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VCITX vs. FSDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCITX vs. FSDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX) and Fidelity Strategic Dividend & Income Fund (FSDIX). The values are adjusted to include any dividend payments, if applicable.

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VCITX vs. FSDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
-1.00%4.90%2.66%7.51%-10.06%1.46%5.60%8.81%0.67%6.82%
FSDIX
Fidelity Strategic Dividend & Income Fund
3.35%6.52%11.52%9.45%-9.84%19.03%11.23%22.50%-4.33%11.23%

Returns By Period

In the year-to-date period, VCITX achieves a -1.00% return, which is significantly lower than FSDIX's 3.35% return. Over the past 10 years, VCITX has underperformed FSDIX with an annualized return of 2.40%, while FSDIX has yielded a comparatively higher 8.58% annualized return.


VCITX

1D
0.27%
1M
-3.17%
YTD
-1.00%
6M
0.86%
1Y
4.03%
3Y*
3.63%
5Y*
1.10%
10Y*
2.40%

FSDIX

1D
-0.27%
1M
-5.65%
YTD
3.35%
6M
-0.38%
1Y
8.54%
3Y*
9.57%
5Y*
6.48%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCITX vs. FSDIX - Expense Ratio Comparison

VCITX has a 0.17% expense ratio, which is lower than FSDIX's 0.68% expense ratio.


Return for Risk

VCITX vs. FSDIX — Risk / Return Rank

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

VCITX
VCITX Risk / Return Rank: 4343
Overall Rank
VCITX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VCITX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VCITX Omega Ratio Rank: 6565
Omega Ratio Rank
VCITX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VCITX Martin Ratio Rank: 2828
Martin Ratio Rank

FSDIX
FSDIX Risk / Return Rank: 3131
Overall Rank
FSDIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FSDIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FSDIX Omega Ratio Rank: 3535
Omega Ratio Rank
FSDIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSDIX Martin Ratio Rank: 3232
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.

VCITX vs. FSDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX) and Fidelity Strategic Dividend & Income Fund (FSDIX). 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.


VCITXFSDIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.70

+0.19

Sortino ratio

Return per unit of downside risk

1.21

0.96

+0.25

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.08

Calmar ratio

Return relative to maximum drawdown

0.97

0.85

+0.13

Martin ratio

Return relative to average drawdown

2.95

3.41

-0.46

VCITX vs. FSDIX - Sharpe Ratio Comparison

The current VCITX Sharpe Ratio is 0.89, which is comparable to the FSDIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of VCITX and FSDIX, 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


VCITXFSDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.70

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.58

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.69

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.51

+0.51

Correlation

The correlation between VCITX and FSDIX is -0.05. 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.


Dividends

VCITX vs. FSDIX - Dividend Comparison

VCITX's dividend yield for the trailing twelve months is around 3.58%, more than FSDIX's 1.74% yield.


TTM20252024202320222021202020192018201720162015
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
3.58%4.34%3.85%2.99%2.66%2.56%3.21%3.16%3.32%3.22%3.45%3.50%
FSDIX
Fidelity Strategic Dividend & Income Fund
1.74%1.80%5.27%5.71%4.23%8.43%5.67%6.68%8.19%6.57%4.92%6.38%

Drawdowns

VCITX vs. FSDIX - Drawdown Comparison

The maximum VCITX drawdown since its inception was -22.71%, smaller than the maximum FSDIX drawdown of -58.92%. Use the drawdown chart below to compare losses from any high point for VCITX and FSDIX.


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Drawdown Indicators


VCITXFSDIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.71%

-58.92%

+36.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.34%

-9.50%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-17.08%

+1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-15.79%

-29.99%

+14.20%

Current Drawdown

Current decline from peak

-3.17%

-5.75%

+2.58%

Average Drawdown

Average peak-to-trough decline

-2.58%

-6.40%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

2.35%

-0.59%

Volatility

VCITX vs. FSDIX - Volatility Comparison

The current volatility for Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX) is 1.26%, while Fidelity Strategic Dividend & Income Fund (FSDIX) has a volatility of 3.31%. This indicates that VCITX experiences smaller price fluctuations and is considered to be less risky than FSDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITXFSDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

3.31%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

8.75%

-6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

13.16%

-7.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

11.23%

-6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

12.55%

-8.01%