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VFIDX vs. FSRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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VFIDX vs. FSRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
-1.43%9.67%3.29%8.63%-13.77%-1.51%10.44%10.50%-0.44%4.28%
FSRIX
Fidelity Advisor Strategic Income Fund Class I
-0.90%8.97%6.02%9.51%-11.91%3.50%7.50%11.01%-2.70%8.08%

Returns By Period

In the year-to-date period, VFIDX achieves a -1.43% return, which is significantly lower than FSRIX's -0.90% return. Over the past 10 years, VFIDX has underperformed FSRIX with an annualized return of 2.74%, while FSRIX has yielded a comparatively higher 4.24% annualized return.


VFIDX

1D
0.46%
1M
-2.89%
YTD
-1.43%
6M
-0.20%
1Y
5.19%
3Y*
5.32%
5Y*
1.39%
10Y*
2.74%

FSRIX

1D
0.00%
1M
-2.70%
YTD
-0.90%
6M
0.46%
1Y
7.05%
3Y*
6.73%
5Y*
2.78%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

VFIDX vs. FSRIX — Risk / Return Rank

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

VFIDX
VFIDX Risk / Return Rank: 7171
Overall Rank
VFIDX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VFIDX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VFIDX Omega Ratio Rank: 6060
Omega Ratio Rank
VFIDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
VFIDX Martin Ratio Rank: 7272
Martin Ratio Rank

FSRIX
FSRIX Risk / Return Rank: 9393
Overall Rank
FSRIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FSRIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSRIX Omega Ratio Rank: 9191
Omega Ratio Rank
FSRIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FSRIX Martin Ratio Rank: 9292
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.

VFIDX vs. FSRIX - Risk-Adjusted Trends 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.


VFIDXFSRIXDifference

Sharpe ratio

Return per unit of total volatility

1.23

2.12

-0.89

Sortino ratio

Return per unit of downside risk

1.77

2.94

-1.18

Omega ratio

Gain probability vs. loss probability

1.23

1.42

-0.20

Calmar ratio

Return relative to maximum drawdown

1.87

2.75

-0.88

Martin ratio

Return relative to average drawdown

6.78

10.91

-4.13

VFIDX vs. FSRIX - Sharpe Ratio Comparison

The current VFIDX Sharpe Ratio is 1.23, which is lower than the FSRIX Sharpe Ratio of 2.12. 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.


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Sharpe Ratios by Period


VFIDXFSRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

2.12

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.63

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.96

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.52

+0.35

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.


Dividends

VFIDX vs. FSRIX - Dividend Comparison

VFIDX's dividend yield for the trailing twelve months is around 4.66%, more than FSRIX's 4.03% yield.


TTM20252024202320222021202020192018201720162015
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.66%4.91%4.65%3.90%3.20%3.61%5.80%3.13%3.32%3.06%3.94%3.64%
FSRIX
Fidelity Advisor Strategic Income Fund Class I
4.03%4.29%4.16%4.28%2.91%4.18%4.53%4.30%3.74%4.17%3.75%3.09%

Drawdowns

VFIDX vs. FSRIX - Drawdown Comparison

The maximum VFIDX drawdown since its inception was -20.14%, smaller than the maximum FSRIX drawdown of -22.98%. Use the drawdown chart below to compare losses from any high point for VFIDX and FSRIX.


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Drawdown Indicators


VFIDXFSRIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

-22.98%

+2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-2.70%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.14%

-15.99%

-4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-20.14%

-15.99%

-4.15%

Current Drawdown

Current decline from peak

-2.89%

-2.70%

-0.19%

Average Drawdown

Average peak-to-trough decline

-2.61%

-4.72%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.68%

+0.24%

Volatility

VFIDX vs. FSRIX - Volatility Comparison

Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a higher volatility of 1.70% compared to Fidelity Advisor Strategic Income Fund Class I (FSRIX) at 1.57%. 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.


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Volatility by Period


VFIDXFSRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.57%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

2.41%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

3.57%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

4.44%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

4.43%

+0.74%