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FZOMX vs. VBISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZOMX vs. VBISX - Performance Comparison

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

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FZOMX vs. VBISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FZOMX
Fidelity SAI Short-Term Bond Fund
0.22%5.51%4.71%5.21%-3.71%-0.69%0.37%
VBISX
Vanguard Short-Term Bond Index Fund
-0.24%5.67%3.66%4.54%-5.61%-1.35%0.30%

Returns By Period

In the year-to-date period, FZOMX achieves a 0.22% return, which is significantly higher than VBISX's -0.24% return.


FZOMX

1D
0.10%
1M
-0.41%
YTD
0.22%
6M
1.18%
1Y
3.98%
3Y*
4.68%
5Y*
2.25%
10Y*

VBISX

1D
0.10%
1M
-0.87%
YTD
-0.24%
6M
0.73%
1Y
3.56%
3Y*
3.88%
5Y*
1.41%
10Y*
1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZOMX vs. VBISX - Expense Ratio Comparison

FZOMX has a 0.30% expense ratio, which is higher than VBISX's 0.15% expense ratio.


Return for Risk

FZOMX vs. VBISX — Risk / Return Rank

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

FZOMX
FZOMX Risk / Return Rank: 9494
Overall Rank
FZOMX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FZOMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FZOMX Omega Ratio Rank: 9393
Omega Ratio Rank
FZOMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FZOMX Martin Ratio Rank: 9595
Martin Ratio Rank

VBISX
VBISX Risk / Return Rank: 8484
Overall Rank
VBISX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VBISX Sortino Ratio Rank: 8888
Sortino Ratio Rank
VBISX Omega Ratio Rank: 7676
Omega Ratio Rank
VBISX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VBISX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FZOMX vs. VBISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Short-Term Bond Fund (FZOMX) and Vanguard Short-Term Bond Index Fund (VBISX). 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.


FZOMXVBISXDifference

Sharpe ratio

Return per unit of total volatility

1.90

1.53

+0.37

Sortino ratio

Return per unit of downside risk

3.42

2.48

+0.94

Omega ratio

Gain probability vs. loss probability

1.47

1.30

+0.16

Calmar ratio

Return relative to maximum drawdown

3.56

2.65

+0.91

Martin ratio

Return relative to average drawdown

14.10

9.58

+4.52

FZOMX vs. VBISX - Sharpe Ratio Comparison

The current FZOMX Sharpe Ratio is 1.90, which is comparable to the VBISX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FZOMX and VBISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FZOMXVBISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.53

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.49

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.34

-0.36

Correlation

The correlation between FZOMX and VBISX is 0.84, 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

FZOMX vs. VBISX - Dividend Comparison

FZOMX's dividend yield for the trailing twelve months is around 4.23%, more than VBISX's 3.51% yield.


TTM20252024202320222021202020192018201720162015
FZOMX
Fidelity SAI Short-Term Bond Fund
4.23%4.64%4.27%3.26%0.76%0.41%0.07%0.00%0.00%0.00%0.00%0.00%
VBISX
Vanguard Short-Term Bond Index Fund
3.51%3.44%3.29%2.10%1.38%1.16%1.72%2.16%1.92%1.58%1.42%1.34%

Drawdowns

FZOMX vs. VBISX - Drawdown Comparison

The maximum FZOMX drawdown since its inception was -6.12%, smaller than the maximum VBISX drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for FZOMX and VBISX.


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Drawdown Indicators


FZOMXVBISXDifference

Max Drawdown

Largest peak-to-trough decline

-6.12%

-8.79%

+2.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-1.54%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-6.12%

-8.72%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-8.79%

Current Drawdown

Current decline from peak

-0.61%

-1.16%

+0.55%

Average Drawdown

Average peak-to-trough decline

-1.32%

-0.87%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.43%

-0.12%

Volatility

FZOMX vs. VBISX - Volatility Comparison

Fidelity SAI Short-Term Bond Fund (FZOMX) and Vanguard Short-Term Bond Index Fund (VBISX) have volatilities of 0.70% and 0.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FZOMXVBISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

0.71%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

1.50%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

2.14%

2.44%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.17%

2.91%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.08%

2.37%

-0.29%