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BBBS vs. VUSB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBBS and VUSB is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BBBS vs. VUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and Vanguard Ultra-Short Bond ETF (VUSB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBBS:

2.88

VUSB:

7.48

Sortino Ratio

BBBS:

4.22

VUSB:

13.08

Omega Ratio

BBBS:

1.58

VUSB:

3.54

Calmar Ratio

BBBS:

4.82

VUSB:

12.44

Martin Ratio

BBBS:

14.82

VUSB:

82.13

Ulcer Index

BBBS:

0.46%

VUSB:

0.07%

Daily Std Dev

BBBS:

2.48%

VUSB:

0.77%

Max Drawdown

BBBS:

-1.43%

VUSB:

-1.79%

Current Drawdown

BBBS:

-0.04%

VUSB:

0.00%

Returns By Period

In the year-to-date period, BBBS achieves a 2.50% return, which is significantly higher than VUSB's 1.86% return.


BBBS

YTD

2.50%

1M

0.26%

6M

2.60%

1Y

7.08%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VUSB

YTD

1.86%

1M

0.25%

6M

2.39%

1Y

5.73%

3Y*

4.50%

5Y*

N/A

10Y*

N/A

*Annualized

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Vanguard Ultra-Short Bond ETF

BBBS vs. VUSB - Expense Ratio Comparison

BBBS has a 0.19% expense ratio, which is higher than VUSB's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BBBS vs. VUSB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBBS
The Risk-Adjusted Performance Rank of BBBS is 9797
Overall Rank
The Sharpe Ratio Rank of BBBS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BBBS is 9797
Sortino Ratio Rank
The Omega Ratio Rank of BBBS is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BBBS is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BBBS is 9696
Martin Ratio Rank

VUSB
The Risk-Adjusted Performance Rank of VUSB is 9999
Overall Rank
The Sharpe Ratio Rank of VUSB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSB is 9999
Sortino Ratio Rank
The Omega Ratio Rank of VUSB is 9999
Omega Ratio Rank
The Calmar Ratio Rank of VUSB is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VUSB is 9999
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.

BBBS vs. VUSB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and Vanguard Ultra-Short Bond ETF (VUSB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current BBBS Sharpe Ratio is 2.88, which is lower than the VUSB Sharpe Ratio of 7.48. The chart below compares the historical Sharpe Ratios of BBBS and VUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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

BBBS vs. VUSB - Dividend Comparison

BBBS's dividend yield for the trailing twelve months is around 4.44%, less than VUSB's 5.01% yield.


TTM2024202320222021
BBBS
Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF
4.44%4.30%0.00%0.00%0.00%
VUSB
Vanguard Ultra-Short Bond ETF
5.01%5.16%4.45%1.53%0.26%

Drawdowns

BBBS vs. VUSB - Drawdown Comparison

The maximum BBBS drawdown since its inception was -1.43%, smaller than the maximum VUSB drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for BBBS and VUSB.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BBBS vs. VUSB - Volatility Comparison

Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) has a higher volatility of 0.63% compared to Vanguard Ultra-Short Bond ETF (VUSB) at 0.20%. This indicates that BBBS's price experiences larger fluctuations and is considered to be riskier than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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