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.
Performance
FTBFX vs. VBTLX - Performance Comparison
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FTBFX vs. VBTLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | -0.49% | 7.50% | 2.50% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.49% | 7.17% | 1.26% | 5.74% | -13.16% | -1.81% | 7.72% | 8.73% | -0.25% | 3.56% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with FTBFX at -0.49% and VBTLX at -0.49%. Over the past 10 years, FTBFX has outperformed VBTLX with an annualized return of 2.58%, while VBTLX has yielded a comparatively lower 1.60% annualized return.
FTBFX
- 1D
- 0.42%
- 1M
- -2.35%
- YTD
- -0.49%
- 6M
- 0.46%
- 1Y
- 4.07%
- 3Y*
- 4.43%
- 5Y*
- 0.85%
- 10Y*
- 2.58%
VBTLX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.77%
- 3Y*
- 3.44%
- 5Y*
- 0.23%
- 10Y*
- 1.60%
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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.
Return for Risk
FTBFX vs. VBTLX — Risk / Return Rank
FTBFX
VBTLX
FTBFX vs. VBTLX - Risk-Adjusted Trends 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.
| FTBFX | VBTLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.00 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.44 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.78 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.73 | 5.08 | +0.64 |
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
| FTBFX | VBTLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.00 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.04 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.32 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.76 | +0.17 |
Correlation
The correlation between FTBFX and VBTLX is 0.93, 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
FTBFX vs. VBTLX - Dividend Comparison
FTBFX's dividend yield for the trailing twelve months is around 4.02%, more than VBTLX's 3.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTBFX Fidelity Total Bond Fund | 4.02% | 4.36% | 4.51% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
Drawdowns
FTBFX vs. VBTLX - Drawdown Comparison
The maximum FTBFX drawdown since its inception was -18.25%, roughly equal to the maximum VBTLX drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for FTBFX and VBTLX.
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Drawdown Indicators
| FTBFX | VBTLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -18.81% | +0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -2.73% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -18.25% | -18.14% | -0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -18.25% | -18.81% | +0.56% |
Current DrawdownCurrent decline from peak | -2.35% | -3.06% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -2.67% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.96% | -0.05% |
Volatility
FTBFX vs. VBTLX - Volatility Comparison
Fidelity Total Bond Fund (FTBFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 1.48% and 1.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTBFX | VBTLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 1.55% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 2.59% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 4.37% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.62% | 5.98% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.70% | 4.97% | -0.27% |