PortfoliosLab logoPortfoliosLab logo
VLCIX vs. FCBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VLCIX vs. FCBAX - Performance Comparison

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

Loading graphics...

VLCIX vs. FCBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLCIX
Vanguard Long-Term Corporate Bond Index Fund Institutional Shares
-0.93%7.27%-1.43%11.06%-25.75%-1.24%13.74%23.18%-6.86%12.42%
FCBAX
Fidelity Advisor Corporate Bond Fund Class A
-0.97%7.51%2.21%8.10%-17.32%-1.85%10.46%14.11%-2.90%6.47%

Returns By Period

The year-to-date returns for both stocks are quite close, with VLCIX having a -0.93% return and FCBAX slightly lower at -0.97%. Both investments have delivered pretty close results over the past 10 years, with VLCIX having a 2.58% annualized return and FCBAX not far behind at 2.51%.


VLCIX

1D
0.53%
1M
-2.55%
YTD
-0.93%
6M
-1.70%
1Y
3.27%
3Y*
3.22%
5Y*
-1.59%
10Y*
2.58%

FCBAX

1D
0.28%
1M
-1.94%
YTD
-0.97%
6M
-0.45%
1Y
3.77%
3Y*
4.38%
5Y*
-0.02%
10Y*
2.51%
*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.


VLCIX vs. FCBAX - Expense Ratio Comparison

VLCIX has a 0.05% expense ratio, which is lower than FCBAX's 0.77% expense ratio.


Return for Risk

VLCIX vs. FCBAX — Risk / Return Rank

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

VLCIX
VLCIX Risk / Return Rank: 1515
Overall Rank
VLCIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VLCIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
VLCIX Omega Ratio Rank: 1010
Omega Ratio Rank
VLCIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VLCIX Martin Ratio Rank: 1616
Martin Ratio Rank

FCBAX
FCBAX Risk / Return Rank: 3333
Overall Rank
FCBAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FCBAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FCBAX Omega Ratio Rank: 2222
Omega Ratio Rank
FCBAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FCBAX Martin Ratio Rank: 3434
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.

VLCIX vs. FCBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX) and Fidelity Advisor Corporate Bond Fund Class A (FCBAX). 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.


VLCIXFCBAXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.86

-0.44

Sortino ratio

Return per unit of downside risk

0.62

1.20

-0.58

Omega ratio

Gain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratio

Return relative to maximum drawdown

0.81

1.39

-0.58

Martin ratio

Return relative to average drawdown

1.88

4.38

-2.51

VLCIX vs. FCBAX - Sharpe Ratio Comparison

The current VLCIX Sharpe Ratio is 0.42, which is lower than the FCBAX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of VLCIX and FCBAX, 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


VLCIXFCBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.86

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.00

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.42

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.63

-0.20

Correlation

The correlation between VLCIX and FCBAX is 0.93, 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

VLCIX vs. FCBAX - Dividend Comparison

VLCIX's dividend yield for the trailing twelve months is around 5.15%, more than FCBAX's 3.55% yield.


TTM20252024202320222021202020192018201720162015
VLCIX
Vanguard Long-Term Corporate Bond Index Fund Institutional Shares
5.15%5.50%5.60%4.67%4.43%2.95%3.17%3.83%4.58%4.03%4.39%4.73%
FCBAX
Fidelity Advisor Corporate Bond Fund Class A
3.55%3.79%3.35%3.13%2.27%2.55%3.09%2.96%3.29%2.83%3.19%2.69%

Drawdowns

VLCIX vs. FCBAX - Drawdown Comparison

The maximum VLCIX drawdown since its inception was -34.56%, which is greater than FCBAX's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for VLCIX and FCBAX.


Loading graphics...

Drawdown Indicators


VLCIXFCBAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.56%

-23.56%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-3.31%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

-23.44%

-11.12%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-23.56%

-11.00%

Current Drawdown

Current decline from peak

-15.57%

-4.54%

-11.03%

Average Drawdown

Average peak-to-trough decline

-7.97%

-4.34%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.05%

+1.21%

Volatility

VLCIX vs. FCBAX - Volatility Comparison

Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX) has a higher volatility of 3.49% compared to Fidelity Advisor Corporate Bond Fund Class A (FCBAX) at 1.84%. This indicates that VLCIX's price experiences larger fluctuations and is considered to be riskier than FCBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VLCIXFCBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

1.84%

+1.65%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

2.86%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

4.78%

+4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.88%

6.68%

+5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.60%

5.93%

+4.67%