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VGIT vs. FDEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. FDEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury ETF (VGIT) and Fidelity Emerging Markets Multifactor ETF (FDEM). 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 -0.29% return, which is significantly lower than FDEM's 20.05% return.


VGIT

1D
-0.12%
1M
0.16%
YTD
-0.29%
6M
0.04%
1Y
3.43%
3Y*
3.69%
5Y*
0.01%
10Y*
1.20%

FDEM

1D
0.22%
1M
0.88%
YTD
20.05%
6M
22.29%
1Y
38.42%
3Y*
21.94%
5Y*
9.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. FDEM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.29%7.34%1.39%4.28%-10.53%-2.64%7.71%5.80%
FDEM
Fidelity Emerging Markets Multifactor ETF
20.05%26.75%9.34%17.26%-13.11%-3.52%8.87%5.60%

Correlation

The correlation between VGIT and FDEM is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.15

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

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2019

-0.01

The correlation between VGIT and FDEM shifts across timeframes, from -0.01 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGIT vs. FDEM — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 2828
Overall Rank
VGIT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3131
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2727
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2626
Martin Ratio Rank

FDEM
FDEM Risk / Return Rank: 6767
Overall Rank
FDEM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FDEM Sortino Ratio Rank: 6464
Sortino Ratio Rank
FDEM Omega Ratio Rank: 7171
Omega Ratio Rank
FDEM Calmar Ratio Rank: 6565
Calmar Ratio Rank
FDEM Martin Ratio Rank: 6868
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. FDEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and Fidelity Emerging Markets Multifactor ETF (FDEM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGITFDEMDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.17

1.36

-0.20

Calmar ratioReturn relative to maximum drawdown

1.13

2.88

-1.75

Martin ratioReturn relative to average drawdown

3.18

10.85

-7.67

VGIT vs. FDEM - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 0.96, which is lower than the FDEM Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of VGIT and FDEM, 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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Drawdowns

VGIT vs. FDEM - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum FDEM drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for VGIT and FDEM.


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Drawdown Indicators


VGITFDEMDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-33.65%

+17.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-12.70%

+9.87%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-16.04%

+11.70%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-28.47%

+13.45%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

Current Drawdown

Current decline from peak

-2.22%

-3.51%

+1.29%

Average Drawdown

Average peak-to-trough decline

-3.52%

-8.82%

+5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

3.37%

-2.36%

Volatility

VGIT vs. FDEM - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.15%, while Fidelity Emerging Markets Multifactor ETF (FDEM) has a volatility of 9.65%. This indicates that VGIT experiences smaller price fluctuations and is considered to be less risky than FDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGITFDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

9.65%

-8.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

16.93%

-14.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

18.94%

-15.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

16.48%

-11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

18.10%

-13.60%

VGIT vs. FDEM - Expense Ratio Comparison

VGIT has a 0.03% expense ratio, which is lower than FDEM's 0.45% expense ratio.


Dividends

VGIT vs. FDEM - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.86%, more than FDEM's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
FDEM
Fidelity Emerging Markets Multifactor ETF
2.72%3.23%4.05%4.41%3.95%2.71%1.84%2.39%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.86%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


VGIT and FDEM have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDEM has higher volatility (9.65%) compared to VGIT (1.15%). In terms of maximum drawdown, VGIT dropped -16.05% vs FDEM's -33.65%.

On 5-year performance, FDEM leads with 9.14% vs 0.01% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FDEM has performed better with a 9.14% return vs 0.01%. 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 0.45% for FDEM.

VGIT has the higher dividend yield at 3.86%, compared with 2.72% for FDEM.

VGIT is categorized as Government Bonds, while FDEM is Emerging Markets Equities. VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index, while FDEM tracks Fidelity Targeted Emerging Markets Factor Index. They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.03% for VGIT and 0.45% for FDEM.

FDEM currently has the higher Sharpe Ratio (1.93 vs 0.96), 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

Find the right allocation for VGIT and FDEM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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