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VTEB vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEB vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Exempt Bond ETF (VTEB) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTEB achieves a 1.46% return, which is significantly higher than FBND's 0.50% return. Over the past 10 years, VTEB has underperformed FBND with an annualized return of 2.09%, while FBND has yielded a comparatively higher 2.56% annualized return.


VTEB

1D
-0.06%
1M
0.66%
YTD
1.46%
6M
1.89%
1Y
7.14%
3Y*
3.57%
5Y*
0.88%
10Y*
2.09%

FBND

1D
-0.20%
1M
0.31%
YTD
0.50%
6M
0.30%
1Y
5.59%
3Y*
4.70%
5Y*
0.83%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEB vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTEB
Vanguard Tax-Exempt Bond ETF
1.46%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%
FBND
Fidelity Total Bond ETF
0.50%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Correlation

The correlation between VTEB and FBND is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2015

0.62

The correlation between VTEB and FBND shifts across timeframes, from 0.62 (all time) to 0.78 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VTEB vs. FBND — Risk / Return Rank

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

VTEB
VTEB Risk / Return Rank: 7272
Overall Rank
VTEB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8585
Sortino Ratio Rank
VTEB Omega Ratio Rank: 8989
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5252
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5454
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 4040
Overall Rank
FBND Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 4242
Sortino Ratio Rank
FBND Omega Ratio Rank: 3737
Omega Ratio Rank
FBND Calmar Ratio Rank: 4242
Calmar Ratio Rank
FBND Martin Ratio Rank: 3939
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.

VTEB vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Exempt Bond ETF (VTEB) and Fidelity Total Bond ETF (FBND). 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.


VTEBFBNDDifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.58

1.25

+0.32

Calmar ratioReturn relative to maximum drawdown

2.65

2.11

+0.54

Martin ratioReturn relative to average drawdown

9.41

6.37

+3.04

VTEB vs. FBND - Sharpe Ratio Comparison

The current VTEB Sharpe Ratio is 2.64, which is higher than the FBND Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of VTEB and FBND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTEBFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

1.46

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.14

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.42

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.44

+0.03

Drawdowns

VTEB vs. FBND - Drawdown Comparison

The maximum VTEB drawdown since its inception was -17.00%, roughly equal to the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for VTEB and FBND.


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Drawdown Indicators


VTEBFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-17.00%

-17.25%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.66%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.53%

-5.94%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-17.25%

+4.61%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

-17.25%

+0.25%

Current Drawdown

Current decline from peak

-0.52%

-1.43%

+0.91%

Average Drawdown

Average peak-to-trough decline

-2.33%

-3.35%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.88%

-0.12%

Volatility

VTEB vs. FBND - Volatility Comparison

The current volatility for Vanguard Tax-Exempt Bond ETF (VTEB) is 0.89%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.27%. This indicates that VTEB experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEBFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

1.27%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

2.73%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.72%

3.86%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.90%

5.92%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

6.10%

-0.84%

VTEB vs. FBND - Expense Ratio Comparison

VTEB has a 0.05% expense ratio, which is lower than FBND's 0.36% expense ratio.


Dividends

VTEB vs. FBND - Dividend Comparison

VTEB's dividend yield for the trailing twelve months is around 3.35%, less than FBND's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.70%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
VTEB
Vanguard Tax-Exempt Bond ETF
3.35%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


VTEB and FBND have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBND has higher volatility (1.27%) compared to VTEB (0.89%). In terms of maximum drawdown, VTEB dropped -17.00% vs FBND's -17.25%.

On 10-year performance, FBND leads with 2.56% vs 2.09% for VTEB. On fees, VTEB is cheaper at 0.05% per year. On volatility, VTEB has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FBND has performed better with a 2.56% return vs 2.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.05% expense ratio, compared with 0.36% for FBND.

FBND has the higher dividend yield at 4.70%, compared with 3.35% for VTEB.

VTEB is categorized as Municipal Bonds, while FBND is Intermediate Core-Plus Bond. They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.05% for VTEB and 0.36% for FBND.

VTEB currently has the higher Sharpe Ratio (2.64 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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