: 9191
Omega Ratio Rank
VFSTX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VFSTX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTBD vs. VFSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Tactical Bond ETF (FTBD) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). 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.


FTBDVFSTXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.90

-0.66

Sortino ratio

Return per unit of downside risk

1.77

3.11

-1.35

Omega ratio

Gain probability vs. loss probability

1.22

1.42

-0.20

Calmar ratio

Return relative to maximum drawdown

2.03

2.90

-0.87

Martin ratio

Return relative to average drawdown

6.87

11.78

-4.91

FTBD vs. VFSTX - Sharpe Ratio Comparison

The current FTBD Sharpe Ratio is 1.24, which is lower than the VFSTX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FTBD and VFSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTBDVFSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.90

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.51

-0.76

Correlation

The correlation between FTBD and VFSTX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FTBD vs. VFSTX - Dividend Comparison

FTBD's dividend yield for the trailing twelve months is around 5.08%, more than VFSTX's 4.20% yield.


TTM20252024202320222021202020192018201720162015
FTBD
Fidelity Tactical Bond ETF
5.08%5.04%4.76%4.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
4.20%4.48%4.06%3.05%1.93%1.70%2.24%2.83%2.68%2.00%2.04%1.99%

Drawdowns

FTBD vs. VFSTX - Drawdown Comparison

The maximum FTBD drawdown since its inception was -6.98%, smaller than the maximum VFSTX drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for FTBD and VFSTX.


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Drawdown Indicators


FTBDVFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-6.98%

-9.35%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-1.71%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-9.35%

Max Drawdown (10Y)

Largest decline over 10 years

-9.35%

Current Drawdown

Current decline from peak

-1.83%

-1.42%

-0.41%

Average Drawdown

Average peak-to-trough decline

-1.59%

-1.12%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.42%

+0.46%

Volatility

FTBD vs. VFSTX - Volatility Comparison

Fidelity Tactical Bond ETF (FTBD) has a higher volatility of 2.20% compared to Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) at 0.75%. This indicates that FTBD's price experiences larger fluctuations and is considered to be riskier than VFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTBDVFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

0.75%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

1.49%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.67%

2.51%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.94%

2.94%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.94%

2.46%

+3.48%