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FTHRX vs. VUSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTHRX vs. VUSFX - Performance Comparison

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

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FTHRX vs. VUSFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTHRX
Fidelity Intermediate Bond Fund
-0.49%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%0.52%2.31%
VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
0.61%5.11%6.11%5.53%-0.38%0.08%2.10%3.39%2.10%1.37%

Returns By Period

In the year-to-date period, FTHRX achieves a -0.49% return, which is significantly lower than VUSFX's 0.61% return. Over the past 10 years, FTHRX has underperformed VUSFX with an annualized return of 2.07%, while VUSFX has yielded a comparatively higher 2.66% annualized return.


FTHRX

1D
0.29%
1M
-1.72%
YTD
-0.49%
6M
0.55%
1Y
3.89%
3Y*
4.22%
5Y*
1.13%
10Y*
2.07%

VUSFX

1D
0.05%
1M
-0.10%
YTD
0.61%
6M
1.76%
1Y
4.42%
3Y*
5.35%
5Y*
3.36%
10Y*
2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTHRX vs. VUSFX - Expense Ratio Comparison

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


Return for Risk

FTHRX vs. VUSFX — Risk / Return Rank

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

FTHRX
FTHRX Risk / Return Rank: 8080
Overall Rank
FTHRX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 7171
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 8080
Martin Ratio Rank

VUSFX
VUSFX Risk / Return Rank: 100100
Overall Rank
VUSFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VUSFX Sortino Ratio Rank: 100100
Sortino Ratio Rank
VUSFX Omega Ratio Rank: 100100
Omega Ratio Rank
VUSFX Calmar Ratio Rank: 100100
Calmar Ratio Rank
VUSFX Martin Ratio Rank: 100100
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.

FTHRX vs. VUSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Bond Fund (FTHRX) and Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX). 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.


FTHRXVUSFXDifference

Sharpe ratio

Return per unit of total volatility

1.41

6.62

-5.22

Sortino ratio

Return per unit of downside risk

2.11

11.85

-9.74

Omega ratio

Gain probability vs. loss probability

1.26

3.64

-2.38

Calmar ratio

Return relative to maximum drawdown

2.19

12.88

-10.69

Martin ratio

Return relative to average drawdown

7.84

74.39

-66.55

FTHRX vs. VUSFX - Sharpe Ratio Comparison

The current FTHRX Sharpe Ratio is 1.41, which is lower than the VUSFX Sharpe Ratio of 6.62. The chart below compares the historical Sharpe Ratios of FTHRX and VUSFX, 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


FTHRXVUSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

6.62

-5.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

4.19

-3.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

3.93

-3.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

3.93

-3.02

Correlation

The correlation between FTHRX and VUSFX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTHRX vs. VUSFX - Dividend Comparison

FTHRX's dividend yield for the trailing twelve months is around 3.35%, less than VUSFX's 4.23% yield.


TTM20252024202320222021202020192018201720162015
FTHRX
Fidelity Intermediate Bond Fund
3.35%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%
VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
4.23%4.73%5.52%4.15%1.38%0.53%1.62%2.68%2.23%1.52%1.07%0.00%

Drawdowns

FTHRX vs. VUSFX - Drawdown Comparison

The maximum FTHRX drawdown since its inception was -19.01%, which is greater than VUSFX's maximum drawdown of -1.71%. Use the drawdown chart below to compare losses from any high point for FTHRX and VUSFX.


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Drawdown Indicators


FTHRXVUSFXDifference

Max Drawdown

Largest peak-to-trough decline

-19.01%

-1.71%

-17.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-0.35%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-13.18%

-1.71%

-11.47%

Max Drawdown (10Y)

Largest decline over 10 years

-13.25%

-1.71%

-11.54%

Current Drawdown

Current decline from peak

-1.72%

-0.10%

-1.62%

Average Drawdown

Average peak-to-trough decline

-3.07%

-0.15%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.06%

+0.53%

Volatility

FTHRX vs. VUSFX - Volatility Comparison

Fidelity Intermediate Bond Fund (FTHRX) has a higher volatility of 1.11% compared to Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) at 0.27%. This indicates that FTHRX's price experiences larger fluctuations and is considered to be riskier than VUSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTHRXVUSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.27%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

0.43%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

0.67%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

0.81%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

0.68%

+2.71%