VFIDX vs. FSRIX
Compare and contrast key facts about Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and Fidelity Advisor Strategic Income Fund Class I (FSRIX).
VFIDX is managed by Vanguard. It was launched on Feb 12, 2001. FSRIX is managed by Fidelity. It was launched on Jul 3, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIDX or FSRIX.
Performance
VFIDX vs. FSRIX - Performance Comparison
Returns By Period
In the year-to-date period, VFIDX achieves a 3.06% return, which is significantly lower than FSRIX's 6.22% return. Over the past 10 years, VFIDX has underperformed FSRIX with an annualized return of 1.81%, while FSRIX has yielded a comparatively higher 3.12% annualized return.
VFIDX
3.06%
-1.99%
3.68%
9.21%
0.22%
1.81%
FSRIX
6.22%
-0.68%
4.19%
11.26%
2.33%
3.12%
Key characteristics
| VFIDX | FSRIX | |
|---|---|---|
| Sharpe Ratio | 1.72 | 2.85 |
| Sortino Ratio | 2.55 | 4.50 |
| Omega Ratio | 1.31 | 1.58 |
| Calmar Ratio | 0.62 | 1.20 |
| Martin Ratio | 6.69 | 16.75 |
| Ulcer Index | 1.48% | 0.65% |
| Daily Std Dev | 5.74% | 3.82% |
| Max Drawdown | -22.52% | -17.71% |
| Current Drawdown | -8.08% | -1.26% |
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VFIDX vs. FSRIX - Expense Ratio Comparison
VFIDX has a 0.10% expense ratio, which is lower than FSRIX's 0.71% expense ratio.
Correlation
The correlation between VFIDX and FSRIX is 0.57, 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
VFIDX vs. FSRIX - 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 Strategic Income Fund Class I (FSRIX). 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. FSRIX - Dividend Comparison
VFIDX's dividend yield for the trailing twelve months is around 4.53%, more than FSRIX's 4.30% 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% |
FSRIX Fidelity Advisor Strategic Income Fund Class I | 4.30% | 4.28% | 3.65% | 2.69% | 3.30% | 3.41% | 3.63% | 3.35% | 3.48% | 3.68% | 5.26% | 3.76% |
Drawdowns
VFIDX vs. FSRIX - Drawdown Comparison
The maximum VFIDX drawdown since its inception was -22.52%, which is greater than FSRIX's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for VFIDX and FSRIX. For additional features, visit the drawdowns tool.
Volatility
VFIDX vs. FSRIX - Volatility Comparison
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a higher volatility of 1.61% compared to Fidelity Advisor Strategic Income Fund Class I (FSRIX) at 0.95%. This indicates that VFIDX's price experiences larger fluctuations and is considered to be riskier than FSRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.