Vanguard Multi-Sector Income Bond ETF (VGMS) Sharpe Ratio

Sharpe ratio is not yet available for VGMS. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Vanguard Multi-Sector Income Bond ETF's Sharpe Ratio with other ETFs in the Multisector Bonds category across multiple time periods, showing how VGMS'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 4, 2026.

Symbol	Name	1Y Sharpe Ratio
SOFR	Amplify Samsung SOFR ETF	4.66
CARY	Angel Oak Income ETF	3.96
JPIE	JPMorgan Income ETF	3.73
PSQO	Palmer Square Credit Opportunities ETF	3.71
OGSP	Obra High Grade Structured Products ETF	3.21
PSDM	PGIM Short Duration Multi-Sector Bond ETF	2.96
MUSE	TCW Multisector Credit Income ETF	2.91
DMX	DoubleLine Multi-Sector Income ETF	2.83
FLXR	TCW Flexible Income ETF	2.61
BINC	iShares Flexible Income Active ETF	2.56
VGMS	Vanguard Multi-Sector Income Bond ETF	—

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows VGMS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VGMS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does VGMS fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio