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VTBIX vs. FTKFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTBIX vs. FTKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and Fidelity Total Bond K6 Fund (FTKFX). The values are adjusted to include any dividend payments, if applicable.

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VTBIX vs. FTKFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTBIX
Vanguard Total Bond Market II Index Fund Investor Shares
-0.61%7.11%1.25%5.03%-13.18%-1.88%7.47%8.62%-0.32%0.98%
FTKFX
Fidelity Total Bond K6 Fund
-0.43%7.53%2.36%6.65%-13.23%-0.46%8.75%10.03%-0.75%1.14%

Returns By Period

In the year-to-date period, VTBIX achieves a -0.61% return, which is significantly lower than FTKFX's -0.43% return.


VTBIX

1D
0.42%
1M
-2.26%
YTD
-0.61%
6M
0.37%
1Y
3.55%
3Y*
3.14%
5Y*
0.05%
10Y*
1.45%

FTKFX

1D
0.46%
1M
-2.32%
YTD
-0.43%
6M
0.55%
1Y
4.20%
3Y*
4.19%
5Y*
0.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTBIX vs. FTKFX - Expense Ratio Comparison

VTBIX has a 0.09% expense ratio, which is lower than FTKFX's 0.30% expense ratio.


Return for Risk

VTBIX vs. FTKFX — Risk / Return Rank

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

VTBIX
VTBIX Risk / Return Rank: 5353
Overall Rank
VTBIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VTBIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VTBIX Omega Ratio Rank: 3636
Omega Ratio Rank
VTBIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VTBIX Martin Ratio Rank: 5151
Martin Ratio Rank

FTKFX
FTKFX Risk / Return Rank: 6363
Overall Rank
FTKFX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FTKFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTKFX Omega Ratio Rank: 4949
Omega Ratio Rank
FTKFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTKFX Martin Ratio Rank: 6060
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.

VTBIX vs. FTKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and Fidelity Total Bond K6 Fund (FTKFX). 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.


VTBIXFTKFXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.11

-0.15

Sortino ratio

Return per unit of downside risk

1.39

1.58

-0.19

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

1.75

1.85

-0.10

Martin ratio

Return relative to average drawdown

4.93

5.66

-0.73

VTBIX vs. FTKFX - Sharpe Ratio Comparison

The current VTBIX Sharpe Ratio is 0.96, which is comparable to the FTKFX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VTBIX and FTKFX, 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


VTBIXFTKFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.11

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.15

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.45

-0.19

Correlation

The correlation between VTBIX and FTKFX is 0.94, 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

VTBIX vs. FTKFX - Dividend Comparison

VTBIX's dividend yield for the trailing twelve months is around 3.62%, less than FTKFX's 4.25% yield.


TTM20252024202320222021202020192018201720162015
VTBIX
Vanguard Total Bond Market II Index Fund Investor Shares
3.62%3.88%3.70%2.53%2.47%1.75%3.20%2.72%2.51%2.43%2.48%2.64%
FTKFX
Fidelity Total Bond K6 Fund
4.25%4.61%4.76%3.86%2.53%2.24%5.51%3.26%2.94%1.63%0.00%0.00%

Drawdowns

VTBIX vs. FTKFX - Drawdown Comparison

The maximum VTBIX drawdown since its inception was -18.72%, which is greater than FTKFX's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for VTBIX and FTKFX.


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Drawdown Indicators


VTBIXFTKFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.72%

-17.81%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-2.81%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-17.81%

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-18.72%

Current Drawdown

Current decline from peak

-3.87%

-2.32%

-1.55%

Average Drawdown

Average peak-to-trough decline

-4.43%

-4.24%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.92%

+0.03%

Volatility

VTBIX vs. FTKFX - Volatility Comparison

The current volatility for Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) is 1.52%, while Fidelity Total Bond K6 Fund (FTKFX) has a volatility of 1.64%. This indicates that VTBIX experiences smaller price fluctuations and is considered to be less risky than FTKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTBIXFTKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.64%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.62%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.42%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

5.63%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

4.93%

-0.02%