PortfoliosLab logoPortfoliosLab logo
VTBNX vs. FYBTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTBNX vs. FYBTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market II Index Fund (VTBNX) and Fidelity Series Short-Term Credit Fund (FYBTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTBNX vs. FYBTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTBNX
Vanguard Total Bond Market II Index Fund
-0.39%7.18%1.32%5.68%-13.12%-1.82%7.39%8.71%-0.27%3.62%
FYBTX
Fidelity Series Short-Term Credit Fund
0.00%5.72%5.13%6.08%-3.50%-0.54%3.99%5.07%1.66%1.50%

Returns By Period

Over the past 10 years, VTBNX has underperformed FYBTX with an annualized return of 1.58%, while FYBTX has yielded a comparatively higher 2.52% annualized return.


VTBNX

1D
0.21%
1M
-1.65%
YTD
-0.39%
6M
0.40%
1Y
3.62%
3Y*
3.47%
5Y*
0.19%
10Y*
1.58%

FYBTX

1D
0.10%
1M
-0.70%
YTD
0.00%
6M
1.06%
1Y
3.89%
3Y*
5.06%
5Y*
2.62%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VTBNX vs. FYBTX - Expense Ratio Comparison

VTBNX has a 0.02% expense ratio, which is higher than FYBTX's 0.00% 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

VTBNX vs. FYBTX — Risk / Return Rank

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

VTBNX
VTBNX Risk / Return Rank: 4343
Overall Rank
VTBNX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VTBNX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VTBNX Omega Ratio Rank: 2727
Omega Ratio Rank
VTBNX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VTBNX Martin Ratio Rank: 4242
Martin Ratio Rank

FYBTX
FYBTX Risk / Return Rank: 9494
Overall Rank
FYBTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FYBTX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FYBTX Omega Ratio Rank: 9494
Omega Ratio Rank
FYBTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FYBTX Martin Ratio Rank: 9595
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.

VTBNX vs. FYBTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund (VTBNX) and Fidelity Series Short-Term Credit Fund (FYBTX). 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.


VTBNXFYBTXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.98

-1.08

Sortino ratio

Return per unit of downside risk

1.30

3.55

-2.25

Omega ratio

Gain probability vs. loss probability

1.16

1.49

-0.33

Calmar ratio

Return relative to maximum drawdown

1.65

3.68

-2.03

Martin ratio

Return relative to average drawdown

4.63

13.27

-8.64

VTBNX vs. FYBTX - Sharpe Ratio Comparison

The current VTBNX Sharpe Ratio is 0.90, which is lower than the FYBTX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VTBNX and FYBTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VTBNXFYBTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.98

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

1.22

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

1.33

-1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.35

-0.99

Correlation

The correlation between VTBNX and FYBTX is 0.71, 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

VTBNX vs. FYBTX - Dividend Comparison

VTBNX's dividend yield for the trailing twelve months is around 3.68%, less than FYBTX's 4.34% yield.


TTM2025202420232022202120202019201820172016
VTBNX
Vanguard Total Bond Market II Index Fund
3.68%3.95%3.77%3.13%2.54%1.82%3.12%2.79%2.56%2.52%2.55%
FYBTX
Fidelity Series Short-Term Credit Fund
4.34%4.66%3.67%2.76%1.26%1.65%2.31%2.72%2.45%1.59%1.24%

Drawdowns

VTBNX vs. FYBTX - Drawdown Comparison

The maximum VTBNX drawdown since its inception was -18.71%, which is greater than FYBTX's maximum drawdown of -6.00%. Use the drawdown chart below to compare losses from any high point for VTBNX and FYBTX.


Loading graphics...

Drawdown Indicators


VTBNXFYBTXDifference

Max Drawdown

Largest peak-to-trough decline

-18.71%

-6.00%

-12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-1.19%

-1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-18.05%

-6.00%

-12.05%

Max Drawdown (10Y)

Largest decline over 10 years

-18.71%

-6.00%

-12.71%

Current Drawdown

Current decline from peak

-2.91%

-0.89%

-2.02%

Average Drawdown

Average peak-to-trough decline

-4.91%

-0.72%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.33%

+0.62%

Volatility

VTBNX vs. FYBTX - Volatility Comparison

Vanguard Total Bond Market II Index Fund (VTBNX) has a higher volatility of 1.52% compared to Fidelity Series Short-Term Credit Fund (FYBTX) at 0.53%. This indicates that VTBNX's price experiences larger fluctuations and is considered to be riskier than FYBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VTBNXFYBTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

0.53%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

1.31%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

2.05%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

2.16%

+3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

1.90%

+3.01%