VFITX vs. FXAIX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) and Fidelity 500 Index Fund (FXAIX).
VFITX is managed by Vanguard. It was launched on Oct 28, 1991. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFITX or FXAIX.
Key characteristics
| VFITX | FXAIX | |
|---|---|---|
| YTD Return | 1.14% | 26.92% |
| 1Y Return | 6.23% | 37.57% |
| 3Y Return (Ann) | -1.89% | 10.24% |
| 5Y Return (Ann) | -0.84% | 15.96% |
| 10Y Return (Ann) | 0.57% | 13.30% |
| Sharpe Ratio | 1.14 | 3.05 |
| Sortino Ratio | 1.70 | 4.06 |
| Omega Ratio | 1.21 | 1.57 |
| Calmar Ratio | 0.37 | 4.44 |
| Martin Ratio | 3.64 | 20.09 |
| Ulcer Index | 1.71% | 1.86% |
| Daily Std Dev | 5.46% | 12.28% |
| Max Drawdown | -18.61% | -33.79% |
| Current Drawdown | -11.67% | -0.28% |
Correlation
The correlation between VFITX and FXAIX is -0.22. 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.
Performance
VFITX vs. FXAIX - Performance Comparison
In the year-to-date period, VFITX achieves a 1.14% return, which is significantly lower than FXAIX's 26.92% return. Over the past 10 years, VFITX has underperformed FXAIX with an annualized return of 0.57%, while FXAIX has yielded a comparatively higher 13.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFITX vs. FXAIX - Expense Ratio Comparison
VFITX has a 0.20% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VFITX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) and Fidelity 500 Index Fund (FXAIX). 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
VFITX vs. FXAIX - Dividend Comparison
VFITX's dividend yield for the trailing twelve months is around 4.01%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 4.01% | 3.44% | 1.97% | 0.94% | 1.18% | 2.32% | 2.34% | 1.77% | 1.61% | 1.69% | 1.64% | 1.52% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
VFITX vs. FXAIX - Drawdown Comparison
The maximum VFITX drawdown since its inception was -18.61%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for VFITX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
VFITX vs. FXAIX - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) is 1.48%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.85%. This indicates that VFITX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.