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

Correlation

The correlation between VBAIX and FPURX is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

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.

300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
337.68%
408.74%
VBAIX
FPURX

Key characteristics

Sharpe Ratio

VBAIX:

0.39

FPURX:

-0.24

Sortino Ratio

VBAIX:

0.62

FPURX:

-0.21

Omega Ratio

VBAIX:

1.09

FPURX:

0.97

Calmar Ratio

VBAIX:

0.32

FPURX:

-0.17

Martin Ratio

VBAIX:

1.17

FPURX:

-0.61

Ulcer Index

VBAIX:

4.22%

FPURX:

6.03%

Daily Std Dev

VBAIX:

12.56%

FPURX:

15.60%

Max Drawdown

VBAIX:

-35.82%

FPURX:

-33.59%

Current Drawdown

VBAIX:

-9.89%

FPURX:

-17.76%

Returns By Period

In the year-to-date period, VBAIX achieves a -4.37% return, which is significantly higher than FPURX's -6.80% return. Over the past 10 years, VBAIX has outperformed FPURX with an annualized return of 6.40%, while FPURX has yielded a comparatively lower 2.57% annualized return.


VBAIX

YTD

-4.37%

1M

-4.17%

6M

-6.26%

1Y

4.16%

5Y*

6.69%

10Y*

6.40%

FPURX

YTD

-6.80%

1M

-5.31%

6M

-7.09%

1Y

-4.54%

5Y*

2.72%

10Y*

2.57%

*Annualized

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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.


Expense ratio chart for FPURX: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FPURX: 0.50%
Expense ratio chart for VBAIX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBAIX: 0.06%

Risk-Adjusted Performance

VBAIX vs. FPURX — Risk-Adjusted Performance Rank

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

VBAIX
The Risk-Adjusted Performance Rank of VBAIX is 4949
Overall Rank
The Sharpe Ratio Rank of VBAIX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VBAIX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VBAIX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VBAIX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VBAIX is 4646
Martin Ratio Rank

FPURX
The Risk-Adjusted Performance Rank of FPURX is 1212
Overall Rank
The Sharpe Ratio Rank of FPURX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FPURX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FPURX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FPURX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FPURX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VBAIX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.00
VBAIX: 0.39
FPURX: -0.24
The chart of Sortino ratio for VBAIX, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
VBAIX: 0.62
FPURX: -0.21
The chart of Omega ratio for VBAIX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
VBAIX: 1.09
FPURX: 0.97
The chart of Calmar ratio for VBAIX, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.00
VBAIX: 0.32
FPURX: -0.17
The chart of Martin ratio for VBAIX, currently valued at 1.17, compared to the broader market0.0010.0020.0030.0040.0050.00
VBAIX: 1.17
FPURX: -0.61

The current VBAIX Sharpe Ratio is 0.39, which is higher than the FPURX Sharpe Ratio of -0.24. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.39
-0.24
VBAIX
FPURX

Dividends

VBAIX vs. FPURX - Dividend Comparison

VBAIX's dividend yield for the trailing twelve months is around 2.34%, more than FPURX's 1.92% yield.


TTM20242023202220212020201920182017201620152014
VBAIX
Vanguard Balanced Index Fund Institutional Shares
2.34%2.15%2.05%1.94%1.39%1.66%2.13%2.32%1.96%2.10%2.10%1.93%
FPURX
Fidelity Puritan Fund
1.92%1.75%1.71%1.62%1.01%1.09%1.52%1.83%1.33%1.75%7.94%9.74%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.89%
-17.76%
VBAIX
FPURX

Volatility

VBAIX vs. FPURX - Volatility Comparison

Vanguard Balanced Index Fund Institutional Shares (VBAIX) and Fidelity Puritan Fund (FPURX) have volatilities of 8.65% and 8.81%, 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.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.65%
8.81%
VBAIX
FPURX