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VTABX vs. FNSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTABX vs. FNSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Fidelity Short-Term Bond Index Fund (FNSOX). The values are adjusted to include any dividend payments, if applicable.

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VTABX vs. FNSOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
-0.45%2.96%3.92%8.77%-12.92%-2.22%4.54%8.83%2.97%0.39%
FNSOX
Fidelity Short-Term Bond Index Fund
-0.12%6.01%3.90%4.90%-5.76%-1.25%4.28%4.95%1.14%-0.22%

Returns By Period

In the year-to-date period, VTABX achieves a -0.45% return, which is significantly lower than FNSOX's -0.12% return.


VTABX

1D
0.37%
1M
-1.99%
YTD
-0.45%
6M
0.01%
1Y
2.44%
3Y*
3.81%
5Y*
0.15%
10Y*
1.79%

FNSOX

1D
0.10%
1M
-0.79%
YTD
-0.12%
6M
0.91%
1Y
3.80%
3Y*
4.25%
5Y*
1.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTABX vs. FNSOX - Expense Ratio Comparison

VTABX has a 0.11% expense ratio, which is higher than FNSOX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VTABX vs. FNSOX — Risk / Return Rank

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

VTABX
VTABX Risk / Return Rank: 3535
Overall Rank
VTABX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTABX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VTABX Omega Ratio Rank: 3030
Omega Ratio Rank
VTABX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VTABX Martin Ratio Rank: 3636
Martin Ratio Rank

FNSOX
FNSOX Risk / Return Rank: 8989
Overall Rank
FNSOX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FNSOX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FNSOX Omega Ratio Rank: 8585
Omega Ratio Rank
FNSOX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FNSOX Martin Ratio Rank: 9090
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.

VTABX vs. FNSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Fidelity Short-Term Bond Index Fund (FNSOX). 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.


VTABXFNSOXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.74

-0.85

Sortino ratio

Return per unit of downside risk

1.23

2.68

-1.45

Omega ratio

Gain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratio

Return relative to maximum drawdown

0.94

2.79

-1.85

Martin ratio

Return relative to average drawdown

3.89

10.34

-6.44

VTABX vs. FNSOX - Sharpe Ratio Comparison

The current VTABX Sharpe Ratio is 0.89, which is lower than the FNSOX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VTABX and FNSOX, 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


VTABXFNSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.74

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.56

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.83

-0.10

Correlation

The correlation between VTABX and FNSOX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VTABX vs. FNSOX - Dividend Comparison

VTABX's dividend yield for the trailing twelve months is around 4.21%, more than FNSOX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.21%4.36%4.33%4.39%1.48%3.70%1.08%4.28%3.00%2.23%1.80%1.64%
FNSOX
Fidelity Short-Term Bond Index Fund
3.14%3.22%2.80%1.74%0.81%0.80%1.54%2.61%2.04%0.34%0.00%0.00%

Drawdowns

VTABX vs. FNSOX - Drawdown Comparison

The maximum VTABX drawdown since its inception was -16.16%, which is greater than FNSOX's maximum drawdown of -8.92%. Use the drawdown chart below to compare losses from any high point for VTABX and FNSOX.


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Drawdown Indicators


VTABXFNSOXDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-8.92%

-7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-1.47%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-8.77%

-7.04%

Max Drawdown (10Y)

Largest decline over 10 years

-16.16%

Current Drawdown

Current decline from peak

-2.29%

-1.08%

-1.21%

Average Drawdown

Average peak-to-trough decline

-3.06%

-1.75%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.40%

+0.30%

Volatility

VTABX vs. FNSOX - Volatility Comparison

Vanguard Total International Bond Index Fund Admiral Shares (VTABX) has a higher volatility of 1.46% compared to Fidelity Short-Term Bond Index Fund (FNSOX) at 0.75%. This indicates that VTABX's price experiences larger fluctuations and is considered to be riskier than FNSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTABXFNSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.75%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

1.37%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

2.21%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

2.86%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

2.48%

+1.10%