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VPAIX vs. FPXTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPAIX vs. FPXTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares (VPAIX) and Fidelity Pennsylvania Municipal Income Fund (FPXTX). The values are adjusted to include any dividend payments, if applicable.

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VPAIX vs. FPXTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPAIX
Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares
-0.88%5.27%2.59%7.25%-10.20%1.97%5.86%9.05%1.11%6.61%
FPXTX
Fidelity Pennsylvania Municipal Income Fund
-0.98%4.73%2.09%6.39%-10.20%2.11%4.14%7.71%0.86%5.14%

Returns By Period

In the year-to-date period, VPAIX achieves a -0.88% return, which is significantly higher than FPXTX's -0.98% return. Over the past 10 years, VPAIX has outperformed FPXTX with an annualized return of 2.62%, while FPXTX has yielded a comparatively lower 1.95% annualized return.


VPAIX

1D
0.28%
1M
-2.82%
YTD
-0.88%
6M
1.35%
1Y
4.37%
3Y*
3.71%
5Y*
1.13%
10Y*
2.62%

FPXTX

1D
0.10%
1M
-2.71%
YTD
-0.98%
6M
0.83%
1Y
3.72%
3Y*
3.22%
5Y*
0.73%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPAIX vs. FPXTX - Expense Ratio Comparison

VPAIX has a 0.17% expense ratio, which is lower than FPXTX's 0.48% expense ratio.


Return for Risk

VPAIX vs. FPXTX — Risk / Return Rank

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

VPAIX
VPAIX Risk / Return Rank: 4949
Overall Rank
VPAIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VPAIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VPAIX Omega Ratio Rank: 7474
Omega Ratio Rank
VPAIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VPAIX Martin Ratio Rank: 3131
Martin Ratio Rank

FPXTX
FPXTX Risk / Return Rank: 5353
Overall Rank
FPXTX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FPXTX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FPXTX Omega Ratio Rank: 7676
Omega Ratio Rank
FPXTX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FPXTX Martin Ratio Rank: 3636
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.

VPAIX vs. FPXTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares (VPAIX) and Fidelity Pennsylvania Municipal Income Fund (FPXTX). 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.


VPAIXFPXTXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.04

-0.06

Sortino ratio

Return per unit of downside risk

1.35

1.43

-0.08

Omega ratio

Gain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratio

Return relative to maximum drawdown

1.07

1.15

-0.08

Martin ratio

Return relative to average drawdown

3.33

3.83

-0.50

VPAIX vs. FPXTX - Sharpe Ratio Comparison

The current VPAIX Sharpe Ratio is 0.98, which is comparable to the FPXTX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VPAIX and FPXTX, 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


VPAIXFPXTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.04

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.20

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.51

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

1.11

+0.02

Correlation

The correlation between VPAIX and FPXTX 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.


Dividends

VPAIX vs. FPXTX - Dividend Comparison

VPAIX's dividend yield for the trailing twelve months is around 3.69%, more than FPXTX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
VPAIX
Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares
3.69%4.48%4.04%3.25%3.12%2.45%3.16%3.70%3.91%3.93%4.10%3.92%
FPXTX
Fidelity Pennsylvania Municipal Income Fund
2.97%3.60%3.11%2.64%1.87%2.09%2.28%3.19%3.20%3.09%3.78%3.29%

Drawdowns

VPAIX vs. FPXTX - Drawdown Comparison

The maximum VPAIX drawdown since its inception was -19.51%, smaller than the maximum FPXTX drawdown of -25.49%. Use the drawdown chart below to compare losses from any high point for VPAIX and FPXTX.


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Drawdown Indicators


VPAIXFPXTXDifference

Max Drawdown

Largest peak-to-trough decline

-19.51%

-25.49%

+5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-4.01%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.76%

-15.12%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-15.76%

-15.12%

-0.64%

Current Drawdown

Current decline from peak

-2.82%

-2.71%

-0.11%

Average Drawdown

Average peak-to-trough decline

-2.16%

-2.41%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.21%

+0.47%

Volatility

VPAIX vs. FPXTX - Volatility Comparison

Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares (VPAIX) has a higher volatility of 1.17% compared to Fidelity Pennsylvania Municipal Income Fund (FPXTX) at 1.03%. This indicates that VPAIX's price experiences larger fluctuations and is considered to be riskier than FPXTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPAIXFPXTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.03%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

1.62%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.33%

4.17%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

3.69%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

3.82%

+0.57%