PortfoliosLab logoPortfoliosLab logo
VTHRX vs. FIRMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTHRX vs. FIRMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2030 Fund (VTHRX) and Fidelity Managed Retirement Income Fund (FIRMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTHRX vs. FIRMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTHRX
Vanguard Target Retirement 2030 Fund
-2.79%16.25%10.43%16.24%-16.28%11.37%14.11%21.08%-5.85%15.24%
FIRMX
Fidelity Managed Retirement Income Fund
-0.50%9.95%4.29%8.07%-11.66%2.77%8.57%10.57%-1.80%7.08%

Returns By Period

In the year-to-date period, VTHRX achieves a -2.79% return, which is significantly lower than FIRMX's -0.50% return. Over the past 10 years, VTHRX has outperformed FIRMX with an annualized return of 8.00%, while FIRMX has yielded a comparatively lower 3.92% annualized return.


VTHRX

1D
-0.05%
1M
-6.35%
YTD
-2.79%
6M
-0.54%
1Y
12.77%
3Y*
11.14%
5Y*
5.70%
10Y*
8.00%

FIRMX

1D
0.27%
1M
-3.18%
YTD
-0.50%
6M
0.75%
1Y
7.05%
3Y*
5.96%
5Y*
2.41%
10Y*
3.92%
*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.


VTHRX vs. FIRMX - Expense Ratio Comparison

VTHRX has a 0.08% expense ratio, which is lower than FIRMX's 0.45% expense ratio.


Return for Risk

VTHRX vs. FIRMX — Risk / Return Rank

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

VTHRX
VTHRX Risk / Return Rank: 7474
Overall Rank
VTHRX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VTHRX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VTHRX Omega Ratio Rank: 7272
Omega Ratio Rank
VTHRX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VTHRX Martin Ratio Rank: 7676
Martin Ratio Rank

FIRMX
FIRMX Risk / Return Rank: 8383
Overall Rank
FIRMX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FIRMX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FIRMX Omega Ratio Rank: 8080
Omega Ratio Rank
FIRMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FIRMX Martin Ratio Rank: 8484
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.

VTHRX vs. FIRMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) and Fidelity Managed Retirement Income Fund (FIRMX). 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.


VTHRXFIRMXDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.56

-0.28

Sortino ratio

Return per unit of downside risk

1.84

2.17

-0.33

Omega ratio

Gain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratio

Return relative to maximum drawdown

1.64

2.08

-0.44

Martin ratio

Return relative to average drawdown

7.24

8.41

-1.17

VTHRX vs. FIRMX - Sharpe Ratio Comparison

The current VTHRX Sharpe Ratio is 1.28, which is comparable to the FIRMX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of VTHRX and FIRMX, 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


VTHRXFIRMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.56

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.46

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.88

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.52

-0.06

Correlation

The correlation between VTHRX and FIRMX is 0.90, 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

VTHRX vs. FIRMX - Dividend Comparison

VTHRX's dividend yield for the trailing twelve months is around 4.15%, more than FIRMX's 3.16% yield.


TTM20252024202320222021202020192018201720162015
VTHRX
Vanguard Target Retirement 2030 Fund
4.15%4.03%3.63%2.59%2.53%17.56%2.56%2.38%2.71%0.06%2.38%3.72%
FIRMX
Fidelity Managed Retirement Income Fund
3.16%3.13%3.02%2.81%4.54%3.56%2.48%2.59%4.65%8.57%1.67%1.68%

Drawdowns

VTHRX vs. FIRMX - Drawdown Comparison

The maximum VTHRX drawdown since its inception was -49.57%, which is greater than FIRMX's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for VTHRX and FIRMX.


Loading graphics...

Drawdown Indicators


VTHRXFIRMXDifference

Max Drawdown

Largest peak-to-trough decline

-49.57%

-33.73%

-15.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.25%

-3.44%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-16.11%

-6.64%

Max Drawdown (10Y)

Largest decline over 10 years

-24.86%

-16.11%

-8.75%

Current Drawdown

Current decline from peak

-6.56%

-3.18%

-3.38%

Average Drawdown

Average peak-to-trough decline

-6.23%

-3.73%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.85%

+0.80%

Volatility

VTHRX vs. FIRMX - Volatility Comparison

Vanguard Target Retirement 2030 Fund (VTHRX) has a higher volatility of 3.50% compared to Fidelity Managed Retirement Income Fund (FIRMX) at 1.96%. This indicates that VTHRX's price experiences larger fluctuations and is considered to be riskier than FIRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VTHRXFIRMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

1.96%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

2.86%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

4.59%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.30%

5.21%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.22%

4.47%

+6.75%