PortfoliosLab logoPortfoliosLab logo
VICSX vs. FIKOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VICSX vs. FIKOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Fidelity Advisor Corporate Bond Fund Class Z (FIKOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VICSX vs. FIKOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
-0.54%9.36%3.66%8.88%-14.09%-1.56%9.52%13.99%1.19%
FIKOX
Fidelity Advisor Corporate Bond Fund Class Z
-1.19%7.96%2.83%8.64%-17.06%-1.60%10.91%14.58%0.53%

Returns By Period

In the year-to-date period, VICSX achieves a -0.54% return, which is significantly higher than FIKOX's -1.19% return.


VICSX

1D
0.40%
1M
-1.59%
YTD
-0.54%
6M
0.37%
1Y
5.75%
3Y*
5.73%
5Y*
1.50%
10Y*
3.09%

FIKOX

1D
0.48%
1M
-2.31%
YTD
-1.19%
6M
-0.66%
1Y
3.77%
3Y*
4.76%
5Y*
0.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VICSX vs. FIKOX - Expense Ratio Comparison

VICSX has a 0.07% expense ratio, which is lower than FIKOX's 0.36% expense ratio.


Return for Risk

VICSX vs. FIKOX — Risk / Return Rank

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

VICSX
VICSX Risk / Return Rank: 7474
Overall Rank
VICSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VICSX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VICSX Omega Ratio Rank: 6363
Omega Ratio Rank
VICSX Calmar Ratio Rank: 8181
Calmar Ratio Rank
VICSX Martin Ratio Rank: 7474
Martin Ratio Rank

FIKOX
FIKOX Risk / Return Rank: 5151
Overall Rank
FIKOX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FIKOX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FIKOX Omega Ratio Rank: 3636
Omega Ratio Rank
FIKOX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FIKOX Martin Ratio Rank: 5252
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.

VICSX vs. FIKOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Fidelity Advisor Corporate Bond Fund Class Z (FIKOX). 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.


VICSXFIKOXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.97

+0.40

Sortino ratio

Return per unit of downside risk

1.94

1.38

+0.55

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratio

Return relative to maximum drawdown

2.00

1.56

+0.45

Martin ratio

Return relative to average drawdown

7.25

5.15

+2.11

VICSX vs. FIKOX - Sharpe Ratio Comparison

The current VICSX Sharpe Ratio is 1.37, which is higher than the FIKOX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VICSX and FIKOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VICSXFIKOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.97

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.07

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.45

+0.40

Correlation

The correlation between VICSX and FIKOX is 0.95, 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

VICSX vs. FIKOX - Dividend Comparison

VICSX's dividend yield for the trailing twelve months is around 4.31%, more than FIKOX's 3.94% yield.


TTM20252024202320222021202020192018201720162015
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.31%4.59%4.77%3.70%3.00%2.76%2.77%3.35%3.62%3.22%3.03%3.36%
FIKOX
Fidelity Advisor Corporate Bond Fund Class Z
3.94%4.20%4.05%3.51%2.62%2.90%3.47%3.37%0.98%0.00%0.00%0.00%

Drawdowns

VICSX vs. FIKOX - Drawdown Comparison

The maximum VICSX drawdown since its inception was -20.53%, smaller than the maximum FIKOX drawdown of -23.22%. Use the drawdown chart below to compare losses from any high point for VICSX and FIKOX.


Loading graphics...

Drawdown Indicators


VICSXFIKOXDifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-23.22%

+2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-3.31%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.53%

-23.22%

+2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

Current Drawdown

Current decline from peak

-2.06%

-2.76%

+0.70%

Average Drawdown

Average peak-to-trough decline

-3.18%

-6.77%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.00%

-0.15%

Volatility

VICSX vs. FIKOX - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) has a higher volatility of 1.84% compared to Fidelity Advisor Corporate Bond Fund Class Z (FIKOX) at 1.74%. This indicates that VICSX's price experiences larger fluctuations and is considered to be riskier than FIKOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VICSXFIKOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

1.74%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

2.79%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

4.81%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.15%

6.69%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

6.57%

-1.23%