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VPLS vs. FBND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VPLS and FBND is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

VPLS vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core-Plus Bond ETF (VPLS) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

4.00%5.00%6.00%7.00%8.00%9.00%December2025FebruaryMarchAprilMay
8.19%
7.21%
VPLS
FBND

Key characteristics

Sharpe Ratio

VPLS:

1.44

FBND:

1.26

Sortino Ratio

VPLS:

2.09

FBND:

1.84

Omega Ratio

VPLS:

1.26

FBND:

1.22

Calmar Ratio

VPLS:

1.71

FBND:

0.74

Martin Ratio

VPLS:

4.25

FBND:

3.62

Ulcer Index

VPLS:

1.67%

FBND:

1.88%

Daily Std Dev

VPLS:

4.92%

FBND:

5.38%

Max Drawdown

VPLS:

-4.17%

FBND:

-17.25%

Current Drawdown

VPLS:

-1.07%

FBND:

-3.23%

Returns By Period

The year-to-date returns for both investments are quite close, with VPLS having a 2.43% return and FBND slightly higher at 2.44%.


VPLS

YTD

2.43%

1M

-0.96%

6M

1.73%

1Y

6.29%

5Y*

N/A

10Y*

N/A

FBND

YTD

2.44%

1M

-0.94%

6M

1.66%

1Y

6.12%

5Y*

0.67%

10Y*

2.21%

*Annualized

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VPLS vs. FBND - Expense Ratio Comparison

VPLS has a 0.20% expense ratio, which is lower than FBND's 0.36% expense ratio.


Risk-Adjusted Performance

VPLS vs. FBND — Risk-Adjusted Performance Rank

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

VPLS
The Risk-Adjusted Performance Rank of VPLS is 8787
Overall Rank
The Sharpe Ratio Rank of VPLS is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VPLS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VPLS is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VPLS is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VPLS is 8080
Martin Ratio Rank

FBND
The Risk-Adjusted Performance Rank of FBND is 7979
Overall Rank
The Sharpe Ratio Rank of FBND is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VPLS vs. FBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond ETF (VPLS) 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.


The current VPLS Sharpe Ratio is 1.44, which is comparable to the FBND Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VPLS and FBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002025FebruaryMarchAprilMay
1.44
1.26
VPLS
FBND

Dividends

VPLS vs. FBND - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 4.56%, less than FBND's 4.65% yield.


TTM20242023202220212020201920182017201620152014
VPLS
Vanguard Core-Plus Bond ETF
4.56%4.52%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBND
Fidelity Total Bond ETF
4.65%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

Drawdowns

VPLS vs. FBND - Drawdown Comparison

The maximum VPLS drawdown since its inception was -4.17%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for VPLS and FBND. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-1.07%
-1.13%
VPLS
FBND

Volatility

VPLS vs. FBND - Volatility Comparison

Vanguard Core-Plus Bond ETF (VPLS) and Fidelity Total Bond ETF (FBND) have volatilities of 2.34% and 2.30%, 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.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%2.40%December2025FebruaryMarchAprilMay
2.34%
2.30%
VPLS
FBND