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BOND vs. VCRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOND vs. VCRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Active Bond ETF (BOND) and Vanguard Core Bond ETF (VCRB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOND achieves a 0.66% return, which is significantly higher than VCRB's 0.58% return.


BOND

1D
0.19%
1M
0.35%
YTD
0.66%
6M
0.84%
1Y
6.19%
3Y*
5.08%
5Y*
0.54%
10Y*
2.21%

VCRB

1D
0.12%
1M
0.29%
YTD
0.58%
6M
0.63%
1Y
5.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOND vs. VCRB - Yearly Performance Comparison


2026 (YTD)202520242023
BOND
PIMCO Active Bond ETF
0.66%8.39%2.77%0.58%
VCRB
Vanguard Core Bond ETF
0.58%7.56%2.21%0.65%

Correlation

The correlation between BOND and VCRB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2023

0.95

The correlation between BOND and VCRB has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

BOND vs. VCRB — Risk / Return Rank

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

BOND
BOND Risk / Return Rank: 4545
Overall Rank
BOND Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 4848
Sortino Ratio Rank
BOND Omega Ratio Rank: 4646
Omega Ratio Rank
BOND Calmar Ratio Rank: 4242
Calmar Ratio Rank
BOND Martin Ratio Rank: 4242
Martin Ratio Rank

VCRB
VCRB Risk / Return Rank: 3939
Overall Rank
VCRB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VCRB Sortino Ratio Rank: 4141
Sortino Ratio Rank
VCRB Omega Ratio Rank: 3838
Omega Ratio Rank
VCRB Calmar Ratio Rank: 4040
Calmar Ratio Rank
VCRB Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOND vs. VCRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and Vanguard Core Bond ETF (VCRB). 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.


BONDVCRBDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

2.06

1.93

+0.13

Martin ratioReturn relative to average drawdown

6.56

5.77

+0.79

BOND vs. VCRB - Sharpe Ratio Comparison

The current BOND Sharpe Ratio is 1.58, which is comparable to the VCRB Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of BOND and VCRB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BONDVCRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.40

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.94

-0.31

Drawdowns

BOND vs. VCRB - Drawdown Comparison

The maximum BOND drawdown since its inception was -19.71%, which is greater than VCRB's maximum drawdown of -4.59%. Use the drawdown chart below to compare losses from any high point for BOND and VCRB.


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Drawdown Indicators


BONDVCRBDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-4.59%

-15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.63%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-6.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

Current Drawdown

Current decline from peak

-1.39%

-1.28%

-0.11%

Average Drawdown

Average peak-to-trough decline

-3.50%

-1.16%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.88%

+0.07%

Volatility

BOND vs. VCRB - Volatility Comparison

PIMCO Active Bond ETF (BOND) has a higher volatility of 1.41% compared to Vanguard Core Bond ETF (VCRB) at 1.17%. This indicates that BOND's price experiences larger fluctuations and is considered to be riskier than VCRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BONDVCRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.17%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.61%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

3.69%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.76%

4.74%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

4.74%

+0.35%

BOND vs. VCRB - Expense Ratio Comparison

BOND has a 0.54% expense ratio, which is higher than VCRB's 0.10% expense ratio.


Dividends

BOND vs. VCRB - Dividend Comparison

BOND's dividend yield for the trailing twelve months is around 5.18%, more than VCRB's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
VCRB
Vanguard Core Bond ETF
4.60%4.55%4.22%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, BOND and VCRB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BOND has higher volatility (1.41%) compared to VCRB (1.17%). In terms of maximum drawdown, BOND dropped -19.71% vs VCRB's -4.59%.

On 1-year performance, BOND leads with 6.19% vs 5.07% for VCRB. On fees, VCRB is cheaper at 0.10% per year. On volatility, VCRB has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BOND has performed better with a 6.19% return vs 5.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCRB is cheaper with a 0.10% expense ratio, compared with 0.54% for BOND.

BOND has the higher dividend yield at 5.18%, compared with 4.60% for VCRB.

BOND is categorized as Intermediate Core-Plus Bond, while VCRB is Intermediate Core Bond. They also come from different issuers: PIMCO and Vanguard. Their fees differ too: 0.54% for BOND and 0.10% for VCRB.

BOND currently has the higher Sharpe Ratio (1.58 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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