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VBND vs. FBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBND vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident U.S. Bond Strategy ETF (VBND) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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VBND vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBND
Vident U.S. Bond Strategy ETF
-0.88%7.31%1.26%8.16%-14.18%-0.43%5.37%9.50%-0.96%3.15%
FBND
Fidelity Total Bond ETF
0.14%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Returns By Period

In the year-to-date period, VBND achieves a -0.88% return, which is significantly lower than FBND's 0.14% return. Over the past 10 years, VBND has underperformed FBND with an annualized return of 1.53%, while FBND has yielded a comparatively higher 2.79% annualized return.


VBND

1D
0.13%
1M
-2.13%
YTD
-0.88%
6M
0.08%
1Y
3.41%
3Y*
3.98%
5Y*
0.44%
10Y*
1.53%

FBND

1D
0.31%
1M
-1.78%
YTD
0.14%
6M
1.01%
1Y
4.73%
3Y*
4.42%
5Y*
1.01%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBND vs. FBND - Expense Ratio Comparison

VBND has a 0.41% expense ratio, which is higher than FBND's 0.36% expense ratio.


Return for Risk

VBND vs. FBND — Risk / Return Rank

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

VBND
VBND Risk / Return Rank: 3838
Overall Rank
VBND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VBND Sortino Ratio Rank: 3535
Sortino Ratio Rank
VBND Omega Ratio Rank: 3131
Omega Ratio Rank
VBND Calmar Ratio Rank: 5151
Calmar Ratio Rank
VBND Martin Ratio Rank: 3535
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 6363
Overall Rank
FBND Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 6262
Sortino Ratio Rank
FBND Omega Ratio Rank: 5454
Omega Ratio Rank
FBND Calmar Ratio Rank: 7474
Calmar Ratio Rank
FBND Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBND vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident U.S. Bond Strategy ETF (VBND) and Fidelity Total Bond ETF (FBND). 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.


VBNDFBNDDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.07

-0.37

Sortino ratio

Return per unit of downside risk

1.00

1.50

-0.50

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

1.31

1.82

-0.52

Martin ratio

Return relative to average drawdown

3.13

5.71

-2.58

VBND vs. FBND - Sharpe Ratio Comparison

The current VBND Sharpe Ratio is 0.70, which is lower than the FBND Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of VBND and FBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VBNDFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.07

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.17

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.46

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.44

-0.15

Correlation

The correlation between VBND and FBND is 0.78, 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.


Dividends

VBND vs. FBND - Dividend Comparison

VBND's dividend yield for the trailing twelve months is around 4.17%, less than FBND's 4.73% yield.


TTM20252024202320222021202020192018201720162015
VBND
Vident U.S. Bond Strategy ETF
4.17%4.22%4.41%3.88%2.55%1.56%1.98%3.14%2.82%2.00%3.12%1.49%
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Drawdowns

VBND vs. FBND - Drawdown Comparison

The maximum VBND drawdown since its inception was -18.97%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for VBND and FBND.


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Drawdown Indicators


VBNDFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-17.25%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.79%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.97%

-17.25%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

-17.25%

-1.72%

Current Drawdown

Current decline from peak

-2.13%

-1.78%

-0.35%

Average Drawdown

Average peak-to-trough decline

-4.25%

-3.38%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

0.89%

+0.29%

Volatility

VBND vs. FBND - Volatility Comparison

The current volatility for Vident U.S. Bond Strategy ETF (VBND) is 1.48%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.66%. This indicates that VBND experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBNDFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.66%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

2.62%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

4.45%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

5.90%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

6.09%

-0.64%