“The only thing I can think of is a very heavy, fire proof safe and even if I had one, I’d be afraid to leave it untended, say for a week long vacation. Plus big safes cost big bucks.”
Aside from burying your valuables in special containers, you are correct in your thinking here, except for the untended part. The best way to deal with that issue is to hide your safe and tell NO ONE you even have a safe.
The last house we lived in had a huge jewelers safe, big enough for a child to fit inside, and it was under the bar in the den. It was visible but it would have been hidden if someone just constructed the cabinet frontage out a little bit.