FUTBX vs. VPU
Compare and contrast key facts about Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and Vanguard Utilities ETF (VPU).
FUTBX is managed by Fidelity. It was launched on Mar 1, 2016. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004.
Performance
FUTBX vs. VPU - Performance Comparison
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FUTBX vs. VPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.12% | 6.12% | 0.70% | 4.19% | -13.00% | -2.54% | 7.76% | 7.30% | 0.95% | 2.28% |
VPU Vanguard Utilities ETF | 8.24% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.89% |
Returns By Period
In the year-to-date period, FUTBX achieves a -0.12% return, which is significantly lower than VPU's 8.24% return.
FUTBX
- 1D
- 0.11%
- 1M
- -1.57%
- YTD
- -0.12%
- 6M
- 0.39%
- 1Y
- 2.74%
- 3Y*
- 2.50%
- 5Y*
- -0.35%
- 10Y*
- —
VPU
- 1D
- 0.42%
- 1M
- -2.05%
- YTD
- 8.24%
- 6M
- 5.69%
- 1Y
- 19.37%
- 3Y*
- 13.96%
- 5Y*
- 10.58%
- 10Y*
- 9.67%
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FUTBX vs. VPU - Expense Ratio Comparison
FUTBX has a 0.03% expense ratio, which is lower than VPU's 0.10% 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. VPU — Risk / Return Rank
FUTBX
VPU
FUTBX vs. VPU - 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 Utilities ETF (VPU). 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 | VPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.25 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.71 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 2.22 | -0.74 |
Martin ratioReturn relative to average drawdown | 3.72 | 5.27 | -1.55 |
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 | VPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.25 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.63 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.55 | -0.30 |
Correlation
The correlation between FUTBX and VPU is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FUTBX vs. VPU - Dividend Comparison
FUTBX's dividend yield for the trailing twelve months is around 3.30%, more than VPU's 2.56% 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% |
VPU Vanguard Utilities ETF | 2.56% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
Drawdowns
FUTBX vs. VPU - Drawdown Comparison
The maximum FUTBX drawdown since its inception was -19.69%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for FUTBX and VPU.
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Drawdown Indicators
| FUTBX | VPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.69% | -46.31% | +26.62% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -8.90% | +6.19% |
Max Drawdown (5Y)Largest decline over 5 years | -17.03% | -25.15% | +8.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.42% | — |
Current DrawdownCurrent decline from peak | -7.79% | -2.71% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -7.82% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 3.74% | -2.66% |
Volatility
FUTBX vs. VPU - Volatility Comparison
The current volatility for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) is 1.43%, while Vanguard Utilities ETF (VPU) has a volatility of 4.99%. This indicates that FUTBX experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTBX | VPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 4.99% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 2.54% | 10.18% | -7.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.24% | 15.51% | -11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 16.91% | -11.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 19.07% | -13.90% |