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VGIT vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury ETF (VGIT) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGIT achieves a -0.78% return, which is significantly lower than FBND's 0.10% return. Over the past 10 years, VGIT has underperformed FBND with an annualized return of 1.16%, while FBND has yielded a comparatively higher 2.47% annualized return.


VGIT

1D
-0.05%
1M
-0.87%
YTD
-0.78%
6M
-0.42%
1Y
3.55%
3Y*
3.40%
5Y*
-0.07%
10Y*
1.16%

FBND

1D
-0.07%
1M
-0.69%
YTD
0.10%
6M
0.40%
1Y
5.34%
3Y*
4.60%
5Y*
0.68%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.78%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%
FBND
Fidelity Total Bond ETF
0.10%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Correlation

The correlation between VGIT and FBND is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2014

0.79

The correlation between VGIT and FBND shifts across timeframes, from 0.79 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGIT vs. FBND — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 3131
Overall Rank
VGIT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3434
Sortino Ratio Rank
VGIT Omega Ratio Rank: 3030
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2828
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2828
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 4444
Overall Rank
FBND Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 4747
Sortino Ratio Rank
FBND Omega Ratio Rank: 4141
Omega Ratio Rank
FBND Calmar Ratio Rank: 4545
Calmar Ratio Rank
FBND Martin Ratio Rank: 4040
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.

VGIT vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and Fidelity Total Bond ETF (FBND). 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.


VGITFBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratioReturn relative to maximum drawdown

1.26

2.01

-0.75

Martin ratioReturn relative to average drawdown

3.66

5.97

-2.31

VGIT vs. FBND - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 1.08, which is comparable to the FBND Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of VGIT and FBND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGITFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.41

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.12

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.41

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.44

+0.05

Drawdowns

VGIT vs. FBND - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for VGIT and FBND.


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Drawdown Indicators


VGITFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-17.25%

+1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.66%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-5.94%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-17.25%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

-17.25%

+1.20%

Current Drawdown

Current decline from peak

-2.71%

-1.82%

-0.89%

Average Drawdown

Average peak-to-trough decline

-3.52%

-3.35%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.90%

+0.07%

Volatility

VGIT vs. FBND - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.05%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.23%. This indicates that VGIT experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGITFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.23%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

2.75%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

3.80%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

5.92%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

6.10%

-1.60%

VGIT vs. FBND - Expense Ratio Comparison

VGIT has a 0.03% expense ratio, which is lower than FBND's 0.36% expense ratio.


Dividends

VGIT vs. FBND - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.88%, less than FBND's 4.72% yield.


PositionTTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.72%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.88%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


With a correlation of 0.95, VGIT and FBND move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FBND has higher volatility (1.23%) compared to VGIT (1.05%). In terms of maximum drawdown, VGIT dropped -16.05% vs FBND's -17.25%.

On 10-year performance, FBND leads with 2.47% vs 1.16% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FBND has performed better with a 2.47% return vs 1.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.36% for FBND.

FBND has the higher dividend yield at 4.72%, compared with 3.88% for VGIT.

VGIT is categorized as Government Bonds, while FBND is Intermediate Core-Plus Bond. They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.03% for VGIT and 0.36% for FBND.

FBND currently has the higher Sharpe Ratio (1.41 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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