PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard Core Bond Fund Investor Shares (VCORX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

CUSIP922020847
IssuerVanguard
Inception DateMar 28, 2016
CategoryTotal Bond Market
Min. Investment$3,000
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

VCORX has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for VCORX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: VCORX vs. VCPIX, VCORX vs. FHIGX, VCORX vs. BND, VCORX vs. FBND, VCORX vs. BNDW, VCORX vs. VBILX, VCORX vs. VUSB, VCORX vs. VWIAX, VCORX vs. VTEB, VCORX vs. VGIT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Core Bond Fund Investor Shares, 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%15.00%JuneJulyAugustSeptemberOctoberNovember
4.48%
14.80%
VCORX (Vanguard Core Bond Fund Investor Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Core Bond Fund Investor Shares had a return of 2.76% year-to-date (YTD) and 9.58% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.76%25.70%
1 month-0.51%3.51%
6 months4.48%14.80%
1 year9.58%37.91%
5 years (annualized)0.39%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.21%-1.43%0.96%-2.30%1.76%0.83%2.35%1.47%1.34%-2.35%2.76%
20233.20%-2.65%2.44%0.65%-1.21%-0.23%0.12%-0.66%-2.37%-1.68%4.63%3.84%5.90%
2022-2.06%-1.34%-2.68%-3.97%0.63%-1.89%2.54%-2.68%-4.37%-1.28%3.75%-0.46%-13.26%
2021-0.75%-1.59%-1.21%1.02%0.27%0.85%1.12%-0.19%-0.84%-0.09%0.29%-0.43%-1.58%
20202.05%1.82%-0.84%2.49%1.02%0.90%1.86%-0.88%0.06%-0.36%1.39%-0.99%8.78%
20191.31%0.14%2.07%0.08%1.82%1.27%0.24%2.59%-0.57%0.29%-0.11%0.00%9.47%
2018-1.09%-1.12%0.56%-0.69%0.56%0.04%0.05%0.57%-0.58%-0.98%0.04%1.77%-0.90%
20170.40%0.79%-0.13%0.80%0.67%-0.03%0.52%0.83%-0.54%0.14%-0.20%0.47%3.78%
20160.41%0.43%0.03%1.98%0.75%-0.02%-0.05%-0.71%-2.58%-0.56%-0.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VCORX is 18, indicating that it is in the bottom 18% 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 VCORX is 1818
Combined Rank
The Sharpe Ratio Rank of VCORX is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of VCORX is 2323Sortino Ratio Rank
The Omega Ratio Rank of VCORX is 1818Omega Ratio Rank
The Calmar Ratio Rank of VCORX is 1313Calmar Ratio Rank
The Martin Ratio Rank of VCORX is 1515Martin 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 Core Bond Fund Investor Shares (VCORX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VCORX
Sharpe ratio
The chart of Sharpe ratio for VCORX, currently valued at 1.52, compared to the broader market0.002.004.001.52
Sortino ratio
The chart of Sortino ratio for VCORX, currently valued at 2.26, compared to the broader market0.005.0010.002.26
Omega ratio
The chart of Omega ratio for VCORX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VCORX, currently valued at 0.54, compared to the broader market0.005.0010.0015.0020.0025.000.54
Martin ratio
The chart of Martin ratio for VCORX, currently valued at 5.72, compared to the broader market0.0020.0040.0060.0080.00100.005.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current Vanguard Core Bond Fund Investor Shares Sharpe ratio is 1.52. 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 Core Bond Fund Investor Shares 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.52
2.97
VCORX (Vanguard Core Bond Fund Investor Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Core Bond Fund Investor Shares provided a 4.47% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.4020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.40$0.36$0.26$0.12$0.18$0.30$0.29$0.21$0.16

Dividend yield

4.47%3.99%2.91%1.11%1.65%2.92%2.99%2.09%1.59%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.00$0.33
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.04$0.36
2022$0.01$0.01$0.02$0.02$0.02$0.02$0.03$0.03$0.02$0.03$0.03$0.03$0.26
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.12
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.18
2019$0.03$0.02$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.03$0.30
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.02$0.03$0.02$0.03$0.29
2017$0.01$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.02$0.02$0.02$0.03$0.21
2016$0.00$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.16

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.01%
0
VCORX (Vanguard Core Bond Fund Investor Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Core Bond Fund Investor 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 Core Bond Fund Investor Shares was 19.06%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Core Bond Fund Investor Shares drawdown is 8.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.06%Dec 15, 2020466Oct 20, 2022
-6.8%Mar 9, 20209Mar 19, 202043May 20, 202052
-4.63%Sep 30, 201658Dec 21, 2016176Sep 5, 2017234
-3.64%Sep 8, 2017174May 17, 2018183Feb 8, 2019357
-2.03%Sep 5, 20197Sep 13, 201915Oct 4, 201922

Volatility

Volatility Chart

The current Vanguard Core Bond Fund Investor Shares volatility is 1.63%, 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%JuneJulyAugustSeptemberOctoberNovember
1.63%
3.92%
VCORX (Vanguard Core Bond Fund Investor Shares)
Benchmark (^GSPC)