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Vanguard Core Bond ETF (VCRB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerVanguard
Inception DateDec 14, 2023
CategoryIntermediate Core Bond
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassBond

Expense Ratio

VCRB has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VCRB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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: VCRB vs. BND, VCRB vs. TOTR, VCRB vs. CGCB, VCRB vs. UITB, VCRB vs. HYBL, VCRB vs. VPLS, VCRB vs. VCOBX, VCRB vs. BAGSX, VCRB vs. VTI, VCRB vs. BOND

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Core Bond ETF, 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
4.19%
14.38%
VCRB (Vanguard Core Bond ETF)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-Date3.02%25.82%
1 month-0.78%3.20%
6 months4.42%14.94%
1 yearN/A35.92%
5 years (annualized)N/A14.22%
10 years (annualized)N/A11.43%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.07%-1.27%0.90%-2.37%1.91%0.92%2.38%1.45%1.33%-2.27%3.02%
20230.65%0.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VCRB
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.05

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Vanguard Core Bond ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend History

Vanguard Core Bond ETF provided a 3.46% dividend yield over the last twelve months, with an annual payout of $2.67 per share.


0.16%$0.00$0.02$0.04$0.06$0.08$0.10$0.122023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$2.67$0.13

Dividend yield

3.46%0.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.23$0.25$0.28$0.24$0.24$0.24$0.28$0.28$0.21$0.29$2.54
2023$0.13$0.13

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.70%
0
VCRB (Vanguard Core Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Core Bond ETF. 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 ETF was 3.42%, occurring on Nov 6, 2024. The portfolio has not yet recovered.

The current Vanguard Core Bond ETF drawdown is 2.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.42%Sep 17, 202437Nov 6, 2024
-3.34%Feb 2, 202451Apr 16, 202441Jun 13, 202492
-1.76%Dec 28, 202318Jan 24, 20246Feb 1, 202424
-1.24%Jun 17, 202410Jul 1, 20243Jul 5, 202413
-1.15%Aug 5, 20244Aug 8, 20248Aug 20, 202412

Volatility

Volatility Chart

The current Vanguard Core Bond ETF volatility is 1.62%, 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
1.62%
3.89%
VCRB (Vanguard Core Bond ETF)
Benchmark (^GSPC)