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

Correlation

The correlation between VPLS and FBND is 0.96, 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.


-0.50.00.51.01.0

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.

0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
0.76%
0.55%
VPLS
FBND

Key characteristics

Sharpe Ratio

VPLS:

0.68

FBND:

0.50

Sortino Ratio

VPLS:

0.96

FBND:

0.73

Omega Ratio

VPLS:

1.12

FBND:

1.09

Calmar Ratio

VPLS:

0.90

FBND:

0.26

Martin Ratio

VPLS:

2.02

FBND:

1.49

Ulcer Index

VPLS:

1.61%

FBND:

1.83%

Daily Std Dev

VPLS:

4.81%

FBND:

5.43%

Max Drawdown

VPLS:

-3.64%

FBND:

-17.25%

Current Drawdown

VPLS:

-3.52%

FBND:

-5.80%

Returns By Period

In the year-to-date period, VPLS achieves a -0.39% return, which is significantly lower than FBND's -0.29% return.


VPLS

YTD

-0.39%

1M

-2.13%

6M

1.17%

1Y

3.28%

5Y*

N/A

10Y*

N/A

FBND

YTD

-0.29%

1M

-2.03%

6M

0.56%

1Y

2.75%

5Y*

0.63%

10Y*

2.08%

*Annualized

Compare stocks, funds, or ETFs

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


VPLS vs. FBND - Expense Ratio Comparison

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


FBND
Fidelity Total Bond ETF
Expense ratio chart for FBND: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for VPLS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

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 3434
Overall Rank
The Sharpe Ratio Rank of VPLS is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VPLS is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VPLS is 3131
Omega Ratio Rank
The Calmar Ratio Rank of VPLS is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VPLS is 3030
Martin Ratio Rank

FBND
The Risk-Adjusted Performance Rank of FBND is 2424
Overall Rank
The Sharpe Ratio Rank of FBND is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 2424
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.


Sharpe ratio
The chart of Sharpe ratio for VPLS, currently valued at 0.68, compared to the broader market0.002.004.000.680.50
The chart of Sortino ratio for VPLS, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.960.73
The chart of Omega ratio for VPLS, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.09
The chart of Calmar ratio for VPLS, currently valued at 0.90, compared to the broader market0.005.0010.0015.000.900.71
The chart of Martin ratio for VPLS, currently valued at 2.02, compared to the broader market0.0020.0040.0060.0080.00100.002.021.49
VPLS
FBND

The current VPLS Sharpe Ratio is 0.68, which is higher than the FBND Sharpe Ratio of 0.50. 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 Ratio0.200.400.600.801.001.201.401.60Wed 11Fri 13Dec 15Tue 17Thu 19Sat 21Mon 23Wed 25Fri 27Dec 29Tue 31Thu 02Sat 04Mon 06Wed 08
0.68
0.50
VPLS
FBND

Dividends

VPLS vs. FBND - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 4.54%, less than FBND's 4.75% yield.


TTM20242023202220212020201920182017201620152014
VPLS
Vanguard Core-Plus Bond ETF
4.54%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
4.75%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 -3.64%, 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%AugustSeptemberOctoberNovemberDecember2025
-3.52%
-3.76%
VPLS
FBND

Volatility

VPLS vs. FBND - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond ETF (VPLS) is 1.10%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.23%. This indicates that VPLS experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%AugustSeptemberOctoberNovemberDecember2025
1.10%
1.23%
VPLS
FBND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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