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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUTBX or VPU.
Key characteristics
| FUTBX | VPU | |
|---|---|---|
| YTD Return | 0.86% | 27.84% |
| 1Y Return | 4.91% | 32.13% |
| 3Y Return (Ann) | -2.67% | 8.56% |
| 5Y Return (Ann) | -1.29% | 7.61% |
| Sharpe Ratio | 0.86 | 2.14 |
| Sortino Ratio | 1.29 | 2.92 |
| Omega Ratio | 1.15 | 1.37 |
| Calmar Ratio | 0.25 | 1.68 |
| Martin Ratio | 2.55 | 10.40 |
| Ulcer Index | 1.83% | 3.15% |
| Daily Std Dev | 5.41% | 15.33% |
| Max Drawdown | -21.39% | -46.31% |
| Current Drawdown | -14.86% | -3.37% |
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.
Performance
FUTBX vs. VPU - Performance Comparison
In the year-to-date period, FUTBX achieves a 0.86% return, which is significantly lower than VPU's 27.84% 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. 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%.
Risk-Adjusted Performance
FUTBX vs. VPU - 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 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.
Dividends
FUTBX vs. VPU - Dividend Comparison
FUTBX's dividend yield for the trailing twelve months is around 2.59%, less than VPU's 2.90% 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% |
VPU Vanguard Utilities ETF | 2.90% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
FUTBX vs. VPU - Drawdown Comparison
The maximum FUTBX drawdown since its inception was -21.39%, 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. For additional features, visit the drawdowns tool.
Volatility
FUTBX vs. VPU - Volatility Comparison
The current volatility for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) is 1.48%, while Vanguard Utilities ETF (VPU) has a volatility of 5.10%. 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.