VCORX vs. FHIGX
Compare and contrast key facts about Vanguard Core Bond Fund Investor Shares (VCORX) and Fidelity Municipal Income Fund (FHIGX).
VCORX is managed by Vanguard. It was launched on Mar 28, 2016. FHIGX is managed by Fidelity. It was launched on Dec 1, 1977.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCORX or FHIGX.
Performance
VCORX vs. FHIGX - Performance Comparison
Returns By Period
In the year-to-date period, VCORX achieves a 1.96% return, which is significantly lower than FHIGX's 2.16% return.
VCORX
1.96%
-1.40%
3.20%
7.11%
0.03%
N/A
FHIGX
2.16%
-0.48%
2.32%
7.18%
0.91%
2.04%
Key characteristics
| VCORX | FHIGX | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.95 |
| Sortino Ratio | 1.94 | 2.92 |
| Omega Ratio | 1.23 | 1.44 |
| Calmar Ratio | 0.49 | 0.76 |
| Martin Ratio | 4.51 | 7.71 |
| Ulcer Index | 1.60% | 0.88% |
| Daily Std Dev | 5.51% | 3.49% |
| Max Drawdown | -19.06% | -16.91% |
| Current Drawdown | -8.73% | -2.96% |
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VCORX vs. FHIGX - Expense Ratio Comparison
VCORX has a 0.20% expense ratio, which is lower than FHIGX's 0.45% expense ratio.
Correlation
The correlation between VCORX and FHIGX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VCORX vs. FHIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) and Fidelity Municipal Income Fund (FHIGX). 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.
Dividends
VCORX vs. FHIGX - Dividend Comparison
VCORX's dividend yield for the trailing twelve months is around 4.51%, more than FHIGX's 2.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCORX Vanguard Core Bond Fund Investor Shares | 4.51% | 3.99% | 2.91% | 1.11% | 1.65% | 2.92% | 2.99% | 2.09% | 1.59% | 0.00% | 0.00% | 0.00% |
FHIGX Fidelity Municipal Income Fund | 2.93% | 2.84% | 2.72% | 2.40% | 2.58% | 2.79% | 2.99% | 3.05% | 3.40% | 3.43% | 3.51% | 3.91% |
Drawdowns
VCORX vs. FHIGX - Drawdown Comparison
The maximum VCORX drawdown since its inception was -19.06%, which is greater than FHIGX's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for VCORX and FHIGX. For additional features, visit the drawdowns tool.
Volatility
VCORX vs. FHIGX - Volatility Comparison
The current volatility for Vanguard Core Bond Fund Investor Shares (VCORX) is 1.63%, while Fidelity Municipal Income Fund (FHIGX) has a volatility of 1.72%. This indicates that VCORX experiences smaller price fluctuations and is considered to be less risky than FHIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.