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VBAIX vs. FPURX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VBAIX vs. FPURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Balanced Index Fund Institutional Shares (VBAIX) and Fidelity Puritan Fund (FPURX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.72%
8.19%
VBAIX
FPURX

Returns By Period

In the year-to-date period, VBAIX achieves a 14.80% return, which is significantly lower than FPURX's 19.13% return. Over the past 10 years, VBAIX has outperformed FPURX with an annualized return of 7.58%, while FPURX has yielded a comparatively lower 4.71% annualized return.


VBAIX

YTD

14.80%

1M

0.78%

6M

8.73%

1Y

18.88%

5Y (annualized)

7.52%

10Y (annualized)

7.58%

FPURX

YTD

19.13%

1M

0.67%

6M

8.19%

1Y

24.13%

5Y (annualized)

5.71%

10Y (annualized)

4.71%

Key characteristics


VBAIXFPURX
Sharpe Ratio2.172.38
Sortino Ratio2.943.35
Omega Ratio1.411.44
Calmar Ratio1.831.09
Martin Ratio13.0314.16
Ulcer Index1.43%1.69%
Daily Std Dev8.63%10.02%
Max Drawdown-35.82%-33.59%
Current Drawdown-1.12%-3.09%

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VBAIX vs. FPURX - Expense Ratio Comparison

VBAIX has a 0.06% expense ratio, which is lower than FPURX's 0.50% expense ratio.


FPURX
Fidelity Puritan Fund
Expense ratio chart for FPURX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VBAIX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.9

The correlation between VBAIX and FPURX 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.

Risk-Adjusted Performance

VBAIX vs. FPURX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced Index Fund Institutional Shares (VBAIX) and Fidelity Puritan Fund (FPURX). 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.


Sharpe ratio
The chart of Sharpe ratio for VBAIX, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.005.002.172.38
The chart of Sortino ratio for VBAIX, currently valued at 2.94, compared to the broader market0.005.0010.002.943.35
The chart of Omega ratio for VBAIX, currently valued at 1.41, compared to the broader market1.002.003.004.001.411.44
The chart of Calmar ratio for VBAIX, currently valued at 1.83, compared to the broader market0.005.0010.0015.0020.0025.001.831.09
The chart of Martin ratio for VBAIX, currently valued at 13.03, compared to the broader market0.0020.0040.0060.0080.00100.0013.0314.16
VBAIX
FPURX

The current VBAIX Sharpe Ratio is 2.17, which is comparable to the FPURX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of VBAIX and FPURX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.17
2.38
VBAIX
FPURX

Dividends

VBAIX vs. FPURX - Dividend Comparison

VBAIX's dividend yield for the trailing twelve months is around 2.04%, more than FPURX's 1.71% yield.


TTM20232022202120202019201820172016201520142013
VBAIX
Vanguard Balanced Index Fund Institutional Shares
2.04%2.05%1.94%1.39%1.66%2.13%2.32%1.96%2.10%2.10%1.93%1.85%
FPURX
Fidelity Puritan Fund
1.71%1.71%1.62%1.01%1.09%1.52%1.83%1.33%1.75%7.94%9.74%10.25%

Drawdowns

VBAIX vs. FPURX - Drawdown Comparison

The maximum VBAIX drawdown since its inception was -35.82%, which is greater than FPURX's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for VBAIX and FPURX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.12%
-3.09%
VBAIX
FPURX

Volatility

VBAIX vs. FPURX - Volatility Comparison

The current volatility for Vanguard Balanced Index Fund Institutional Shares (VBAIX) is 2.61%, while Fidelity Puritan Fund (FPURX) has a volatility of 3.02%. This indicates that VBAIX experiences smaller price fluctuations and is considered to be less risky than FPURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.61%
3.02%
VBAIX
FPURX