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FTHRX vs. VFIDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTHRX and VFIDX is -0.19. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

FTHRX vs. VFIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Bond Fund (FTHRX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). The values are adjusted to include any dividend payments, if applicable.

110.00%120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
116.88%
155.25%
FTHRX
VFIDX

Key characteristics

Sharpe Ratio

FTHRX:

2.10

VFIDX:

1.55

Sortino Ratio

FTHRX:

3.35

VFIDX:

2.33

Omega Ratio

FTHRX:

1.41

VFIDX:

1.27

Calmar Ratio

FTHRX:

0.97

VFIDX:

0.78

Martin Ratio

FTHRX:

6.76

VFIDX:

4.68

Ulcer Index

FTHRX:

1.09%

VFIDX:

1.82%

Daily Std Dev

FTHRX:

3.50%

VFIDX:

5.50%

Max Drawdown

FTHRX:

-13.96%

VFIDX:

-20.14%

Current Drawdown

FTHRX:

-1.01%

VFIDX:

-2.74%

Returns By Period

The year-to-date returns for both stocks are quite close, with FTHRX having a 2.47% return and VFIDX slightly lower at 2.41%. Over the past 10 years, FTHRX has underperformed VFIDX with an annualized return of 1.71%, while VFIDX has yielded a comparatively higher 2.52% annualized return.


FTHRX

YTD

2.47%

1M

0.80%

6M

2.49%

1Y

7.48%

5Y*

0.63%

10Y*

1.71%

VFIDX

YTD

2.41%

1M

0.52%

6M

1.97%

1Y

9.14%

5Y*

1.10%

10Y*

2.52%

*Annualized

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FTHRX vs. VFIDX - Expense Ratio Comparison

FTHRX has a 0.45% expense ratio, which is higher than VFIDX's 0.10% expense ratio.


Expense ratio chart for FTHRX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTHRX: 0.45%
Expense ratio chart for VFIDX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIDX: 0.10%

Risk-Adjusted Performance

FTHRX vs. VFIDX — Risk-Adjusted Performance Rank

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

FTHRX
The Risk-Adjusted Performance Rank of FTHRX is 9090
Overall Rank
The Sharpe Ratio Rank of FTHRX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHRX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FTHRX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FTHRX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FTHRX is 8989
Martin Ratio Rank

VFIDX
The Risk-Adjusted Performance Rank of VFIDX is 8585
Overall Rank
The Sharpe Ratio Rank of VFIDX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIDX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VFIDX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VFIDX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VFIDX is 8484
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.

FTHRX vs. VFIDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). 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 FTHRX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.00
FTHRX: 2.10
VFIDX: 1.60
The chart of Sortino ratio for FTHRX, currently valued at 3.35, compared to the broader market-2.000.002.004.006.008.00
FTHRX: 3.35
VFIDX: 2.41
The chart of Omega ratio for FTHRX, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.00
FTHRX: 1.41
VFIDX: 1.29
The chart of Calmar ratio for FTHRX, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.00
FTHRX: 0.97
VFIDX: 0.85
The chart of Martin ratio for FTHRX, currently valued at 6.76, compared to the broader market0.0010.0020.0030.0040.0050.00
FTHRX: 6.76
VFIDX: 4.81

The current FTHRX Sharpe Ratio is 2.10, which is higher than the VFIDX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FTHRX and VFIDX, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
2.10
1.60
FTHRX
VFIDX

Dividends

FTHRX vs. VFIDX - Dividend Comparison

FTHRX's dividend yield for the trailing twelve months is around 3.49%, less than VFIDX's 4.72% yield.


TTM20242023202220212020201920182017201620152014
FTHRX
Fidelity Intermediate Bond Fund
3.49%3.49%2.94%2.04%1.60%2.19%2.50%2.47%2.20%2.21%2.58%2.35%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.72%4.67%3.90%3.20%4.00%5.80%3.13%3.31%3.05%3.94%3.39%3.86%

Drawdowns

FTHRX vs. VFIDX - Drawdown Comparison

The maximum FTHRX drawdown since its inception was -13.96%, smaller than the maximum VFIDX drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for FTHRX and VFIDX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%NovemberDecember2025FebruaryMarchApril
-1.01%
-2.74%
FTHRX
VFIDX

Volatility

FTHRX vs. VFIDX - Volatility Comparison

The current volatility for Fidelity Intermediate Bond Fund (FTHRX) is 1.43%, while Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a volatility of 2.39%. This indicates that FTHRX experiences smaller price fluctuations and is considered to be less risky than VFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.43%
2.39%
FTHRX
VFIDX