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

Key characteristics


VPLSFBND
YTD Return3.09%2.33%
Daily Std Dev5.19%6.00%
Max Drawdown-3.05%-17.25%
Current Drawdown-2.79%-5.34%

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.

Performance

VPLS vs. FBND - Performance Comparison

In the year-to-date period, VPLS achieves a 3.09% return, which is significantly higher than FBND's 2.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.16%
2.69%
VPLS
FBND

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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.


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 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.


VPLS
Sharpe ratio
No data
FBND
Sharpe ratio
The chart of Sharpe ratio for FBND, currently valued at 1.53, compared to the broader market-2.000.002.004.006.001.53
Sortino ratio
The chart of Sortino ratio for FBND, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.0012.002.25
Omega ratio
The chart of Omega ratio for FBND, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for FBND, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.69
Martin ratio
The chart of Martin ratio for FBND, currently valued at 6.24, compared to the broader market0.0020.0040.0060.0080.00100.006.24

VPLS vs. FBND - Sharpe Ratio Comparison


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 4.60% 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
4.60%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 -3.05%, 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
-2.79%
-3.29%
VPLS
FBND

Volatility

VPLS vs. FBND - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond ETF (VPLS) is 1.52%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.67%. 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
1.52%
1.67%
VPLS
FBND