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VBIRX vs. FXNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBIRX and FXNAX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

VBIRX vs. FXNAX - Performance Comparison

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

22.00%24.00%26.00%28.00%30.00%32.00%NovemberDecember2025FebruaryMarchApril
25.68%
30.19%
VBIRX
FXNAX

Key characteristics

Sharpe Ratio

VBIRX:

2.62

FXNAX:

1.32

Sortino Ratio

VBIRX:

4.41

FXNAX:

1.98

Omega Ratio

VBIRX:

1.57

FXNAX:

1.23

Calmar Ratio

VBIRX:

2.22

FXNAX:

0.50

Martin Ratio

VBIRX:

10.34

FXNAX:

3.25

Ulcer Index

VBIRX:

0.66%

FXNAX:

2.16%

Daily Std Dev

VBIRX:

2.61%

FXNAX:

5.30%

Max Drawdown

VBIRX:

-8.64%

FXNAX:

-19.64%

Current Drawdown

VBIRX:

-0.29%

FXNAX:

-8.23%

Returns By Period

In the year-to-date period, VBIRX achieves a 2.22% return, which is significantly higher than FXNAX's 2.06% return. Over the past 10 years, VBIRX has outperformed FXNAX with an annualized return of 1.72%, while FXNAX has yielded a comparatively lower 1.26% annualized return.


VBIRX

YTD

2.22%

1M

0.49%

6M

2.65%

1Y

7.04%

5Y*

1.14%

10Y*

1.72%

FXNAX

YTD

2.06%

1M

0.29%

6M

1.57%

1Y

7.33%

5Y*

-1.17%

10Y*

1.26%

*Annualized

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VBIRX vs. FXNAX - Expense Ratio Comparison

VBIRX has a 0.07% expense ratio, which is higher than FXNAX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VBIRX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBIRX: 0.07%
Expense ratio chart for FXNAX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXNAX: 0.03%

Risk-Adjusted Performance

VBIRX vs. FXNAX — Risk-Adjusted Performance Rank

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

VBIRX
The Risk-Adjusted Performance Rank of VBIRX is 9494
Overall Rank
The Sharpe Ratio Rank of VBIRX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VBIRX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VBIRX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of VBIRX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VBIRX is 9494
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7878
Overall Rank
The Sharpe Ratio Rank of FXNAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 7474
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.

VBIRX vs. FXNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) and Fidelity U.S. Bond Index Fund (FXNAX). 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 VBIRX, currently valued at 2.67, compared to the broader market-1.000.001.002.003.00
VBIRX: 2.67
FXNAX: 1.32
The chart of Sortino ratio for VBIRX, currently valued at 4.51, compared to the broader market-2.000.002.004.006.008.00
VBIRX: 4.51
FXNAX: 1.98
The chart of Omega ratio for VBIRX, currently valued at 1.59, compared to the broader market0.501.001.502.002.503.00
VBIRX: 1.59
FXNAX: 1.23
The chart of Calmar ratio for VBIRX, currently valued at 2.41, compared to the broader market0.002.004.006.008.0010.00
VBIRX: 2.41
FXNAX: 0.50
The chart of Martin ratio for VBIRX, currently valued at 10.48, compared to the broader market0.0010.0020.0030.0040.0050.00
VBIRX: 10.48
FXNAX: 3.25

The current VBIRX Sharpe Ratio is 2.62, which is higher than the FXNAX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VBIRX and FXNAX, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
2.67
1.32
VBIRX
FXNAX

Dividends

VBIRX vs. FXNAX - Dividend Comparison

VBIRX's dividend yield for the trailing twelve months is around 3.49%, more than FXNAX's 3.12% yield.


TTM20242023202220212020201920182017201620152014
VBIRX
Vanguard Short-Term Bond Index Fund Admiral Shares
3.49%3.36%2.41%1.46%1.45%1.78%2.24%2.01%1.53%1.49%1.30%1.25%
FXNAX
Fidelity U.S. Bond Index Fund
3.12%3.40%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%

Drawdowns

VBIRX vs. FXNAX - Drawdown Comparison

The maximum VBIRX drawdown since its inception was -8.64%, smaller than the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for VBIRX and FXNAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.29%
-8.23%
VBIRX
FXNAX

Volatility

VBIRX vs. FXNAX - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) is 0.94%, while Fidelity U.S. Bond Index Fund (FXNAX) has a volatility of 2.01%. This indicates that VBIRX experiences smaller price fluctuations and is considered to be less risky than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
0.94%
2.01%
VBIRX
FXNAX