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FTKFX vs. VUSXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTKFX vs. VUSXX

Last updated Jun 16, 2026

FTKFX (Fidelity Total Bond K6 Fund) and VUSXX (Vanguard Treasury Money Market Fund) are both mutual funds - FTKFX is a Total Bond Market fund managed by Fidelity, while VUSXX is a Money Market fund actively managed by Vanguard. Over the past 5 years, FTKFX returned 0.60%/yr vs 1.56%/yr for VUSXX. At a 0.17 correlation, their price movements are largely independent. FTKFX charges 0.30%/yr vs 0.07%/yr for VUSXX.

Performance

FTKFX vs. VUSXX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTKFX achieves a 0.58% return, which is significantly lower than VUSXX's 1.51% return.

FTKFX

1D
-0.11%
1M
1.18%
YTD
0.58%
6M
1.04%
1Y
5.40%
3Y*
4.86%
5Y*
0.60%
10Y*
—

VUSXX

1D
0.00%
1M
0.31%
YTD
1.51%
6M
1.84%
1Y
3.98%
3Y*
2.61%
5Y*
1.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTKFX vs. VUSXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
FTKFX
Fidelity Total Bond K6 Fund		0.58%7.53%2.36%6.65%-13.23%1.67%
VUSXX
Vanguard Treasury Money Market Fund		1.51%4.25%1.65%0.43%0.00%0.00%

Correlation

The correlation between FTKFX and VUSXX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.17

The correlation between FTKFX and VUSXX shifts across timeframes, from 0.17 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Fidelity Total Bond K6 Fund

Vanguard Treasury Money Market Fund

Often compared with FTKFX:
FTKFX vs. FXNAXFTKFX vs. VBTIXFTKFX vs. FBNDXFTKFX vs. FIQTXFTKFX vs. VBTLXFTKFX vs. VTBIXFTKFX vs. FXAIX
Often compared with VUSXX:
VUSXX vs. VMFXXVUSXX vs. SGOVVUSXX vs. VMRXXVUSXX vs. VBILVUSXX vs. VGSHVUSXX vs. USFRVUSXX vs. VOO

Return for Risk

FTKFX vs. VUSXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTKFX
FTKFX Risk / Return Rank: 2727
Overall Rank
FTKFX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FTKFX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FTKFX Omega Ratio Rank: 2525
Omega Ratio Rank
FTKFX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FTKFX Martin Ratio Rank: 2424
Martin Ratio Rank
VUSXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FTKFX vs. VUSXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond K6 Fund (FTKFX) and Vanguard Treasury Money Market Fund (VUSXX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

FTKFXVUSXXDifference
Sharpe ratioReturn per unit of total volatility
1.28
3.68

-2.39

Sortino ratioReturn per unit of downside risk
1.92

—

—

Omega ratioGain probability vs. loss probability

1.23

—

—

Calmar ratioReturn relative to maximum drawdown

1.80

—

—

Martin ratioReturn relative to average drawdown

5.15

—

—

FTKFX vs. VUSXX - Sharpe Ratio Comparison

The current FTKFX Sharpe Ratio is 1.28, which is lower than the VUSXX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of FTKFX and VUSXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FTKFX vs. VUSXX - Drawdown Comparison

The maximum FTKFX drawdown since its inception was -17.81%, which is greater than VUSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FTKFX and VUSXX.

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Drawdown Indicators

FTKFXVUSXXDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

0.00%

-17.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

0.00%

-2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

0.00%

-5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

0.00%

-17.81%

Current Drawdown

Current decline from peak

-1.33%

0.00%

-1.33%

Average Drawdown

Average peak-to-trough decline

-4.18%

0.00%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.00%

+0.98%

Volatility

FTKFX vs. VUSXX - Volatility Comparison

Fidelity Total Bond K6 Fund (FTKFX) has a higher volatility of 1.39% compared to Vanguard Treasury Money Market Fund (VUSXX) at 0.31%. This indicates that FTKFX's price experiences larger fluctuations and is considered to be riskier than VUSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FTKFXVUSXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.31%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

0.73%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

1.12%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.67%

0.75%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

0.74%

+4.18%

FTKFX vs. VUSXX - Expense Ratio Comparison

FTKFX has a 0.30% expense ratio, which is higher than VUSXX's 0.07% expense ratio.

Dividends

FTKFX vs. VUSXX - Dividend Comparison

FTKFX's dividend yield for the trailing twelve months is around 4.61%, more than VUSXX's 3.89% yield.

PositionTTM202520242023202220212020201920182017
FTKFX
Fidelity Total Bond K6 Fund		4.61%4.61%4.76%3.86%2.53%2.24%5.51%3.26%2.94%1.63%
VUSXX
Vanguard Treasury Money Market Fund		3.89%4.15%1.63%0.43%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

FTKFX and VUSXX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTKFX has higher volatility (1.39%) compared to VUSXX (0.31%). In terms of maximum drawdown, FTKFX dropped -17.81% vs VUSXX's 0.00%.

VUSXX currently has the higher Sharpe Ratio (3.68 vs 1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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