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FTKFX vs. VBTLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTKFX and VBTLX is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FTKFX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond K6 Fund (FTKFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

7.00%8.00%9.00%10.00%11.00%12.00%13.00%14.00%NovemberDecember2025FebruaryMarchApril
13.97%
11.71%
FTKFX
VBTLX

Key characteristics

Sharpe Ratio

FTKFX:

1.27

VBTLX:

1.18

Sortino Ratio

FTKFX:

1.92

VBTLX:

1.77

Omega Ratio

FTKFX:

1.23

VBTLX:

1.21

Calmar Ratio

FTKFX:

0.56

VBTLX:

0.46

Martin Ratio

FTKFX:

3.71

VBTLX:

2.98

Ulcer Index

FTKFX:

1.79%

VBTLX:

2.07%

Daily Std Dev

FTKFX:

5.22%

VBTLX:

5.25%

Max Drawdown

FTKFX:

-18.64%

VBTLX:

-18.68%

Current Drawdown

FTKFX:

-3.67%

VBTLX:

-6.10%

Returns By Period

The year-to-date returns for both stocks are quite close, with FTKFX having a 3.33% return and VBTLX slightly lower at 3.18%.


FTKFX

YTD

3.33%

1M

0.61%

6M

0.83%

1Y

6.87%

5Y*

0.99%

10Y*

N/A

VBTLX

YTD

3.18%

1M

0.52%

6M

0.35%

1Y

6.07%

5Y*

-0.38%

10Y*

1.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTKFX vs. VBTLX - Expense Ratio Comparison

FTKFX has a 0.30% expense ratio, which is higher than VBTLX's 0.05% expense ratio.


FTKFX
Fidelity Total Bond K6 Fund
Expense ratio chart for FTKFX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTKFX: 0.30%
Expense ratio chart for VBTLX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBTLX: 0.05%

Risk-Adjusted Performance

FTKFX vs. VBTLX — Risk-Adjusted Performance Rank

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

FTKFX
The Risk-Adjusted Performance Rank of FTKFX is 8080
Overall Rank
The Sharpe Ratio Rank of FTKFX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FTKFX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FTKFX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FTKFX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FTKFX is 7979
Martin Ratio Rank

VBTLX
The Risk-Adjusted Performance Rank of VBTLX is 7777
Overall Rank
The Sharpe Ratio Rank of VBTLX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VBTLX is 7373
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.

FTKFX vs. VBTLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond K6 Fund (FTKFX) 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.


Sharpe ratio
The chart of Sharpe ratio for FTKFX, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.00
FTKFX: 1.27
VBTLX: 1.12
The chart of Sortino ratio for FTKFX, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.00
FTKFX: 1.92
VBTLX: 1.68
The chart of Omega ratio for FTKFX, currently valued at 1.23, compared to the broader market1.002.003.00
FTKFX: 1.23
VBTLX: 1.20
The chart of Calmar ratio for FTKFX, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.00
FTKFX: 0.56
VBTLX: 0.44
The chart of Martin ratio for FTKFX, currently valued at 3.71, compared to the broader market0.0020.0040.0060.00
FTKFX: 3.71
VBTLX: 2.85

The current FTKFX Sharpe Ratio is 1.27, which is comparable to the VBTLX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FTKFX and VBTLX, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.27
1.12
FTKFX
VBTLX

Dividends

FTKFX vs. VBTLX - Dividend Comparison

FTKFX's dividend yield for the trailing twelve months is around 4.66%, more than VBTLX's 3.35% yield.


TTM20242023202220212020201920182017201620152014
FTKFX
Fidelity Total Bond K6 Fund
4.66%4.75%4.24%3.33%2.27%2.53%3.07%2.94%0.74%0.00%0.00%0.00%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.35%3.69%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%

Drawdowns

FTKFX vs. VBTLX - Drawdown Comparison

The maximum FTKFX drawdown since its inception was -18.64%, roughly equal to the maximum VBTLX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for FTKFX and VBTLX. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%NovemberDecember2025FebruaryMarchApril
-3.67%
-6.10%
FTKFX
VBTLX

Volatility

FTKFX vs. VBTLX - Volatility Comparison

Fidelity Total Bond K6 Fund (FTKFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 1.25% and 1.27%, 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.


1.00%1.20%1.40%1.60%1.80%NovemberDecember2025FebruaryMarchApril
1.25%
1.27%
FTKFX
VBTLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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