FUTBX vs. VBTLX
Compare and contrast key facts about Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
FUTBX is managed by Fidelity. It was launched on Mar 1, 2016. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
FUTBX vs. VBTLX - Performance Comparison
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FUTBX vs. VBTLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.23% | 6.12% | 0.70% | 4.19% | -13.00% | -2.54% | 7.76% | 7.30% | 0.95% | 2.28% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.49% | 7.17% | 1.26% | 5.74% | -13.16% | -1.81% | 7.72% | 8.73% | -0.25% | 3.56% |
Returns By Period
In the year-to-date period, FUTBX achieves a -0.23% return, which is significantly higher than VBTLX's -0.49% return.
FUTBX
- 1D
- 0.46%
- 1M
- -2.12%
- YTD
- -0.23%
- 6M
- 0.50%
- 1Y
- 2.86%
- 3Y*
- 2.46%
- 5Y*
- -0.31%
- 10Y*
- —
VBTLX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.77%
- 3Y*
- 3.44%
- 5Y*
- 0.23%
- 10Y*
- 1.60%
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FUTBX vs. VBTLX - Expense Ratio Comparison
FUTBX has a 0.03% expense ratio, which is lower than VBTLX's 0.05% 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%.
Return for Risk
FUTBX vs. VBTLX — Risk / Return Rank
FUTBX
VBTLX
FUTBX vs. VBTLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) 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.
| FUTBX | VBTLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.00 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.44 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.78 | -0.35 |
Martin ratioReturn relative to average drawdown | 3.64 | 5.08 | -1.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FUTBX | VBTLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.00 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.04 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.76 | -0.51 |
Correlation
The correlation between FUTBX and VBTLX is 0.95, 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.
Dividends
FUTBX vs. VBTLX - Dividend Comparison
FUTBX's dividend yield for the trailing twelve months is around 3.30%, less than VBTLX's 3.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 3.30% | 3.43% | 2.90% | 2.12% | 1.12% | 0.86% | 4.54% | 2.75% | 2.05% | 1.65% | 0.00% | 0.00% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
Drawdowns
FUTBX vs. VBTLX - Drawdown Comparison
The maximum FUTBX drawdown since its inception was -19.69%, roughly equal to the maximum VBTLX drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for FUTBX and VBTLX.
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Drawdown Indicators
| FUTBX | VBTLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.69% | -18.81% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -2.73% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.03% | -18.14% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.81% | — |
Current DrawdownCurrent decline from peak | -7.89% | -3.06% | -4.83% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -2.67% | -4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.96% | +0.11% |
Volatility
FUTBX vs. VBTLX - Volatility Comparison
The current volatility for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) is 1.46%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.55%. This indicates that FUTBX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTBX | VBTLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 1.55% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.54% | 2.59% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 4.37% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 5.98% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 4.97% | +0.20% |