VFIDX vs. FIKOX
Compare and contrast key facts about Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and Fidelity Advisor Corporate Bond Fund Class Z (FIKOX).
VFIDX is managed by Vanguard. It was launched on Feb 12, 2001. FIKOX is managed by Fidelity. It was launched on Oct 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIDX or FIKOX.
Performance
VFIDX vs. FIKOX - Performance Comparison
Returns By Period
In the year-to-date period, VFIDX achieves a 3.06% return, which is significantly lower than FIKOX's 3.24% return.
VFIDX
3.06%
-1.99%
3.68%
9.21%
0.22%
1.81%
FIKOX
3.24%
-1.53%
3.43%
9.35%
0.39%
N/A
Key characteristics
| VFIDX | FIKOX | |
|---|---|---|
| Sharpe Ratio | 1.72 | 1.46 |
| Sortino Ratio | 2.55 | 2.19 |
| Omega Ratio | 1.31 | 1.27 |
| Calmar Ratio | 0.62 | 0.56 |
| Martin Ratio | 6.69 | 5.71 |
| Ulcer Index | 1.48% | 1.58% |
| Daily Std Dev | 5.74% | 6.16% |
| Max Drawdown | -22.52% | -23.12% |
| Current Drawdown | -8.08% | -8.33% |
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VFIDX vs. FIKOX - Expense Ratio Comparison
VFIDX has a 0.10% expense ratio, which is lower than FIKOX's 0.36% expense ratio.
Correlation
The correlation between VFIDX and FIKOX is 0.93, 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.
Risk-Adjusted Performance
VFIDX vs. FIKOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and Fidelity Advisor Corporate Bond Fund Class Z (FIKOX). 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
VFIDX vs. FIKOX - Dividend Comparison
VFIDX's dividend yield for the trailing twelve months is around 4.53%, more than FIKOX's 4.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 4.53% | 3.89% | 3.21% | 2.36% | 2.59% | 3.12% | 3.32% | 2.91% | 2.98% | 3.21% | 3.26% | 3.38% |
FIKOX Fidelity Advisor Corporate Bond Fund Class Z | 4.03% | 3.83% | 3.47% | 2.62% | 2.66% | 3.37% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFIDX vs. FIKOX - Drawdown Comparison
The maximum VFIDX drawdown since its inception was -22.52%, roughly equal to the maximum FIKOX drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for VFIDX and FIKOX. For additional features, visit the drawdowns tool.
Volatility
VFIDX vs. FIKOX - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) is 1.61%, while Fidelity Advisor Corporate Bond Fund Class Z (FIKOX) has a volatility of 1.84%. This indicates that VFIDX experiences smaller price fluctuations and is considered to be less risky than FIKOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.