VFTAX vs. FITLX
Compare and contrast key facts about Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Fidelity US Sustainability Index Fund (FITLX).
VFTAX is managed by Vanguard. It was launched on Feb 7, 2019. FITLX is managed by Fidelity. It was launched on May 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFTAX or FITLX.
Key characteristics
| VFTAX | FITLX | |
|---|---|---|
| YTD Return | 18.88% | 18.64% |
| 1Y Return | 28.11% | 27.91% |
| 3Y Return (Ann) | 8.31% | 9.84% |
| 5Y Return (Ann) | 15.34% | 15.59% |
| Sharpe Ratio | 2.09 | 1.93 |
| Daily Std Dev | 13.95% | 14.10% |
| Max Drawdown | -34.20% | -34.35% |
| Current Drawdown | -0.98% | -1.29% |
Correlation
The correlation between VFTAX and FITLX is 0.98, 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.
Performance
VFTAX vs. FITLX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFTAX having a 18.88% return and FITLX slightly lower at 18.64%. 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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VFTAX vs. FITLX - Expense Ratio Comparison
VFTAX has a 0.14% expense ratio, which is higher than FITLX's 0.11% 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
VFTAX vs. FITLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Fidelity US Sustainability Index Fund (FITLX). 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
VFTAX vs. FITLX - Dividend Comparison
VFTAX's dividend yield for the trailing twelve months is around 1.04%, more than FITLX's 0.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.81% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% |
FITLX Fidelity US Sustainability Index Fund | 0.95% | 1.12% | 1.49% | 0.99% | 1.01% | 1.41% | 1.58% | 0.76% |
Drawdowns
VFTAX vs. FITLX - Drawdown Comparison
The maximum VFTAX drawdown since its inception was -34.20%, roughly equal to the maximum FITLX drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for VFTAX and FITLX. For additional features, visit the drawdowns tool.
Volatility
VFTAX vs. FITLX - Volatility Comparison
The current volatility for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) is 4.70%, while Fidelity US Sustainability Index Fund (FITLX) has a volatility of 5.01%. This indicates that VFTAX experiences smaller price fluctuations and is considered to be less risky than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.