PortfoliosLab logoPortfoliosLab logo
VCORX vs. FHIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCORX vs. FHIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Bond Fund Investor Shares (VCORX) and Fidelity Municipal Income Fund (FHIGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VCORX vs. FHIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCORX
Vanguard Core Bond Fund Investor Shares
-0.29%7.68%2.10%5.90%-13.27%-0.80%10.19%9.47%-0.92%4.34%
FHIGX
Fidelity Municipal Income Fund
-0.82%5.37%1.68%7.14%-10.98%2.43%4.42%8.51%0.81%6.69%

Returns By Period

In the year-to-date period, VCORX achieves a -0.29% return, which is significantly higher than FHIGX's -0.82% return. Both investments have delivered pretty close results over the past 10 years, with VCORX having a 2.20% annualized return and FHIGX not far ahead at 2.21%.


VCORX

1D
0.56%
1M
-2.05%
YTD
-0.29%
6M
0.77%
1Y
4.32%
3Y*
4.10%
5Y*
0.55%
10Y*
2.20%

FHIGX

1D
0.25%
1M
-3.03%
YTD
-0.82%
6M
0.87%
1Y
4.26%
3Y*
3.37%
5Y*
0.81%
10Y*
2.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VCORX vs. FHIGX - Expense Ratio Comparison

VCORX has a 0.20% expense ratio, which is lower than FHIGX's 0.45% expense ratio.


Return for Risk

VCORX vs. FHIGX — Risk / Return Rank

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

VCORX
VCORX Risk / Return Rank: 6161
Overall Rank
VCORX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VCORX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VCORX Omega Ratio Rank: 4747
Omega Ratio Rank
VCORX Calmar Ratio Rank: 7878
Calmar Ratio Rank
VCORX Martin Ratio Rank: 5959
Martin Ratio Rank

FHIGX
FHIGX Risk / Return Rank: 5252
Overall Rank
FHIGX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FHIGX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FHIGX Omega Ratio Rank: 7575
Omega Ratio Rank
FHIGX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FHIGX Martin Ratio Rank: 3636
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.

VCORX vs. FHIGX - Risk-Adjusted Trends 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.


VCORXFHIGXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.01

+0.05

Sortino ratio

Return per unit of downside risk

1.53

1.36

+0.17

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.85

1.10

+0.74

Martin ratio

Return relative to average drawdown

5.65

3.82

+1.83

VCORX vs. FHIGX - Sharpe Ratio Comparison

The current VCORX Sharpe Ratio is 1.06, which is comparable to the FHIGX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VCORX and FHIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VCORXFHIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.01

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.20

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.52

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.87

-0.40

Correlation

The correlation between VCORX and FHIGX is 0.49, 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.


Dividends

VCORX vs. FHIGX - Dividend Comparison

VCORX's dividend yield for the trailing twelve months is around 4.27%, more than FHIGX's 3.08% yield.


TTM20252024202320222021202020192018201720162015
VCORX
Vanguard Core Bond Fund Investor Shares
4.27%4.70%4.93%3.99%2.90%1.91%2.95%2.93%2.98%2.62%2.20%0.00%
FHIGX
Fidelity Municipal Income Fund
3.08%4.00%2.98%2.83%1.81%2.64%2.79%3.16%3.66%4.45%4.88%3.65%

Drawdowns

VCORX vs. FHIGX - Drawdown Comparison

The maximum VCORX drawdown since its inception was -18.14%, smaller than the maximum FHIGX drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for VCORX and FHIGX.


Loading graphics...

Drawdown Indicators


VCORXFHIGXDifference

Max Drawdown

Largest peak-to-trough decline

-18.14%

-32.80%

+14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-4.84%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-16.18%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.14%

-16.18%

-1.96%

Current Drawdown

Current decline from peak

-2.05%

-3.03%

+0.98%

Average Drawdown

Average peak-to-trough decline

-4.31%

-4.55%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.40%

-0.50%

Volatility

VCORX vs. FHIGX - Volatility Comparison

Vanguard Core Bond Fund Investor Shares (VCORX) has a higher volatility of 1.64% compared to Fidelity Municipal Income Fund (FHIGX) at 1.20%. This indicates that VCORX's price experiences larger fluctuations and is considered to be riskier than FHIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VCORXFHIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.20%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

1.82%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

4.94%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

4.12%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

4.23%

+0.56%