VICSX vs. FBND
Compare and contrast key facts about Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Fidelity Total Bond ETF (FBND).
VICSX is managed by Vanguard. It was launched on Mar 2, 2010. FBND is an actively managed fund by Fidelity. It was launched on Oct 6, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VICSX or FBND.
Key characteristics
| VICSX | FBND | |
|---|---|---|
| YTD Return | 4.02% | 2.94% |
| 1Y Return | 12.03% | 9.81% |
| 3Y Return (Ann) | -1.07% | -1.19% |
| 5Y Return (Ann) | 1.03% | 1.17% |
| 10Y Return (Ann) | 2.77% | 2.30% |
| Sharpe Ratio | 2.16 | 1.67 |
| Sortino Ratio | 3.28 | 2.45 |
| Omega Ratio | 1.40 | 1.30 |
| Calmar Ratio | 0.80 | 0.75 |
| Martin Ratio | 9.45 | 6.84 |
| Ulcer Index | 1.30% | 1.45% |
| Daily Std Dev | 5.69% | 5.97% |
| Max Drawdown | -21.03% | -17.25% |
| Current Drawdown | -5.22% | -4.78% |
Correlation
The correlation between VICSX and FBND is 0.82, 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
VICSX vs. FBND - Performance Comparison
In the year-to-date period, VICSX achieves a 4.02% return, which is significantly higher than FBND's 2.94% return. Over the past 10 years, VICSX has outperformed FBND with an annualized return of 2.77%, while FBND has yielded a comparatively lower 2.30% annualized return. 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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VICSX vs. FBND - Expense Ratio Comparison
VICSX has a 0.07% expense ratio, which is lower than FBND's 0.36% expense ratio.
Risk-Adjusted Performance
VICSX vs. FBND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) 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.
Dividends
VICSX vs. FBND - Dividend Comparison
VICSX's dividend yield for the trailing twelve months is around 4.25%, less than FBND's 4.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | 4.25% | 3.70% | 3.00% | 2.20% | 2.56% | 3.36% | 3.62% | 3.22% | 3.30% | 3.36% | 3.20% | 3.26% |
FBND Fidelity Total Bond ETF | 4.57% | 4.26% | 3.07% | 1.86% | 4.25% | 2.90% | 2.93% | 2.56% | 2.84% | 3.26% | 0.66% | 0.00% |
Drawdowns
VICSX vs. FBND - Drawdown Comparison
The maximum VICSX drawdown since its inception was -21.03%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for VICSX and FBND. For additional features, visit the drawdowns tool.
Volatility
VICSX vs. FBND - Volatility Comparison
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Fidelity Total Bond ETF (FBND) have volatilities of 1.58% and 1.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.