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VBINX vs. FBALX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBINX and FBALX is 0.91, 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

VBINX vs. FBALX - Performance Comparison

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

1,000.00%1,050.00%1,100.00%1,150.00%1,200.00%1,250.00%1,300.00%1,350.00%NovemberDecember2025FebruaryMarchApril
1,072.39%
1,196.25%
VBINX
FBALX

Key characteristics

Sharpe Ratio

VBINX:

0.38

FBALX:

0.28

Sortino Ratio

VBINX:

0.61

FBALX:

0.48

Omega Ratio

VBINX:

1.09

FBALX:

1.07

Calmar Ratio

VBINX:

0.32

FBALX:

0.27

Martin Ratio

VBINX:

1.14

FBALX:

1.00

Ulcer Index

VBINX:

4.24%

FBALX:

3.68%

Daily Std Dev

VBINX:

12.56%

FBALX:

12.97%

Max Drawdown

VBINX:

-35.97%

FBALX:

-42.81%

Current Drawdown

VBINX:

-9.93%

FBALX:

-8.33%

Returns By Period

The year-to-date returns for both investments are quite close, with VBINX having a -4.40% return and FBALX slightly higher at -4.27%. Over the past 10 years, VBINX has outperformed FBALX with an annualized return of 6.28%, while FBALX has yielded a comparatively lower 4.10% annualized return.


VBINX

YTD

-4.40%

1M

-4.18%

6M

-6.32%

1Y

4.05%

5Y*

6.57%

10Y*

6.28%

FBALX

YTD

-4.27%

1M

-3.42%

6M

-4.68%

1Y

2.80%

5Y*

5.95%

10Y*

4.10%

*Annualized

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VBINX vs. FBALX - Expense Ratio Comparison

VBINX has a 0.18% expense ratio, which is lower than FBALX's 0.51% expense ratio.


Expense ratio chart for FBALX: current value is 0.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBALX: 0.51%
Expense ratio chart for VBINX: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBINX: 0.18%

Risk-Adjusted Performance

VBINX vs. FBALX — Risk-Adjusted Performance Rank

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

VBINX
The Risk-Adjusted Performance Rank of VBINX is 4848
Overall Rank
The Sharpe Ratio Rank of VBINX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VBINX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VBINX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VBINX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of VBINX is 4646
Martin Ratio Rank

FBALX
The Risk-Adjusted Performance Rank of FBALX is 4343
Overall Rank
The Sharpe Ratio Rank of FBALX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FBALX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FBALX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FBALX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FBALX is 4444
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.

VBINX vs. FBALX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced Index Fund (VBINX) and Fidelity Balanced Fund (FBALX). 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 VBINX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.00
VBINX: 0.38
FBALX: 0.28
The chart of Sortino ratio for VBINX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.00
VBINX: 0.61
FBALX: 0.48
The chart of Omega ratio for VBINX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
VBINX: 1.09
FBALX: 1.07
The chart of Calmar ratio for VBINX, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.00
VBINX: 0.32
FBALX: 0.27
The chart of Martin ratio for VBINX, currently valued at 1.14, compared to the broader market0.0010.0020.0030.0040.0050.00
VBINX: 1.14
FBALX: 1.00

The current VBINX Sharpe Ratio is 0.38, which is higher than the FBALX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of VBINX and FBALX, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.38
0.28
VBINX
FBALX

Dividends

VBINX vs. FBALX - Dividend Comparison

VBINX's dividend yield for the trailing twelve months is around 5.08%, more than FBALX's 1.92% yield.


TTM20242023202220212020201920182017201620152014
VBINX
Vanguard Balanced Index Fund
5.08%5.15%4.25%2.71%2.71%2.54%2.19%2.20%1.83%1.97%1.95%1.79%
FBALX
Fidelity Balanced Fund
1.92%1.81%1.70%1.47%0.88%1.29%1.70%1.85%1.58%1.61%7.96%10.55%

Drawdowns

VBINX vs. FBALX - Drawdown Comparison

The maximum VBINX drawdown since its inception was -35.97%, smaller than the maximum FBALX drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for VBINX and FBALX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.93%
-8.33%
VBINX
FBALX

Volatility

VBINX vs. FBALX - Volatility Comparison

Vanguard Balanced Index Fund (VBINX) and Fidelity Balanced Fund (FBALX) have volatilities of 8.65% and 8.82%, 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%
8.82%
VBINX
FBALX