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Vanguard Total Bond Market II Index Fund Investor ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US92203C1053

CUSIP

92203C105

Issuer

Vanguard

Asset Class

Bond

Expense Ratio

VTBIX has an expense ratio of 0.09%, which is considered low.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) returned 1.94% year-to-date (YTD) and 5.99% over the past 12 months.


VTBIX

YTD

1.94%

1M

-0.94%

6M

0.87%

1Y

5.99%

3Y*

1.19%

5Y*

-1.06%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.54%2.12%0.12%0.32%-1.15%1.94%
2024-0.23%-1.40%0.83%-2.35%1.63%0.96%2.24%1.47%1.34%-2.46%1.05%-1.67%1.25%
20233.12%-2.58%2.71%0.56%-1.10%-0.38%-0.05%-0.69%-2.41%-1.59%4.45%3.74%5.60%
2022-2.11%-1.15%-2.86%-3.80%0.59%-1.52%2.34%-2.71%-4.23%-1.29%3.62%-0.61%-13.18%
2021-0.81%-1.53%-1.34%0.87%0.32%0.77%1.22%-0.21%-0.93%-0.04%0.32%-0.36%-1.73%
20202.13%1.72%-0.84%1.61%0.54%0.70%1.56%-1.03%0.08%-0.61%1.13%0.15%7.32%
20190.92%-0.06%2.07%-0.04%1.85%1.16%0.23%2.80%-0.59%0.22%-0.06%-0.14%8.63%
2018-1.19%-0.93%0.29%-0.74%0.61%0.03%0.04%0.52%-0.54%-0.82%0.54%1.91%-0.32%
20170.29%0.66%-0.07%0.76%0.67%0.02%0.39%0.86%-0.45%0.02%-0.17%0.51%3.54%
20160.58%0.66%0.95%0.47%-0.07%1.94%0.64%-0.17%0.00%-0.91%-2.56%0.21%1.69%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VTBIX is 63, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VTBIX is 6363
Overall Rank
The Sharpe Ratio Rank of VTBIX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VTBIX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VTBIX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VTBIX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VTBIX is 5353
Martin 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 II Index Fund Investor Shares (VTBIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard Total Bond Market II Index Fund Investor Shares Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.15
  • 5-Year: -0.18
  • All Time: 0.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard Total Bond Market II Index Fund Investor Shares compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Vanguard Total Bond Market II Index Fund Investor Shares provided a 3.80% dividend yield over the last twelve months, with an annual payout of $0.36 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.35201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$0.36$0.35$0.29$0.23$0.21$0.35$0.30$0.26$0.26$0.26

Dividend yield

3.80%3.70%3.05%2.47%1.91%3.05%2.72%2.51%2.44%2.48%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.03$0.03$0.03$0.00$0.12
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.35
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.29
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$0.23
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.21
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.12$0.35
2019$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.30
2018$0.02$0.02$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.03$0.26
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.26
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$0.26

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total Bond Market II Index 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 Total Bond Market II Index Fund Investor Shares was 18.71%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Vanguard Total Bond Market II Index Fund Investor Shares drawdown is 7.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.71%Aug 7, 2020558Oct 24, 2022
-6.65%Mar 9, 20209Mar 19, 202069Jun 26, 202078
-4.59%Jul 11, 2016112Dec 15, 2016180Sep 5, 2017292
-3.84%Sep 8, 2017174May 17, 2018177Jan 31, 2019351
-2.23%Sep 5, 20197Sep 13, 201989Jan 22, 202096
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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