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VSBIX vs. FVIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSBIX vs. FVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) and Fidelity Advisor Government Income Fund Class A (FVIAX). The values are adjusted to include any dividend payments, if applicable.

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VSBIX vs. FVIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
0.28%5.11%4.37%4.28%-3.87%-0.67%3.11%3.53%1.52%0.40%
FVIAX
Fidelity Advisor Government Income Fund Class A
-0.19%6.20%-0.18%3.64%-13.30%-2.54%6.45%6.06%0.39%1.78%

Returns By Period

In the year-to-date period, VSBIX achieves a 0.28% return, which is significantly higher than FVIAX's -0.19% return. Over the past 10 years, VSBIX has outperformed FVIAX with an annualized return of 1.76%, while FVIAX has yielded a comparatively lower 0.48% annualized return.


VSBIX

1D
0.04%
1M
-0.33%
YTD
0.28%
6M
1.24%
1Y
3.69%
3Y*
4.12%
5Y*
1.86%
10Y*
1.76%

FVIAX

1D
0.00%
1M
-1.60%
YTD
-0.19%
6M
0.41%
1Y
2.74%
3Y*
2.11%
5Y*
-0.84%
10Y*
0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSBIX vs. FVIAX - Expense Ratio Comparison

VSBIX has a 0.05% expense ratio, which is lower than FVIAX's 0.77% expense ratio.


Return for Risk

VSBIX vs. FVIAX — Risk / Return Rank

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

VSBIX
VSBIX Risk / Return Rank: 9797
Overall Rank
VSBIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VSBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
VSBIX Omega Ratio Rank: 9696
Omega Ratio Rank
VSBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VSBIX Martin Ratio Rank: 9797
Martin Ratio Rank

FVIAX
FVIAX Risk / Return Rank: 2828
Overall Rank
FVIAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FVIAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
FVIAX Omega Ratio Rank: 1818
Omega Ratio Rank
FVIAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FVIAX Martin Ratio Rank: 2828
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.

VSBIX vs. FVIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) and Fidelity Advisor Government Income Fund Class A (FVIAX). 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.


VSBIXFVIAXDifference

Sharpe ratio

Return per unit of total volatility

2.65

0.72

+1.93

Sortino ratio

Return per unit of downside risk

4.33

1.05

+3.28

Omega ratio

Gain probability vs. loss probability

1.58

1.13

+0.45

Calmar ratio

Return relative to maximum drawdown

4.70

1.24

+3.47

Martin ratio

Return relative to average drawdown

18.02

3.29

+14.73

VSBIX vs. FVIAX - Sharpe Ratio Comparison

The current VSBIX Sharpe Ratio is 2.65, which is higher than the FVIAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VSBIX and FVIAX, 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


VSBIXFVIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

0.72

+1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

-0.14

+1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

0.10

+1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.22

+0.87

Correlation

The correlation between VSBIX and FVIAX is 0.76, 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

VSBIX vs. FVIAX - Dividend Comparison

VSBIX's dividend yield for the trailing twelve months is around 3.59%, more than FVIAX's 2.82% yield.


TTM20252024202320222021202020192018201720162015
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
3.59%3.99%4.52%3.31%1.14%0.65%1.74%2.28%1.81%1.11%0.80%0.74%
FVIAX
Fidelity Advisor Government Income Fund Class A
2.82%3.03%2.93%2.03%0.86%0.39%2.07%1.77%1.75%1.47%2.34%1.96%

Drawdowns

VSBIX vs. FVIAX - Drawdown Comparison

The maximum VSBIX drawdown since its inception was -5.74%, smaller than the maximum FVIAX drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for VSBIX and FVIAX.


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Drawdown Indicators


VSBIXFVIAXDifference

Max Drawdown

Largest peak-to-trough decline

-5.74%

-20.79%

+15.05%

Max Drawdown (1Y)

Largest decline over 1 year

-0.81%

-2.88%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-5.74%

-18.57%

+12.83%

Max Drawdown (10Y)

Largest decline over 10 years

-5.74%

-20.66%

+14.92%

Current Drawdown

Current decline from peak

-0.44%

-8.86%

+8.42%

Average Drawdown

Average peak-to-trough decline

-0.59%

-7.06%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

1.08%

-0.87%

Volatility

VSBIX vs. FVIAX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) is 0.51%, while Fidelity Advisor Government Income Fund Class A (FVIAX) has a volatility of 1.51%. This indicates that VSBIX experiences smaller price fluctuations and is considered to be less risky than FVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSBIXFVIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

1.51%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.82%

2.57%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

1.42%

4.31%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.94%

6.09%

-4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.53%

5.04%

-3.51%