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VTAPX vs. FATEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTAPX and FATEX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

VTAPX vs. FATEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) and Fidelity Advisor Technology Fund Class M (FATEX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
25.04%
432.55%
VTAPX
FATEX

Key characteristics

Sharpe Ratio

VTAPX:

2.51

FATEX:

1.42

Sortino Ratio

VTAPX:

3.74

FATEX:

1.94

Omega Ratio

VTAPX:

1.52

FATEX:

1.25

Calmar Ratio

VTAPX:

5.63

FATEX:

1.49

Martin Ratio

VTAPX:

15.56

FATEX:

6.92

Ulcer Index

VTAPX:

0.29%

FATEX:

4.86%

Daily Std Dev

VTAPX:

1.79%

FATEX:

23.70%

Max Drawdown

VTAPX:

-5.33%

FATEX:

-82.59%

Current Drawdown

VTAPX:

-0.55%

FATEX:

-2.81%

Returns By Period

In the year-to-date period, VTAPX achieves a 4.50% return, which is significantly lower than FATEX's 36.98% return. Over the past 10 years, VTAPX has underperformed FATEX with an annualized return of 2.51%, while FATEX has yielded a comparatively higher 14.04% annualized return.


VTAPX

YTD

4.50%

1M

-0.08%

6M

2.34%

1Y

4.50%

5Y*

3.32%

10Y*

2.51%

FATEX

YTD

36.98%

1M

3.49%

6M

10.01%

1Y

37.26%

5Y*

16.75%

10Y*

14.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTAPX vs. FATEX - Expense Ratio Comparison

VTAPX has a 0.06% expense ratio, which is lower than FATEX's 1.21% expense ratio.


FATEX
Fidelity Advisor Technology Fund Class M
Expense ratio chart for FATEX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for VTAPX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VTAPX vs. FATEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) and Fidelity Advisor Technology Fund Class M (FATEX). 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
The chart of Sharpe ratio for VTAPX, currently valued at 2.51, compared to the broader market-1.000.001.002.003.004.002.511.42
The chart of Sortino ratio for VTAPX, currently valued at 3.74, compared to the broader market-2.000.002.004.006.008.0010.003.741.94
The chart of Omega ratio for VTAPX, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.003.501.521.25
The chart of Calmar ratio for VTAPX, currently valued at 5.63, compared to the broader market0.002.004.006.008.0010.0012.0014.005.631.49
The chart of Martin ratio for VTAPX, currently valued at 15.56, compared to the broader market0.0020.0040.0060.0015.566.92
VTAPX
FATEX

The current VTAPX Sharpe Ratio is 2.51, which is higher than the FATEX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of VTAPX and FATEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.51
1.42
VTAPX
FATEX

Dividends

VTAPX vs. FATEX - Dividend Comparison

VTAPX's dividend yield for the trailing twelve months is around 1.58%, while FATEX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
1.58%2.84%6.82%4.68%1.19%1.94%2.45%1.52%0.76%0.00%0.82%0.06%
FATEX
Fidelity Advisor Technology Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.60%8.70%1.18%

Drawdowns

VTAPX vs. FATEX - Drawdown Comparison

The maximum VTAPX drawdown since its inception was -5.33%, smaller than the maximum FATEX drawdown of -82.59%. Use the drawdown chart below to compare losses from any high point for VTAPX and FATEX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.55%
-2.81%
VTAPX
FATEX

Volatility

VTAPX vs. FATEX - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) is 0.43%, while Fidelity Advisor Technology Fund Class M (FATEX) has a volatility of 5.82%. This indicates that VTAPX experiences smaller price fluctuations and is considered to be less risky than FATEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
0.43%
5.82%
VTAPX
FATEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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