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FUMBX vs. VGSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUMBX and VGSH is -0.07. 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: -0.1

Performance

FUMBX vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Short-Term Treasury Bond Index Fund (FUMBX) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

10.00%11.00%12.00%13.00%14.00%NovemberDecember2025FebruaryMarchApril
13.27%
14.33%
FUMBX
VGSH

Key characteristics

Sharpe Ratio

FUMBX:

2.69

VGSH:

3.76

Sortino Ratio

FUMBX:

4.38

VGSH:

6.46

Omega Ratio

FUMBX:

1.59

VGSH:

1.86

Calmar Ratio

FUMBX:

1.93

VGSH:

6.35

Martin Ratio

FUMBX:

10.04

VGSH:

18.59

Ulcer Index

FUMBX:

0.68%

VGSH:

0.33%

Daily Std Dev

FUMBX:

2.53%

VGSH:

1.64%

Max Drawdown

FUMBX:

-8.41%

VGSH:

-5.70%

Current Drawdown

FUMBX:

-0.29%

VGSH:

0.00%

Returns By Period

In the year-to-date period, FUMBX achieves a 2.39% return, which is significantly higher than VGSH's 2.08% return.


FUMBX

YTD

2.39%

1M

0.90%

6M

2.71%

1Y

6.83%

5Y*

0.70%

10Y*

N/A

VGSH

YTD

2.08%

1M

0.73%

6M

2.58%

1Y

6.25%

5Y*

1.20%

10Y*

1.50%

*Annualized

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FUMBX vs. VGSH - Expense Ratio Comparison

FUMBX has a 0.03% expense ratio, which is lower than VGSH's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VGSH: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGSH: 0.04%
Expense ratio chart for FUMBX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FUMBX: 0.03%

Risk-Adjusted Performance

FUMBX vs. VGSH — Risk-Adjusted Performance Rank

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

FUMBX
The Risk-Adjusted Performance Rank of FUMBX is 9494
Overall Rank
The Sharpe Ratio Rank of FUMBX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FUMBX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FUMBX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FUMBX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FUMBX is 9393
Martin Ratio Rank

VGSH
The Risk-Adjusted Performance Rank of VGSH is 9898
Overall Rank
The Sharpe Ratio Rank of VGSH is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSH is 9999
Sortino Ratio Rank
The Omega Ratio Rank of VGSH is 9898
Omega Ratio Rank
The Calmar Ratio Rank of VGSH is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VGSH is 9797
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.

FUMBX vs. VGSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Short-Term Treasury Bond Index Fund (FUMBX) and Vanguard Short-Term Treasury ETF (VGSH). 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 FUMBX, currently valued at 2.69, compared to the broader market-1.000.001.002.003.00
FUMBX: 2.69
VGSH: 3.81
The chart of Sortino ratio for FUMBX, currently valued at 4.38, compared to the broader market-2.000.002.004.006.008.00
FUMBX: 4.38
VGSH: 6.55
The chart of Omega ratio for FUMBX, currently valued at 1.59, compared to the broader market0.501.001.502.002.503.00
FUMBX: 1.59
VGSH: 1.88
The chart of Calmar ratio for FUMBX, currently valued at 1.93, compared to the broader market0.002.004.006.008.0010.00
FUMBX: 1.93
VGSH: 6.43
The chart of Martin ratio for FUMBX, currently valued at 10.04, compared to the broader market0.0010.0020.0030.0040.0050.00
FUMBX: 10.04
VGSH: 18.74

The current FUMBX Sharpe Ratio is 2.69, which is comparable to the VGSH Sharpe Ratio of 3.76. The chart below compares the historical Sharpe Ratios of FUMBX and VGSH, 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 Ratio1.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
2.69
3.81
FUMBX
VGSH

Dividends

FUMBX vs. VGSH - Dividend Comparison

FUMBX's dividend yield for the trailing twelve months is around 3.02%, less than VGSH's 4.16% yield.


TTM20242023202220212020201920182017201620152014
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
3.02%2.91%1.64%1.11%1.29%1.59%1.89%1.65%0.35%0.00%0.00%0.00%
VGSH
Vanguard Short-Term Treasury ETF
4.16%4.19%3.32%1.15%0.66%1.75%2.28%1.79%1.10%0.84%0.71%0.46%

Drawdowns

FUMBX vs. VGSH - Drawdown Comparison

The maximum FUMBX drawdown since its inception was -8.41%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for FUMBX and VGSH. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-0.29%
0
FUMBX
VGSH

Volatility

FUMBX vs. VGSH - Volatility Comparison

Fidelity Short-Term Treasury Bond Index Fund (FUMBX) has a higher volatility of 1.10% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.63%. This indicates that FUMBX's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%NovemberDecember2025FebruaryMarchApril
1.10%
0.63%
FUMBX
VGSH