VSCGX vs. FFRHX
VSCGX (Vanguard LifeStrategy 40/60 Fund) and FFRHX (Fidelity Floating Rate High Income Fund) are both mutual funds - VSCGX is a Diversified Portfolio fund managed by Vanguard, while FFRHX is a Bank Loan fund actively managed by Fidelity. Over the past 10 years, VSCGX returned 6.72%/yr vs 4.98%/yr for FFRHX. At a 0.22 correlation, their price movements are largely independent. VSCGX charges 0.10%/yr vs 0.67%/yr for FFRHX.
Performance
VSCGX vs. FFRHX - Performance Comparison
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Returns By Period
In the year-to-date period, VSCGX achieves a 5.32% return, which is significantly higher than FFRHX's 1.71% return. Over the past 10 years, VSCGX has outperformed FFRHX with an annualized return of 6.72%, while FFRHX has yielded a comparatively lower 4.98% annualized return.
VSCGX
- 1D
- -0.22%
- 1M
- 1.06%
- YTD
- 5.32%
- 6M
- 5.13%
- 1Y
- 13.40%
- 3Y*
- 12.15%
- 5Y*
- 5.43%
- 10Y*
- 6.72%
FFRHX
- 1D
- 0.00%
- 1M
- 0.22%
- YTD
- 1.71%
- 6M
- 2.32%
- 1Y
- 5.89%
- 3Y*
- 7.20%
- 5Y*
- 5.40%
- 10Y*
- 4.98%
VSCGX vs. FFRHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSCGX Vanguard LifeStrategy 40/60 Fund | 5.32% | 12.87% | 11.65% | 12.72% | -15.00% | 6.04% | 11.51% | 15.69% | -2.95% | 10.02% |
FFRHX Fidelity Floating Rate High Income Fund | 1.71% | 5.47% | 7.10% | 12.63% | -1.55% | 5.01% | 1.69% | 8.63% | 0.10% | 3.91% |
Correlation
The correlation between VSCGX and FFRHX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2000 | 0.22 |
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Return for Risk
VSCGX vs. FFRHX — Risk / Return Rank
VSCGX
FFRHX
VSCGX vs. FFRHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 40/60 Fund (VSCGX) and Fidelity Floating Rate High Income Fund (FFRHX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VSCGX | FFRHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.87 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 4.97 | -2.27 |
| Martin ratioReturn relative to average drawdown | 11.58 | 17.06 | -5.48 |
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Drawdowns
VSCGX vs. FFRHX - Drawdown Comparison
The maximum VSCGX drawdown since its inception was -30.62%, which is greater than FFRHX's maximum drawdown of -22.20%. Use the drawdown chart below to compare losses from any high point for VSCGX and FFRHX.
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Drawdown Indicators
| VSCGX | FFRHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.62% | -22.20% | -8.42% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -1.19% | -4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -6.71% | -3.29% | -3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.15% | -5.90% | -14.25% |
Max Drawdown (10Y)Largest decline over 10 years | -20.15% | -22.20% | +2.05% |
Current DrawdownCurrent decline from peak | -0.31% | -0.44% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -1.15% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 0.35% | +0.86% |
Volatility
VSCGX vs. FFRHX - Volatility Comparison
Vanguard LifeStrategy 40/60 Fund (VSCGX) has a higher volatility of 2.58% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 0.66%. This indicates that VSCGX's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSCGX | FFRHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 0.66% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 5.53% | 1.63% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.54% | 2.37% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.76% | 2.88% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.40% | 4.14% | +3.26% |
VSCGX vs. FFRHX - Expense Ratio Comparison
VSCGX has a 0.10% expense ratio, which is lower than FFRHX's 0.67% expense ratio.
Dividends
VSCGX vs. FFRHX - Dividend Comparison
VSCGX's dividend yield for the trailing twelve months is around 5.26%, less than FFRHX's 7.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | 7.09% | 7.41% | 6.94% | 8.24% | 3.81% | 2.74% | 3.84% | 5.15% | 4.74% | 4.05% | 4.44% | 3.69% |
VSCGX Vanguard LifeStrategy 40/60 Fund | 5.26% | 5.50% | 11.03% | 5.23% | 2.79% | 4.18% | 3.28% | 2.62% | 3.81% | 1.65% | 2.43% | 3.21% |
Frequently Asked Questions
VSCGX and FFRHX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSCGX has higher volatility (2.58%) compared to FFRHX (0.66%). In terms of maximum drawdown, VSCGX dropped -30.62% vs FFRHX's -22.20%.
FFRHX currently has the higher Sharpe Ratio (2.50 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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