PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VPLS vs. FBND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.91%
3.54%
VPLS
FBND

Returns By Period

In the year-to-date period, VPLS achieves a 3.04% return, which is significantly higher than FBND's 2.54% return.


VPLS

YTD

3.04%

1M

-0.37%

6M

3.91%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

FBND

YTD

2.54%

1M

-0.46%

6M

3.54%

1Y

7.82%

5Y (annualized)

0.95%

10Y (annualized)

2.21%

Key characteristics


VPLSFBND
Daily Std Dev5.12%5.76%
Max Drawdown-3.08%-17.25%
Current Drawdown-2.84%-5.16%

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%

Correlation

-0.50.00.51.01.0

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.

Risk-Adjusted Performance

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
No data
VPLS
FBND

Chart placeholderNot enough data

Dividends

VPLS vs. FBND - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 3.85%, less than FBND's 4.59% yield.


TTM2023202220212020201920182017201620152014
VPLS
Vanguard Core-Plus Bond ETF
3.85%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
4.59%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 -3.08%, 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.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.84%
-3.10%
VPLS
FBND

Volatility

VPLS vs. FBND - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond ETF (VPLS) is 1.26%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.38%. 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%JuneJulyAugustSeptemberOctoberNovember
1.26%
1.38%
VPLS
FBND