VTBIX vs. FTKFX
Compare and contrast key facts about Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and Fidelity Total Bond K6 Fund (FTKFX).
VTBIX is managed by Vanguard. FTKFX is managed by Fidelity. It was launched on May 25, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTBIX or FTKFX.
Key characteristics
| VTBIX | FTKFX | |
|---|---|---|
| YTD Return | 2.11% | 3.59% |
| 1Y Return | 8.81% | 10.23% |
| 3Y Return (Ann) | -2.50% | -1.45% |
| 5Y Return (Ann) | -0.30% | 0.53% |
| Sharpe Ratio | 1.36 | 1.56 |
| Sortino Ratio | 1.98 | 2.37 |
| Omega Ratio | 1.24 | 1.28 |
| Calmar Ratio | 0.47 | 0.63 |
| Martin Ratio | 4.77 | 5.91 |
| Ulcer Index | 1.65% | 1.49% |
| Daily Std Dev | 5.79% | 5.77% |
| Max Drawdown | -19.61% | -18.64% |
| Current Drawdown | -9.45% | -6.00% |
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.
Performance
VTBIX vs. FTKFX - Performance Comparison
In the year-to-date period, VTBIX achieves a 2.11% return, which is significantly lower than FTKFX's 3.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
VTBIX vs. FTKFX - Risk-Adjusted Performance 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.
Dividends
VTBIX vs. FTKFX - Dividend Comparison
VTBIX's dividend yield for the trailing twelve months is around 3.57%, less than FTKFX's 4.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VTBIX Vanguard Total Bond Market II Index Fund Investor Shares | 3.57% | 3.04% | 2.37% | 1.76% | 2.18% | 2.72% | 2.51% | 2.43% | 2.38% |
FTKFX Fidelity Total Bond K6 Fund | 4.60% | 4.24% | 3.33% | 2.27% | 2.53% | 3.07% | 2.94% | 0.74% | 0.00% |
Drawdowns
VTBIX vs. FTKFX - Drawdown Comparison
The maximum VTBIX drawdown since its inception was -19.61%, which is greater than FTKFX's maximum drawdown of -18.64%. Use the drawdown chart below to compare losses from any high point for VTBIX and FTKFX. For additional features, visit the drawdowns tool.
Volatility
VTBIX vs. FTKFX - Volatility Comparison
Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and Fidelity Total Bond K6 Fund (FTKFX) have volatilities of 1.71% and 1.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.