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VTIBX vs. FCDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIBX vs. FCDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund (VTIBX) and Fidelity Series International Credit Fund (FCDSX). The values are adjusted to include any dividend payments, if applicable.

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VTIBX vs. FCDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIBX
Vanguard Total International Bond Index Fund
-0.82%2.98%3.84%8.86%-12.97%-2.27%4.56%7.76%3.00%1.61%
FCDSX
Fidelity Series International Credit Fund
-0.47%7.22%8.47%7.64%-17.34%-0.07%8.34%13.86%-1.04%1.91%

Returns By Period

In the year-to-date period, VTIBX achieves a -0.82% return, which is significantly lower than FCDSX's -0.47% return.


VTIBX

1D
0.31%
1M
-2.65%
YTD
-0.82%
6M
-0.26%
1Y
2.36%
3Y*
3.66%
5Y*
0.11%
10Y*
1.64%

FCDSX

1D
0.36%
1M
-2.44%
YTD
-0.47%
6M
0.79%
1Y
4.94%
3Y*
7.23%
5Y*
0.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTIBX vs. FCDSX - Expense Ratio Comparison

VTIBX has a 0.13% expense ratio, which is higher than FCDSX'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

VTIBX vs. FCDSX — Risk / Return Rank

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

VTIBX
VTIBX Risk / Return Rank: 3232
Overall Rank
VTIBX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VTIBX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VTIBX Omega Ratio Rank: 2626
Omega Ratio Rank
VTIBX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VTIBX Martin Ratio Rank: 3535
Martin Ratio Rank

FCDSX
FCDSX Risk / Return Rank: 8383
Overall Rank
FCDSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FCDSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FCDSX Omega Ratio Rank: 8080
Omega Ratio Rank
FCDSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FCDSX 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.

VTIBX vs. FCDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and Fidelity Series International Credit Fund (FCDSX). 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.


VTIBXFCDSXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.66

-0.90

Sortino ratio

Return per unit of downside risk

1.06

2.33

-1.27

Omega ratio

Gain probability vs. loss probability

1.14

1.31

-0.18

Calmar ratio

Return relative to maximum drawdown

0.87

1.91

-1.03

Martin ratio

Return relative to average drawdown

3.71

8.64

-4.93

VTIBX vs. FCDSX - Sharpe Ratio Comparison

The current VTIBX Sharpe Ratio is 0.77, which is lower than the FCDSX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of VTIBX and FCDSX, 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


VTIBXFCDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.66

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.22

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.70

-0.02

Correlation

The correlation between VTIBX and FCDSX is 0.77, 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

VTIBX vs. FCDSX - Dividend Comparison

VTIBX's dividend yield for the trailing twelve months is around 4.20%, less than FCDSX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
VTIBX
Vanguard Total International Bond Index Fund
4.20%4.33%4.31%4.37%1.41%3.68%1.06%3.36%2.98%2.21%1.76%1.61%
FCDSX
Fidelity Series International Credit Fund
4.60%4.58%4.81%3.67%6.73%3.04%6.58%7.12%4.17%1.90%0.00%0.00%

Drawdowns

VTIBX vs. FCDSX - Drawdown Comparison

The maximum VTIBX drawdown since its inception was -16.15%, smaller than the maximum FCDSX drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for VTIBX and FCDSX.


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Drawdown Indicators


VTIBXFCDSXDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-22.33%

+6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-2.78%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-22.33%

+6.52%

Max Drawdown (10Y)

Largest decline over 10 years

-16.15%

Current Drawdown

Current decline from peak

-2.65%

-2.44%

-0.21%

Average Drawdown

Average peak-to-trough decline

-3.09%

-5.14%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.61%

+0.09%

Volatility

VTIBX vs. FCDSX - Volatility Comparison

Vanguard Total International Bond Index Fund (VTIBX) has a higher volatility of 1.40% compared to Fidelity Series International Credit Fund (FCDSX) at 1.29%. This indicates that VTIBX's price experiences larger fluctuations and is considered to be riskier than FCDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIBXFCDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.29%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

1.94%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

2.99%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

4.41%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

4.14%

-0.52%