VUSB vs. FIFGX
VUSB (Vanguard Ultra-Short Bond ETF) and FIFGX (Fidelity SAI Inflation-Focused) are both funds - VUSB is a Ultrashort Bond fund actively managed by Vanguard, while FIFGX is a Commodities fund managed by Fidelity. Over the past 5 years, VUSB returned 3.54%/yr vs 74.93%/yr for FIFGX. Their -0.00 correlation means they have often moved in opposite directions in the past. VUSB charges 0.10%/yr vs 0.39%/yr for FIFGX.
Performance
VUSB vs. FIFGX - Performance Comparison
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Returns By Period
In the year-to-date period, VUSB achieves a 1.96% return, which is significantly lower than FIFGX's 42.94% return.
VUSB
- 1D
- 0.02%
- 1M
- 0.24%
- 6M
- 1.57%
- YTD
- 1.96%
- 1Y
- 4.09%
- 3Y*
- 5.25%
- 5Y*
- 3.54%
- 10Y*
- —
- ALL TIME*
- 3.37%
FIFGX
- 1D
- -0.95%
- 1M
- 11.03%
- 6M
- 28.71%
- YTD
- 42.94%
- 1Y
- 46.94%
- 3Y*
- 145.76%
- 5Y*
- 74.93%
- 10Y*
- —
- ALL TIME*
- 50.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $68.77M | $73.10M | $81.38M |
VUSB vs. FIFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VUSB Vanguard Ultra-Short Bond ETF | 1.96% | 5.20% | 5.68% | 5.52% | -0.36% | 0.08% |
FIFGX Fidelity SAI Inflation-Focused | 42.94% | 7.44% | 6.34% | 781.04% | 9.30% | 23.05% |
Correlation
The correlation between VUSB and FIFGX is -0.29, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.29 |
Correlation (3Y) Balances recent behavior with more history. | -0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | -0.00 |
Over the past year, the inverse relationship between VUSB and FIFGX has strengthened: their correlation has moved from -0.00 to -0.29, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
VUSB vs. FIFGX — Risk / Return Rank
VUSB
FIFGX
VUSB vs. FIFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) and Fidelity SAI Inflation-Focused (FIFGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VUSB | FIFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.42 | ||
| Sortino ratioReturn per unit of downside risk | +8.23 | ||
| Omega ratioGain probability vs. loss probability | 3.04 | 1.33 | +1.71 |
| Calmar ratioReturn relative to maximum drawdown | 11.62 | 2.66 | +8.96 |
| Martin ratioReturn relative to average drawdown | 65.56 | 8.97 | +56.58 |
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Drawdowns
VUSB vs. FIFGX - Drawdown Comparison
The maximum VUSB drawdown since its inception was -1.79%, smaller than the maximum FIFGX drawdown of -29.47%. Use the drawdown chart below to compare losses from any high point for VUSB and FIFGX.
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Drawdown Indicators
| VUSB | FIFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.79% | -29.47% | +27.68% |
Max Drawdown (1Y)Largest decline over 1 year | -0.37% | -16.42% | +16.05% |
Max Drawdown (3Y)Largest decline over 3 years | -0.46% | -16.42% | +15.96% |
Max Drawdown (5Y)Largest decline over 5 years | -1.79% | -29.47% | +27.68% |
Current DrawdownCurrent decline from peak | 0.00% | -6.37% | +6.37% |
Average DrawdownAverage peak-to-trough decline | -0.27% | -7.72% | +7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 4.95% | -4.88% |
Volatility
VUSB vs. FIFGX - Volatility Comparison
The current volatility for Vanguard Ultra-Short Bond ETF (VUSB) is 0.16%, while Fidelity SAI Inflation-Focused (FIFGX) has a volatility of 7.12%. This indicates that VUSB experiences smaller price fluctuations and is considered to be less risky than FIFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUSB | FIFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.16% | 7.12% | -6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 0.57% | 19.45% | -18.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.67% | 22.17% | -21.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.84% | 406.32% | -405.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.82% | 329.38% | -328.56% |
VUSB vs. FIFGX - Expense Ratio Comparison
VUSB has a 0.10% expense ratio, which is lower than FIFGX's 0.39% expense ratio.
Dividends
VUSB vs. FIFGX - Dividend Comparison
VUSB's dividend yield for the trailing twelve months is around 4.34%, more than FIFGX's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FIFGX Fidelity SAI Inflation-Focused | 3.81% | 5.44% | 4.73% | 1.54% | 12.64% | 35.77% | 3.10% | 1.59% |
VUSB Vanguard Ultra-Short Bond ETF | 3.95% | 4.63% | 5.16% | 4.45% | 1.56% | 0.26% | 0.00% | 0.00% |
Frequently Asked Questions
VUSB and FIFGX have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIFGX has higher volatility (7.12%) compared to VUSB (0.16%). In terms of maximum drawdown, VUSB dropped -1.79% vs FIFGX's -29.47%.
VUSB currently has the higher Sharpe Ratio (6.39 vs 1.97), 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.
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