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VTIFX vs. FNSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIFX vs. FNSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Fidelity Short-Term Bond Index Fund (FNSOX). The values are adjusted to include any dividend payments, if applicable.

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VTIFX vs. FNSOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
-0.77%3.02%3.91%9.04%-12.89%-2.20%4.59%7.89%2.99%0.38%
FNSOX
Fidelity Short-Term Bond Index Fund
-0.22%6.01%3.90%4.90%-5.76%-1.25%4.28%4.95%1.14%-0.22%

Returns By Period

In the year-to-date period, VTIFX achieves a -0.77% return, which is significantly lower than FNSOX's -0.22% return.


VTIFX

1D
0.28%
1M
-2.61%
YTD
-0.77%
6M
-0.26%
1Y
2.39%
3Y*
3.79%
5Y*
0.20%
10Y*
1.72%

FNSOX

1D
0.20%
1M
-1.18%
YTD
-0.22%
6M
0.91%
1Y
3.69%
3Y*
4.22%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTIFX vs. FNSOX - Expense Ratio Comparison

VTIFX has a 0.07% expense ratio, which is higher than FNSOX's 0.03% 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

VTIFX vs. FNSOX — Risk / Return Rank

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

VTIFX
VTIFX Risk / Return Rank: 3434
Overall Rank
VTIFX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VTIFX Sortino Ratio Rank: 3333
Sortino Ratio Rank
VTIFX Omega Ratio Rank: 2828
Omega Ratio Rank
VTIFX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VTIFX Martin Ratio Rank: 3737
Martin Ratio Rank

FNSOX
FNSOX Risk / Return Rank: 9191
Overall Rank
FNSOX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FNSOX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FNSOX Omega Ratio Rank: 8888
Omega Ratio Rank
FNSOX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FNSOX Martin Ratio Rank: 9191
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.

VTIFX vs. FNSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Fidelity Short-Term Bond Index Fund (FNSOX). 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.


VTIFXFNSOXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.82

-1.03

Sortino ratio

Return per unit of downside risk

1.10

2.83

-1.73

Omega ratio

Gain probability vs. loss probability

1.14

1.37

-0.23

Calmar ratio

Return relative to maximum drawdown

0.92

2.86

-1.94

Martin ratio

Return relative to average drawdown

3.89

10.76

-6.87

VTIFX vs. FNSOX - Sharpe Ratio Comparison

The current VTIFX Sharpe Ratio is 0.79, which is lower than the FNSOX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of VTIFX and FNSOX, 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


VTIFXFNSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.82

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.55

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.83

-0.11

Correlation

The correlation between VTIFX and FNSOX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VTIFX vs. FNSOX - Dividend Comparison

VTIFX's dividend yield for the trailing twelve months is around 4.26%, more than FNSOX's 3.15% yield.


TTM20252024202320222021202020192018201720162015
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
4.26%4.40%4.38%4.60%1.52%3.73%1.12%3.42%3.03%2.29%1.84%1.68%
FNSOX
Fidelity Short-Term Bond Index Fund
3.15%3.22%2.80%1.74%0.81%0.80%1.54%2.61%2.04%0.34%0.00%0.00%

Drawdowns

VTIFX vs. FNSOX - Drawdown Comparison

The maximum VTIFX drawdown since its inception was -16.07%, which is greater than FNSOX's maximum drawdown of -8.92%. Use the drawdown chart below to compare losses from any high point for VTIFX and FNSOX.


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Drawdown Indicators


VTIFXFNSOXDifference

Max Drawdown

Largest peak-to-trough decline

-16.07%

-8.92%

-7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-1.47%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

-8.77%

-6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-16.07%

Current Drawdown

Current decline from peak

-2.61%

-1.18%

-1.43%

Average Drawdown

Average peak-to-trough decline

-2.99%

-1.75%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.39%

+0.29%

Volatility

VTIFX vs. FNSOX - Volatility Comparison

Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) has a higher volatility of 1.41% compared to Fidelity Short-Term Bond Index Fund (FNSOX) at 0.78%. This indicates that VTIFX's price experiences larger fluctuations and is considered to be riskier than FNSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIFXFNSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

0.78%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

1.37%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

2.21%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

2.86%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

2.48%

+1.09%