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Invesco Bond Fund (VBF) Sharpe Ratio: 0.30

VBF's Sharpe Ratio of 0.30 indicates that for each unit of volatility, it generates 0.30 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

VBF Sharpe Ratio Rank

VBF Sharpe Ratio Rank: 8.58
Concerning

VBF ranks above 8.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

VBF Sharpe Ratio Market Positioning

The chart shows VBF's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.76 or lower
  • Yellow zone (middle 50%): 0.76 to 1.49
  • Green zone (top 25%): 1.49 or higher
  • Top 1%: 3.52+
  • Median: 1.10 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Invesco Bond Fund's Sharpe Ratio with other mutual funds in the Corporate Bonds category across multiple time periods, showing how VBF's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VSTBXVanguard Short-Term Corporate Bond Index Fund Institutional Shares2.47
VSCSXVanguard Short-Term Corporate Bond Index Fund Admiral Shares2.46
PRPIXT. Rowe Price Corporate Income Fund1.80
MIFIXMiller Intermediate Bond Fund1.78
LKFIXLKCM Fixed Income Fund1.58
IDMIXiMGP Dolan McEniry Corporate Bond Fund1.45
CFICXCalvert Income Fund1.42
JMABXJohn Hancock Managed Account Shares Investment-Grade Corporate Bond Portfolio1.40
VICBXVanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares1.38
VICSXVanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares1.37
VBFInvesco Bond Fund0.30

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VBF's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VBF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore VBF risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

VBF Sortino Ratio