FTBFX vs. VBTLX
Compare and contrast key facts about Fidelity Total Bond Fund (FTBFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
FTBFX is managed by Fidelity. It was launched on Oct 15, 2002. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTBFX or VBTLX.
Key characteristics
| FTBFX | VBTLX | |
|---|---|---|
| YTD Return | -0.21% | -1.01% |
| 1Y Return | 3.79% | 1.93% |
| 3Y Return (Ann) | -1.83% | -2.73% |
| 5Y Return (Ann) | 1.30% | 0.25% |
| 10Y Return (Ann) | 2.16% | 1.35% |
| Sharpe Ratio | 0.66 | 0.18 |
| Daily Std Dev | 6.26% | 6.53% |
| Max Drawdown | -17.61% | -18.68% |
| Current Drawdown | -7.99% | -11.02% |
Correlation
The correlation between FTBFX and VBTLX is 0.91, 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.
Performance
FTBFX vs. VBTLX - Performance Comparison
In the year-to-date period, FTBFX achieves a -0.21% return, which is significantly higher than VBTLX's -1.01% return. Over the past 10 years, FTBFX has outperformed VBTLX with an annualized return of 2.16%, while VBTLX has yielded a comparatively lower 1.35% 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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FTBFX vs. VBTLX - Expense Ratio Comparison
FTBFX has a 0.45% expense ratio, which is higher than VBTLX's 0.05% expense ratio.
Risk-Adjusted Performance
FTBFX vs. VBTLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FTBFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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
FTBFX vs. VBTLX - Dividend Comparison
FTBFX's dividend yield for the trailing twelve months is around 4.21%, more than VBTLX's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 4.21% | 4.15% | 3.33% | 2.24% | 5.22% | 3.03% | 3.18% | 2.98% | 3.21% | 3.71% | 3.13% | 3.91% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.35% | 3.08% | 2.59% | 2.11% | 2.39% | 2.73% | 2.80% | 2.56% | 2.54% | 2.37% | 2.59% | 2.59% |
Drawdowns
FTBFX vs. VBTLX - Drawdown Comparison
The maximum FTBFX drawdown since its inception was -17.61%, smaller than the maximum VBTLX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for FTBFX and VBTLX. For additional features, visit the drawdowns tool.
Volatility
FTBFX vs. VBTLX - Volatility Comparison
Fidelity Total Bond Fund (FTBFX) has a higher volatility of 1.36% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.22%. This indicates that FTBFX's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.