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Vanguard Total Bond Market Index Fund (VBMFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS9219371088
CUSIP921937108
IssuerVanguard
Inception DateDec 11, 1986
CategoryIntermediate Core Bond
Min. Investment$3,000
Asset ClassBond

Expense Ratio

VBMFX has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for VBMFX: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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: VBMFX vs. BND, VBMFX vs. VBTLX, VBMFX vs. VSIGX, VBMFX vs. ACTHX, VBMFX vs. DODLX, VBMFX vs. VOO, VBMFX vs. PFM, VBMFX vs. VTSAX, VBMFX vs. VTI, VBMFX vs. VSBSX

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.62%
8.81%
VBMFX (Vanguard Total Bond Market Index Fund)
Benchmark (^GSPC)

Returns By Period

Vanguard Total Bond Market Index Fund had a return of 4.78% year-to-date (YTD) and 10.27% in the last 12 months. Over the past 10 years, Vanguard Total Bond Market Index Fund had an annualized return of 1.76%, while the S&P 500 had an annualized return of 10.88%, indicating that Vanguard Total Bond Market Index Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.78%18.13%
1 month2.04%1.45%
6 months6.62%8.81%
1 year10.27%26.52%
5 years (annualized)0.47%13.43%
10 years (annualized)1.76%10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.23%-1.39%0.82%-2.44%1.70%0.93%2.31%1.33%4.78%
20233.19%-2.55%2.57%0.55%-1.09%-0.38%-0.06%-0.58%-2.49%-1.57%4.50%3.69%5.61%
2022-2.17%-1.13%-2.82%-3.85%0.58%-1.50%2.31%-2.77%-4.18%-1.38%3.69%-0.61%-13.24%
2021-0.80%-1.51%-1.38%0.96%0.24%0.77%1.21%-0.20%-0.91%-0.03%0.33%-0.40%-1.76%
20202.11%1.71%-0.58%1.69%0.54%0.70%1.55%-1.02%0.08%-0.61%1.11%0.15%7.62%
20191.01%-0.06%1.96%0.04%1.83%1.15%0.23%2.78%-0.60%0.21%-0.06%-0.15%8.62%
2018-1.09%-1.03%0.41%-0.83%0.61%0.03%0.04%0.52%-0.55%-0.73%0.53%1.80%-0.34%
20170.29%0.66%-0.07%0.76%0.67%0.02%0.39%0.85%-0.54%0.11%-0.17%0.44%3.45%
20161.43%0.66%0.94%0.38%0.02%1.94%0.64%-0.17%-0.08%-0.80%-2.65%0.24%2.50%
20152.31%-1.08%0.21%-0.36%-0.45%-1.00%0.77%-0.35%0.76%0.01%-0.27%-0.38%0.11%
20141.54%0.48%-0.36%0.78%1.05%0.11%-0.26%1.13%-0.73%0.94%0.65%0.09%5.54%
2013-0.71%0.55%-0.11%0.91%-1.70%-1.66%0.20%-0.64%0.96%0.78%-0.34%-0.65%-2.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VBMFX is 35, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VBMFX is 3535
VBMFX (Vanguard Total Bond Market Index Fund)
The Sharpe Ratio Rank of VBMFX is 4141Sharpe Ratio Rank
The Sortino Ratio Rank of VBMFX is 4545Sortino Ratio Rank
The Omega Ratio Rank of VBMFX is 4040Omega Ratio Rank
The Calmar Ratio Rank of VBMFX is 1717Calmar Ratio Rank
The Martin Ratio Rank of VBMFX is 3131Martin 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 Total Bond Market Index Fund (VBMFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VBMFX
Sharpe ratio
The chart of Sharpe ratio for VBMFX, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.005.001.66
Sortino ratio
The chart of Sortino ratio for VBMFX, currently valued at 2.42, compared to the broader market0.005.0010.002.42
Omega ratio
The chart of Omega ratio for VBMFX, currently valued at 1.29, compared to the broader market1.002.003.004.001.29
Calmar ratio
The chart of Calmar ratio for VBMFX, currently valued at 0.58, compared to the broader market0.005.0010.0015.0020.000.58
Martin ratio
The chart of Martin ratio for VBMFX, currently valued at 6.32, compared to the broader market0.0020.0040.0060.0080.006.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market0.005.0010.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.005.0010.0015.0020.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0020.0040.0060.0080.0011.08

Sharpe Ratio

The current Vanguard Total Bond Market Index Fund Sharpe ratio is 1.66. 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 Total Bond Market Index Fund 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 Ratio-0.500.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.66
2.10
VBMFX (Vanguard Total Bond Market Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total Bond Market Index Fund granted a 3.27% dividend yield in the last twelve months. The annual payout for that period amounted to $0.33 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.33$0.29$0.24$0.22$0.27$0.29$0.26$0.26$0.26$0.24$0.27$0.26

Dividend yield

3.27%2.99%2.49%2.01%2.29%2.63%2.48%2.46%2.43%2.28%2.48%2.48%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Total Bond Market Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.22
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.29
2022$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.24
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.22
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.27
2019$0.03$0.02$0.03$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.29
2018$0.02$0.02$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.26
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.26
2016$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.26
2015$0.02$0.02$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.24
2014$0.02$0.02$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.05$0.27
2013$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.26

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-6.14%
-0.58%
VBMFX (Vanguard Total Bond Market Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total Bond Market Index Fund. 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 Total Bond Market Index Fund was 18.86%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Vanguard Total Bond Market Index Fund drawdown is 6.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.86%Aug 5, 2020560Oct 24, 2022
-7.15%Oct 18, 1993146May 9, 1994223Mar 16, 1995369
-6.53%Mar 9, 20209Mar 19, 202057Jun 10, 202066
-5.43%Sep 10, 200837Oct 30, 200832Dec 16, 200869
-5.31%Aug 18, 198742Oct 14, 198716Nov 5, 198758

Volatility

Volatility Chart

The current Vanguard Total Bond Market Index Fund volatility is 1.08%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
1.08%
4.08%
VBMFX (Vanguard Total Bond Market Index Fund)
Benchmark (^GSPC)