PortfoliosLab logo
VFIDX vs. FSRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFIDX and FSRIX is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

VFIDX vs. FSRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and Fidelity Advisor Strategic Income Fund Class I (FSRIX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
119.77%
253.37%
VFIDX
FSRIX

Key characteristics

Sharpe Ratio

VFIDX:

1.54

FSRIX:

1.91

Sortino Ratio

VFIDX:

2.32

FSRIX:

2.85

Omega Ratio

VFIDX:

1.27

FSRIX:

1.36

Calmar Ratio

VFIDX:

0.63

FSRIX:

1.54

Martin Ratio

VFIDX:

4.66

FSRIX:

7.47

Ulcer Index

VFIDX:

1.82%

FSRIX:

1.00%

Daily Std Dev

VFIDX:

5.50%

FSRIX:

3.90%

Max Drawdown

VFIDX:

-22.52%

FSRIX:

-17.71%

Current Drawdown

VFIDX:

-5.66%

FSRIX:

-1.11%

Returns By Period

In the year-to-date period, VFIDX achieves a 2.41% return, which is significantly higher than FSRIX's 0.78% return. Over the past 10 years, VFIDX has underperformed FSRIX with an annualized return of 1.91%, while FSRIX has yielded a comparatively higher 2.99% annualized return.


VFIDX

YTD

2.41%

1M

0.64%

6M

1.97%

1Y

8.74%

5Y*

0.29%

10Y*

1.91%

FSRIX

YTD

0.78%

1M

0.25%

6M

0.95%

1Y

7.05%

5Y*

3.69%

10Y*

2.99%

*Annualized

Compare stocks, funds, or ETFs

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


VFIDX vs. FSRIX - Expense Ratio Comparison

VFIDX has a 0.10% expense ratio, which is lower than FSRIX's 0.71% expense ratio.


Expense ratio chart for FSRIX: current value is 0.71%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSRIX: 0.71%
Expense ratio chart for VFIDX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIDX: 0.10%

Risk-Adjusted Performance

VFIDX vs. FSRIX — Risk-Adjusted Performance Rank

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

VFIDX
The Risk-Adjusted Performance Rank of VFIDX is 8484
Overall Rank
The Sharpe Ratio Rank of VFIDX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIDX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VFIDX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VFIDX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VFIDX is 8484
Martin Ratio Rank

FSRIX
The Risk-Adjusted Performance Rank of FSRIX is 9191
Overall Rank
The Sharpe Ratio Rank of FSRIX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRIX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FSRIX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FSRIX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FSRIX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VFIDX, currently valued at 1.67, compared to the broader market-1.000.001.002.003.00
VFIDX: 1.67
FSRIX: 1.91
The chart of Sortino ratio for VFIDX, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.00
VFIDX: 2.51
FSRIX: 2.85
The chart of Omega ratio for VFIDX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.00
VFIDX: 1.30
FSRIX: 1.36
The chart of Calmar ratio for VFIDX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.00
VFIDX: 0.69
FSRIX: 1.54
The chart of Martin ratio for VFIDX, currently valued at 5.02, compared to the broader market0.0010.0020.0030.0040.0050.00
VFIDX: 5.02
FSRIX: 7.47

The current VFIDX Sharpe Ratio is 1.54, which is comparable to the FSRIX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VFIDX and FSRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.67
1.91
VFIDX
FSRIX

Dividends

VFIDX vs. FSRIX - Dividend Comparison

VFIDX's dividend yield for the trailing twelve months is around 4.71%, more than FSRIX's 4.10% yield.


TTM20242023202220212020201920182017201620152014
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.71%4.65%3.89%3.21%2.36%2.59%3.12%3.32%2.91%2.98%3.21%3.26%
FSRIX
Fidelity Advisor Strategic Income Fund Class I
4.10%4.16%4.28%3.65%2.69%3.30%3.41%3.63%3.35%3.48%3.68%5.26%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.66%
-1.11%
VFIDX
FSRIX

Volatility

VFIDX vs. FSRIX - Volatility Comparison

Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a higher volatility of 2.39% compared to Fidelity Advisor Strategic Income Fund Class I (FSRIX) at 1.85%. 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.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.39%
1.85%
VFIDX
FSRIX