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Vanguard Long-Term Bond Index Fund Institutional P...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9219377440

CUSIP

921937744

Issuer

Vanguard

Inception Date

Oct 6, 2011

Min. Investment

$100,000,000

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VBLIX vs. VWLTX VBLIX vs. VBMPX VBLIX vs. VEMBX VBLIX vs. SWRSX VBLIX vs. BND VBLIX vs. VOO VBLIX vs. VWUSX VBLIX vs. COWZ VBLIX vs. SWAGX VBLIX vs. VGSH
Popular comparisons:
VBLIX vs. VWLTX VBLIX vs. VBMPX VBLIX vs. VEMBX VBLIX vs. SWRSX VBLIX vs. BND VBLIX vs. VOO VBLIX vs. VWUSX VBLIX vs. COWZ VBLIX vs. SWAGX VBLIX vs. VGSH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Long-Term Bond Index Fund Institutional Plus, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.54%
12.53%
VBLIX (Vanguard Long-Term Bond Index Fund Institutional Plus)
Benchmark (^GSPC)

Returns By Period

Vanguard Long-Term Bond Index Fund Institutional Plus had a return of -2.55% year-to-date (YTD) and 6.52% in the last 12 months. Over the past 10 years, Vanguard Long-Term Bond Index Fund Institutional Plus had an annualized return of 1.03%, while the S&P 500 had an annualized return of 11.21%, indicating that Vanguard Long-Term Bond Index Fund Institutional Plus did not perform as well as the benchmark.


VBLIX

YTD

-2.55%

1M

-0.92%

6M

2.54%

1Y

6.52%

5Y (annualized)

-3.70%

10Y (annualized)

1.03%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of VBLIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.41%-2.44%1.40%-5.32%2.83%1.12%3.40%2.01%2.33%-4.66%-2.55%
20237.09%-4.99%4.41%0.77%-2.76%0.79%-1.06%-2.33%-6.19%-4.54%9.96%7.77%7.59%
2022-4.61%-2.52%-4.09%-9.26%-0.34%-2.92%3.71%-4.35%-8.35%-3.70%8.12%-1.89%-27.29%
2021-2.89%-4.23%-4.03%2.22%0.59%3.83%2.74%-0.26%-2.35%1.60%1.38%-1.34%-3.11%
20205.76%3.82%-3.42%4.20%0.20%1.87%5.29%-4.17%0.24%-1.83%3.67%-2.68%13.00%
20191.93%-0.51%4.84%-0.47%4.31%2.46%0.79%8.10%-1.99%-0.23%0.21%-1.46%18.96%
2018-2.04%-3.12%1.29%-2.01%0.93%-0.27%0.34%0.63%-1.39%-3.06%0.42%3.88%-4.53%
20170.64%1.79%-0.61%1.50%1.92%0.96%0.32%2.10%-1.02%0.39%0.52%1.94%10.90%
20162.33%1.96%2.98%1.32%0.11%5.13%2.61%-0.09%-1.03%-2.98%-6.22%0.57%6.36%
20156.65%-3.60%0.47%-2.36%-2.12%-3.49%2.69%-1.48%1.17%0.57%-0.47%-1.21%-3.58%
20144.75%1.43%0.69%2.12%2.54%0.13%0.36%3.52%-2.51%2.04%1.86%1.55%19.90%
2013-2.39%0.97%-0.29%3.73%-5.23%-4.59%-0.24%-1.49%0.77%2.06%-1.57%-0.89%-9.12%

Expense Ratio

VBLIX has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for VBLIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VBLIX is 5, indicating that it is in the bottom 5% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VBLIX is 55
Combined Rank
The Sharpe Ratio Rank of VBLIX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VBLIX is 66
Sortino Ratio Rank
The Omega Ratio Rank of VBLIX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VBLIX is 55
Calmar Ratio Rank
The Martin Ratio Rank of VBLIX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Long-Term Bond Index Fund Institutional Plus (VBLIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VBLIX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.005.000.552.53
The chart of Sortino ratio for VBLIX, currently valued at 0.85, compared to the broader market0.005.0010.000.853.39
The chart of Omega ratio for VBLIX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.47
The chart of Calmar ratio for VBLIX, currently valued at 0.19, compared to the broader market0.005.0010.0015.0020.000.193.65
The chart of Martin ratio for VBLIX, currently valued at 1.46, compared to the broader market0.0020.0040.0060.0080.00100.001.4616.21
VBLIX
^GSPC

The current Vanguard Long-Term Bond Index Fund Institutional Plus Sharpe ratio is 0.55. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Long-Term Bond Index Fund Institutional Plus with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.55
2.53
VBLIX (Vanguard Long-Term Bond Index Fund Institutional Plus)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Long-Term Bond Index Fund Institutional Plus provided a 4.51% dividend yield over the last twelve months, with an annual payout of $0.48 per share.


3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.48$0.47$0.44$0.45$0.50$0.53$0.53$0.54$0.55$0.56$0.58$0.58

Dividend yield

4.51%4.11%4.00%2.88%2.98%3.47%4.01%3.71%4.03%4.26%4.05%4.66%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Long-Term Bond Index Fund Institutional Plus. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.00$0.40
2023$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.47
2022$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.44
2021$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.45
2020$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.50
2019$0.05$0.04$0.05$0.04$0.05$0.04$0.05$0.04$0.04$0.04$0.04$0.04$0.53
2018$0.05$0.04$0.05$0.04$0.05$0.04$0.05$0.05$0.04$0.05$0.04$0.05$0.53
2017$0.05$0.04$0.05$0.04$0.05$0.04$0.05$0.05$0.04$0.05$0.04$0.05$0.54
2016$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.05$0.04$0.05$0.55
2015$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.56
2014$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.58
2013$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.58

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-30.00%
-0.53%
VBLIX (Vanguard Long-Term Bond Index Fund Institutional Plus)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Long-Term Bond Index Fund Institutional Plus. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Long-Term Bond Index Fund Institutional Plus was 40.07%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Vanguard Long-Term Bond Index Fund Institutional Plus drawdown is 30.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.07%Aug 7, 2020806Oct 19, 2023
-17.78%Mar 9, 20209Mar 19, 202077Jul 9, 202086
-15.23%Nov 14, 2012193Aug 21, 2013247Aug 14, 2014440
-12.12%Feb 2, 2015102Jun 26, 2015236Jun 3, 2016338
-11.98%Jul 11, 2016111Dec 14, 2016253Dec 15, 2017364

Volatility

Volatility Chart

The current Vanguard Long-Term Bond Index Fund Institutional Plus volatility is 3.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.61%
3.97%
VBLIX (Vanguard Long-Term Bond Index Fund Institutional Plus)
Benchmark (^GSPC)