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VGIT vs. FTHRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGIT vs. FTHRX - Performance Comparison

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

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VGIT vs. FTHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.10%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%
FTHRX
Fidelity Intermediate Bond Fund
-0.39%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%0.52%2.31%

Returns By Period

In the year-to-date period, VGIT achieves a -0.10% return, which is significantly higher than FTHRX's -0.39% return. Over the past 10 years, VGIT has underperformed FTHRX with an annualized return of 1.31%, while FTHRX has yielded a comparatively higher 2.08% annualized return.


VGIT

1D
-0.07%
1M
-1.27%
YTD
-0.10%
6M
0.70%
1Y
3.83%
3Y*
3.27%
5Y*
0.31%
10Y*
1.31%

FTHRX

1D
0.10%
1M
-1.25%
YTD
-0.39%
6M
0.46%
1Y
3.79%
3Y*
4.26%
5Y*
1.11%
10Y*
2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGIT vs. FTHRX - Expense Ratio Comparison

VGIT has a 0.04% expense ratio, which is lower than FTHRX's 0.45% expense ratio.


Return for Risk

VGIT vs. FTHRX — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 5454
Overall Rank
VGIT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 5757
Sortino Ratio Rank
VGIT Omega Ratio Rank: 4444
Omega Ratio Rank
VGIT Calmar Ratio Rank: 6464
Calmar Ratio Rank
VGIT Martin Ratio Rank: 5151
Martin Ratio Rank

FTHRX
FTHRX Risk / Return Rank: 7474
Overall Rank
FTHRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 6262
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 7676
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. FTHRX - Risk-Adjusted Trends Comparison

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


VGITFTHRXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.31

-0.30

Sortino ratio

Return per unit of downside risk

1.52

1.96

-0.44

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratio

Return relative to maximum drawdown

1.68

2.10

-0.42

Martin ratio

Return relative to average drawdown

5.15

7.38

-2.22

VGIT vs. FTHRX - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 1.01, which is comparable to the FTHRX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of VGIT and FTHRX, 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


VGITFTHRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.31

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.28

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.62

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.91

-0.41

Correlation

The correlation between VGIT and FTHRX is 0.88, 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.


Dividends

VGIT vs. FTHRX - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.83%, more than FTHRX's 3.34% yield.


TTM20252024202320222021202020192018201720162015
VGIT
Vanguard Intermediate-Term Treasury ETF
3.83%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%
FTHRX
Fidelity Intermediate Bond Fund
3.34%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%

Drawdowns

VGIT vs. FTHRX - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum FTHRX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for VGIT and FTHRX.


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Drawdown Indicators


VGITFTHRXDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-19.01%

+2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-2.11%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-13.18%

-1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

-13.25%

-2.80%

Current Drawdown

Current decline from peak

-2.04%

-1.63%

-0.41%

Average Drawdown

Average peak-to-trough decline

-3.53%

-3.07%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.60%

+0.19%

Volatility

VGIT vs. FTHRX - Volatility Comparison

Vanguard Intermediate-Term Treasury ETF (VGIT) has a higher volatility of 1.33% compared to Fidelity Intermediate Bond Fund (FTHRX) at 1.08%. This indicates that VGIT's price experiences larger fluctuations and is considered to be riskier than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGITFTHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.08%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

1.83%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

3.08%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.36%

4.00%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

3.39%

+1.11%