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VCIT vs. FCBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCIT vs. FCBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Fidelity Corporate Bond Fund (FCBFX). The values are adjusted to include any dividend payments, if applicable.

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VCIT vs. FCBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.45%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%
FCBFX
Fidelity Corporate Bond Fund
-1.20%7.86%2.82%8.82%-17.11%-1.59%10.59%14.48%-2.56%6.83%

Returns By Period

In the year-to-date period, VCIT achieves a -0.45% return, which is significantly higher than FCBFX's -1.20% return. Over the past 10 years, VCIT has outperformed FCBFX with an annualized return of 3.06%, while FCBFX has yielded a comparatively lower 2.84% annualized return.


VCIT

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.69%
1Y
6.08%
3Y*
5.56%
5Y*
1.42%
10Y*
3.06%

FCBFX

1D
0.57%
1M
-2.76%
YTD
-1.20%
6M
-0.42%
1Y
4.08%
3Y*
4.82%
5Y*
0.46%
10Y*
2.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCIT vs. FCBFX - Expense Ratio Comparison

VCIT has a 0.04% expense ratio, which is lower than FCBFX's 0.44% expense ratio.


Return for Risk

VCIT vs. FCBFX — Risk / Return Rank

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

VCIT
VCIT Risk / Return Rank: 7474
Overall Rank
VCIT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6767
Omega Ratio Rank
VCIT Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCIT Martin Ratio Rank: 7575
Martin Ratio Rank

FCBFX
FCBFX Risk / Return Rank: 5252
Overall Rank
FCBFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FCBFX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FCBFX Omega Ratio Rank: 3939
Omega Ratio Rank
FCBFX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FCBFX Martin Ratio Rank: 5151
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.

VCIT vs. FCBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Fidelity Corporate Bond Fund (FCBFX). 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.


VCITFCBFXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.98

+0.28

Sortino ratio

Return per unit of downside risk

1.76

1.37

+0.38

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.06

Calmar ratio

Return relative to maximum drawdown

2.07

1.55

+0.52

Martin ratio

Return relative to average drawdown

7.31

5.00

+2.31

VCIT vs. FCBFX - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.26, which is comparable to the FCBFX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VCIT and FCBFX, 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


VCITFCBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.98

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.07

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.48

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.70

+0.06

Correlation

The correlation between VCIT and FCBFX is 0.85, 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

VCIT vs. FCBFX - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.72%, more than FCBFX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.72%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%
FCBFX
Fidelity Corporate Bond Fund
3.85%4.11%3.95%3.74%2.53%2.82%3.19%3.28%3.65%3.16%3.55%3.01%

Drawdowns

VCIT vs. FCBFX - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum FCBFX drawdown of -23.23%. Use the drawdown chart below to compare losses from any high point for VCIT and FCBFX.


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Drawdown Indicators


VCITFCBFXDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-23.23%

+2.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-3.31%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-23.21%

+2.65%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-23.23%

+2.67%

Current Drawdown

Current decline from peak

-1.98%

-2.76%

+0.78%

Average Drawdown

Average peak-to-trough decline

-3.18%

-4.00%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.03%

-0.18%

Volatility

VCIT vs. FCBFX - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a higher volatility of 2.07% compared to Fidelity Corporate Bond Fund (FCBFX) at 1.85%. This indicates that VCIT's price experiences larger fluctuations and is considered to be riskier than FCBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITFCBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

1.85%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

2.86%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

4.78%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.60%

6.68%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

5.94%

+0.33%