VGSBX vs. FIALX

Last updated Apr 2, 2026

Compare and contrast key facts about VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and Fidelity Sustainable Core Plus Bond Fund (FIALX).

VGSBX is managed by Voya. It was launched on Feb 20, 2015. FIALX is managed by Fidelity. It was launched on Apr 13, 2022.

Performance

VGSBX vs. FIALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and Fidelity Sustainable Core Plus Bond Fund (FIALX). The values are adjusted to include any dividend payments, if applicable.

VGSBX vs. FIALX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VGSBX VY BrandywineGLOBAL - Bond Portfolio	0.32%	6.12%	0.68%	5.65%	-7.06%
FIALX Fidelity Sustainable Core Plus Bond Fund	-0.27%	7.26%	1.67%	6.20%	-5.56%

Returns By Period

In the year-to-date period, VGSBX achieves a 0.32% return, which is significantly higher than FIALX's -0.27% return.

VGSBX

• 1D: 0.11%
• 1M: -0.32%
• YTD: 0.32%
• 6M: 1.07%
• 1Y: 3.87%
• 3Y*: 2.50%
• 5Y*: 0.14%
• 10Y*: 2.88%

FIALX

• 1D: 0.21%
• 1M: -1.68%
• YTD: -0.27%
• 6M: 0.41%
• 1Y: 3.92%
• 3Y*: 3.81%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VGSBX vs. FIALX - Expense Ratio Comparison

VGSBX has a 0.55% expense ratio, which is higher than FIALX's 0.45% expense ratio.

VGSBX

VY BrandywineGLOBAL - Bond Portfolio

FIALX

Fidelity Sustainable Core Plus Bond Fund

Return for Risk

VGSBX vs. FIALX — Risk / Return Rank

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

VGSBX

VGSBX Risk / Return Rank: 54
VGSBX Sharpe Ratio Rank: 44
VGSBX Sortino Ratio Rank: 49
VGSBX Omega Ratio Rank: 38
VGSBX Calmar Ratio Rank: 80
VGSBX Martin Ratio Rank: 61

FIALX

FIALX Risk / Return Rank: 43
FIALX Sharpe Ratio Rank: 43
FIALX Sortino Ratio Rank: 40
FIALX Omega Ratio Rank: 29
FIALX Calmar Ratio Rank: 60
FIALX Martin Ratio Rank: 42

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.

VGSBX vs. FIALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and Fidelity Sustainable Core Plus Bond Fund (FIALX). 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.

	VGSBX	FIALX	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.99	-0.01
Sortino ratio Return per unit of downside risk	1.51	1.41	+0.10
Omega ratio Gain probability vs. loss probability	1.19	1.17	+0.02
Calmar ratio Return relative to maximum drawdown	2.12	1.67	+0.45
Martin ratio Return relative to average drawdown	6.57	5.10	+1.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VGSBX vs. FIALX - Sharpe Ratio Comparison

The current VGSBX Sharpe Ratio is 0.97, which is comparable to the FIALX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of VGSBX and FIALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VGSBX	FIALX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.99	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.37	+0.12

Correlation

The correlation between VGSBX and FIALX is 0.90, 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

VGSBX vs. FIALX - Dividend Comparison

VGSBX's dividend yield for the trailing twelve months is around 3.92%, more than FIALX's 3.76% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
VGSBX VY BrandywineGLOBAL - Bond Portfolio	3.92%	3.93%	4.56%	2.18%	6.85%	8.48%	2.48%	1.89%	2.29%	2.31%	2.34%
FIALX Fidelity Sustainable Core Plus Bond Fund	3.76%	4.07%	4.07%	3.25%	1.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VGSBX vs. FIALX - Drawdown Comparison

The maximum VGSBX drawdown since its inception was -18.20%, which is greater than FIALX's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for VGSBX and FIALX.

Drawdown Indicators

	VGSBX	FIALX	Difference
Max Drawdown Largest peak-to-trough decline	-18.20%	-9.77%	-8.43%
Max Drawdown (1Y) Largest decline over 1 year	-2.73%	-2.83%	+0.10%
Max Drawdown (5Y) Largest decline over 5 years	-18.20%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-18.20%	—	—
Current Drawdown Current decline from peak	-0.63%	-2.20%	+1.57%
Average Drawdown Average peak-to-trough decline	-3.50%	-2.37%	-1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.88%	0.92%	-0.04%

Volatility

VGSBX vs. FIALX - Volatility Comparison

The current volatility for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) is 0.72%, while Fidelity Sustainable Core Plus Bond Fund (FIALX) has a volatility of 1.51%. This indicates that VGSBX experiences smaller price fluctuations and is considered to be less risky than FIALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGSBX	FIALX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.72%	1.51%	-0.79%
Volatility (6M) Calculated over the trailing 6-month period	2.03%	2.50%	-0.47%
Volatility (1Y) Calculated over the trailing 1-year period	4.90%	4.26%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.86%	6.03%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.20%	6.03%	+0.17%