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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUTBX or VBTLX.
Key characteristics
| FUTBX | VBTLX | |
|---|---|---|
| YTD Return | 0.86% | 1.27% |
| 1Y Return | 5.40% | 7.15% |
| 3Y Return (Ann) | -2.67% | -2.32% |
| 5Y Return (Ann) | -1.29% | -0.30% |
| Sharpe Ratio | 0.88 | 1.15 |
| Sortino Ratio | 1.32 | 1.71 |
| Omega Ratio | 1.16 | 1.21 |
| Calmar Ratio | 0.25 | 0.43 |
| Martin Ratio | 2.64 | 3.87 |
| Ulcer Index | 1.81% | 1.70% |
| Daily Std Dev | 5.43% | 5.69% |
| Max Drawdown | -21.39% | -19.05% |
| Current Drawdown | -14.86% | -9.36% |
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.
Performance
FUTBX vs. VBTLX - Performance Comparison
In the year-to-date period, FUTBX achieves a 0.86% return, which is significantly lower than VBTLX's 1.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
FUTBX vs. VBTLX - Risk-Adjusted Performance 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.
Dividends
FUTBX vs. VBTLX - Dividend Comparison
FUTBX's dividend yield for the trailing twelve months is around 2.59%, less than VBTLX's 3.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 2.59% | 2.11% | 1.52% | 1.00% | 1.84% | 2.15% | 2.04% | 1.64% | 0.92% | 0.00% | 0.00% | 0.00% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
Drawdowns
FUTBX vs. VBTLX - Drawdown Comparison
The maximum FUTBX drawdown since its inception was -21.39%, which is greater than VBTLX's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for FUTBX and VBTLX. For additional features, visit the drawdowns tool.
Volatility
FUTBX vs. VBTLX - Volatility Comparison
The current volatility for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) is 1.53%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.65%. 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.