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Vanguard Total Bond Market Index Fund Admiral Shar...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS9219376038
CUSIP921937603
IssuerVanguard
Inception DateNov 12, 2001
CategoryTotal Bond Market
Min. Investment$3,000
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

The Vanguard Total Bond Market Index Fund Admiral Shares has an expense ratio of 0.05% which is considered to be low.


0.50%1.00%1.50%2.00%0.05%

Share Price Chart


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Compare to other instruments

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Vanguard Total Bond Market Index Fund Admiral Shares

Popular comparisons: VBTLX vs. BND, VBTLX vs. FXNAX, VBTLX vs. VTSAX, VBTLX vs. SWAGX, VBTLX vs. FTBFX, VBTLX vs. VSBSX, VBTLX vs. VTI, VBTLX vs. VBILX, VBTLX vs. VWESX, VBTLX vs. PTTRX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Total Bond Market Index Fund Admiral Shares, 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%15.00%20.00%NovemberDecember2024FebruaryMarchApril
5.60%
16.40%
VBTLX (Vanguard Total Bond Market Index Fund Admiral Shares)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Total Bond Market Index Fund Admiral Shares had a return of -2.97% year-to-date (YTD) and -0.05% in the last 12 months. Over the past 10 years, Vanguard Total Bond Market Index Fund Admiral Shares had an annualized return of 1.26%, while the S&P 500 had an annualized return of 10.43%, indicating that Vanguard Total Bond Market Index Fund Admiral Shares did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.97%5.29%
1 month-1.08%-2.47%
6 months5.59%16.40%
1 year-0.05%20.88%
5 years (annualized)0.03%11.60%
10 years (annualized)1.26%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.23%-1.38%0.83%
2023-2.48%-1.56%4.51%3.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VBTLX is 7, indicating that it is in the bottom 7% of the market 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 VBTLX is 77
Vanguard Total Bond Market Index Fund Admiral Shares(VBTLX)
The Sharpe Ratio Rank of VBTLX is 77Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 77Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 77Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 77Calmar Ratio Rank
The Martin Ratio Rank of VBTLX is 77Martin 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 Admiral Shares (VBTLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VBTLX
Sharpe ratio
The chart of Sharpe ratio for VBTLX, currently valued at -0.07, compared to the broader market-1.000.001.002.003.004.00-0.07
Sortino ratio
The chart of Sortino ratio for VBTLX, currently valued at -0.05, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.05
Omega ratio
The chart of Omega ratio for VBTLX, currently valued at 0.99, compared to the broader market1.001.502.002.503.000.99
Calmar ratio
The chart of Calmar ratio for VBTLX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00-0.03
Martin ratio
The chart of Martin ratio for VBTLX, currently valued at -0.16, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.0010.0012.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current Vanguard Total Bond Market Index Fund Admiral Shares Sharpe ratio is -0.07. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.07
1.79
VBTLX (Vanguard Total Bond Market Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total Bond Market Index Fund Admiral Shares granted a 3.36% dividend yield in the last twelve months. The annual payout for that period amounted to $0.31 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.31$0.30$0.25$0.24$0.28$0.30$0.29$0.28$0.27$0.25$0.28$0.27

Dividend yield

3.36%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.03$0.03$0.03
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03
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
2021$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04
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
2019$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02
2018$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.03
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
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
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
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
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

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-12.78%
-4.42%
VBTLX (Vanguard Total Bond Market Index Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total Bond Market Index Fund Admiral Shares. 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 Admiral Shares was 18.68%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Vanguard Total Bond Market Index Fund Admiral Shares drawdown is 12.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.68%Aug 5, 2020560Oct 24, 2022
-6.53%Mar 9, 20209Mar 19, 202057Jun 10, 202066
-5.42%Sep 10, 200837Oct 30, 200832Dec 16, 200869
-4.98%May 2, 201386Sep 5, 2013181May 28, 2014267
-4.93%Mar 18, 200440May 13, 200486Sep 16, 2004126

Volatility

Volatility Chart

The current Vanguard Total Bond Market Index Fund Admiral Shares volatility is 1.84%, 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%NovemberDecember2024FebruaryMarchApril
1.84%
3.35%
VBTLX (Vanguard Total Bond Market Index Fund Admiral Shares)
Benchmark (^GSPC)