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VBLAX vs. FYBTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBLAX vs. FYBTX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VBLAX achieves a -3.42% return, which is significantly lower than FYBTX's 0.97% return.


VBLAX

1D
-0.50%
1M
-3.76%
6M
-3.26%
YTD
-3.42%
1Y
-1.17%
3Y*
1.23%
5Y*
-5.20%
10Y*
ALL TIME*
0.08%

FYBTX

1D
0.00%
1M
-0.20%
6M
0.60%
YTD
0.97%
1Y
3.09%
3Y*
5.12%
5Y*
2.70%
10Y*
2.53%
ALL TIME*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VBLAX vs. FYBTX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VBLAX
Vanguard Long-Term Bond Index Fund Admiral Shares
-3.42%6.57%-4.14%7.55%-27.22%-3.36%15.75%16.45%
FYBTX
Fidelity Series Short-Term Credit Fund
0.97%5.72%5.13%6.08%-3.50%-0.54%3.99%4.41%

Correlation

The correlation between VBLAX and FYBTX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.59

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2019

0.60

The correlation between VBLAX and FYBTX has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.

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Return for Risk

VBLAX vs. FYBTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VBLAX
VBLAX Risk / Return Rank: 44
Overall Rank
VBLAX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VBLAX Sortino Ratio Rank: 44
Sortino Ratio Rank
VBLAX Omega Ratio Rank: 44
Omega Ratio Rank
VBLAX Calmar Ratio Rank: 44
Calmar Ratio Rank
VBLAX Martin Ratio Rank: 44
Martin Ratio Rank

FYBTX
FYBTX Risk / Return Rank: 8686
Overall Rank
FYBTX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FYBTX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FYBTX Omega Ratio Rank: 9090
Omega Ratio Rank
FYBTX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FYBTX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VBLAX vs. FYBTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) and Fidelity Series Short-Term Credit Fund (FYBTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VBLAXFYBTXDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-3.48

Omega ratioGain probability vs. loss probability

1.00

1.48

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.02

2.95

-2.97

Martin ratioReturn relative to average drawdown

-0.05

11.50

-11.54

VBLAX vs. FYBTX - Sharpe Ratio Comparison

The current VBLAX Sharpe Ratio is -0.02, which is lower than the FYBTX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VBLAX and FYBTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VBLAX vs. FYBTX - Drawdown Comparison

The maximum VBLAX drawdown since its inception was -38.62%, which is greater than FYBTX's maximum drawdown of -6.00%. Use the drawdown chart below to compare losses from any high point for VBLAX and FYBTX.


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Drawdown Indicators


VBLAXFYBTXDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-6.00%

-32.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-1.19%

-5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-11.56%

-1.19%

-10.37%

Max Drawdown (5Y)

Largest decline over 5 years

-36.32%

-6.00%

-30.32%

Max Drawdown (10Y)

Largest decline over 10 years

-6.00%

Current Drawdown

Current decline from peak

-27.42%

-0.30%

-27.12%

Average Drawdown

Average peak-to-trough decline

-18.25%

-0.71%

-17.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

0.30%

+2.45%

Volatility

VBLAX vs. FYBTX - Volatility Comparison

Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) has a higher volatility of 2.10% compared to Fidelity Series Short-Term Credit Fund (FYBTX) at 0.41%. This indicates that VBLAX's price experiences larger fluctuations and is considered to be riskier than FYBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBLAXFYBTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

0.41%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

6.00%

1.40%

+4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

7.87%

1.87%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.81%

2.20%

+10.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.56%

1.92%

+10.64%

VBLAX vs. FYBTX - Expense Ratio Comparison

VBLAX has a 0.07% expense ratio, which is higher than FYBTX's 0.00% 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%.


Dividends

VBLAX vs. FYBTX - Dividend Comparison

VBLAX's dividend yield for the trailing twelve months is around 4.54%, more than FYBTX's 4.37% yield.


PositionTTM2025202420232022202120202019201820172016
FYBTX
Fidelity Series Short-Term Credit Fund
4.37%4.66%3.67%2.76%1.26%1.65%2.31%2.72%2.45%1.59%1.24%
VBLAX
Vanguard Long-Term Bond Index Fund Admiral Shares
4.54%4.64%4.61%4.08%4.13%2.62%5.39%3.25%0.00%0.00%0.00%

Frequently Asked Questions


VBLAX and FYBTX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBLAX has higher volatility (2.10%) compared to FYBTX (0.41%). In terms of maximum drawdown, VBLAX dropped -38.62% vs FYBTX's -6.00%.

FYBTX currently has the higher Sharpe Ratio (1.91 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VBLAX and FYBTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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