VCPIX vs. FLDR
Compare and contrast key facts about Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) and Fidelity Low Duration Bond Factor ETF (FLDR).
VCPIX is managed by Vanguard. It was launched on Oct 25, 2021. FLDR is a passively managed fund by Fidelity that tracks the performance of the Fidelity Low Duration Investment Grade Factor Index. It was launched on Jun 12, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCPIX or FLDR.
Performance
VCPIX vs. FLDR - Performance Comparison
Returns By Period
In the year-to-date period, VCPIX achieves a 2.74% return, which is significantly lower than FLDR's 5.18% return.
VCPIX
2.74%
-0.65%
3.35%
7.74%
N/A
N/A
FLDR
5.18%
0.31%
2.87%
6.52%
2.61%
N/A
Key characteristics
| VCPIX | FLDR | |
|---|---|---|
| Sharpe Ratio | 1.44 | 6.59 |
| Sortino Ratio | 2.11 | 13.17 |
| Omega Ratio | 1.26 | 2.73 |
| Calmar Ratio | 0.64 | 24.39 |
| Martin Ratio | 5.31 | 99.85 |
| Ulcer Index | 1.46% | 0.07% |
| Daily Std Dev | 5.36% | 0.99% |
| Max Drawdown | -17.33% | -12.23% |
| Current Drawdown | -5.01% | -0.06% |
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VCPIX vs. FLDR - Expense Ratio Comparison
VCPIX has a 0.30% expense ratio, which is higher than FLDR's 0.15% expense ratio.
Correlation
The correlation between VCPIX and FLDR is 0.62, 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
VCPIX vs. FLDR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) and Fidelity Low Duration Bond Factor ETF (FLDR). 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
VCPIX vs. FLDR - Dividend Comparison
VCPIX's dividend yield for the trailing twelve months is around 4.73%, less than FLDR's 5.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VCPIX Vanguard Core-Plus Bond Fund Investor Shares | 4.73% | 4.48% | 3.16% | 0.26% | 0.00% | 0.00% | 0.00% |
FLDR Fidelity Low Duration Bond Factor ETF | 5.58% | 5.28% | 2.09% | 0.51% | 1.22% | 2.69% | 1.38% |
Drawdowns
VCPIX vs. FLDR - Drawdown Comparison
The maximum VCPIX drawdown since its inception was -17.33%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for VCPIX and FLDR. For additional features, visit the drawdowns tool.
Volatility
VCPIX vs. FLDR - Volatility Comparison
Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) has a higher volatility of 1.34% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.29%. This indicates that VCPIX's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.