FTHRX vs. VGIT
Compare and contrast key facts about Fidelity Intermediate Bond Fund (FTHRX) and Vanguard Intermediate-Term Treasury ETF (VGIT).
FTHRX is managed by Fidelity. It was launched on May 23, 1975. VGIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 3-10 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHRX or VGIT.
Performance
FTHRX vs. VGIT - Performance Comparison
Returns By Period
In the year-to-date period, FTHRX achieves a 3.10% return, which is significantly higher than VGIT's 1.25% return. Over the past 10 years, FTHRX has outperformed VGIT with an annualized return of 1.58%, while VGIT has yielded a comparatively lower 1.12% annualized return.
FTHRX
3.10%
-1.17%
2.91%
6.12%
0.54%
1.58%
VGIT
1.25%
-1.84%
2.50%
4.75%
-0.21%
1.12%
Key characteristics
| FTHRX | VGIT | |
|---|---|---|
| Sharpe Ratio | 1.61 | 1.07 |
| Sortino Ratio | 2.50 | 1.58 |
| Omega Ratio | 1.31 | 1.19 |
| Calmar Ratio | 0.64 | 0.41 |
| Martin Ratio | 6.10 | 3.23 |
| Ulcer Index | 0.98% | 1.65% |
| Daily Std Dev | 3.73% | 4.95% |
| Max Drawdown | -13.96% | -16.05% |
| Current Drawdown | -3.79% | -8.77% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTHRX vs. VGIT - Expense Ratio Comparison
FTHRX has a 0.45% expense ratio, which is higher than VGIT's 0.04% expense ratio.
Correlation
The correlation between FTHRX and VGIT is 0.88, 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.
Risk-Adjusted Performance
FTHRX vs. VGIT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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
FTHRX vs. VGIT - Dividend Comparison
FTHRX's dividend yield for the trailing twelve months is around 3.52%, less than VGIT's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHRX Fidelity Intermediate Bond Fund | 3.52% | 2.94% | 2.04% | 1.60% | 2.19% | 2.50% | 2.47% | 2.20% | 2.21% | 2.58% | 2.35% | 2.21% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.58% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
Drawdowns
FTHRX vs. VGIT - Drawdown Comparison
The maximum FTHRX drawdown since its inception was -13.96%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for FTHRX and VGIT. For additional features, visit the drawdowns tool.
Volatility
FTHRX vs. VGIT - Volatility Comparison
The current volatility for Fidelity Intermediate Bond Fund (FTHRX) is 0.97%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 1.21%. This indicates that FTHRX experiences smaller price fluctuations and is considered to be less risky than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.