VBTIX's Sortino Ratio of 1.82 indicates that for each unit of downside volatility, it generates 1.82 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
VBTIX Sortino Ratio Rank
VBTIX ranks above 21.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
VBTIX Sortino Ratio Market Positioning
The chart shows VBTIX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.93 or lower
- Yellow zone (middle 50%): 1.93 to 3.30
- Green zone (top 25%): 3.30 or higher
- Top 1%: 9.03+
- Median: 2.75 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Vanguard Total Bond Market Index Fund Institutional Shares's Sortino Ratio with other mutual funds in the Total Bond Market category across multiple time periods, showing how VBTIX'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 Jun 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FCNVX | Fidelity Conservative Income Bond Institutional Class | 22.92 | |||
| FJTDX | Fidelity Flex Conservative Income Bond Fund | 17.57 | |||
| VUSFX | Vanguard Ultra-Short-Term Bond Fund Admiral Shares | 14.04 | |||
| VUBFX | Vanguard Ultra-Short-Term Bond Fund Investor Shares | 11.73 | |||
| JSOSX | JPMorgan Strategic Income Opportunities Fund Class I | 10.13 | |||
| FIWDX | Fidelity Advisor Strategic Income Fund Class Z | 4.00 | |||
| FADMX | Fidelity Strategic Income Fund | 3.99 | |||
| FSRIX | Fidelity Advisor Strategic Income Fund Class I | 3.92 | |||
| FYBTX | Fidelity Series Short-Term Credit Fund | 3.92 | |||
| FSTAX | Fidelity Advisor Strategic Income Fund Class A | 3.83 | |||
| VBTIX | Vanguard Total Bond Market Index Fund Institutional Shares | 1.82 |
Historical Sortino Ratio
The chart shows VBTIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when VBTIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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