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BRK-B vs. VGCAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRK-B vs. VGCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Vanguard Global Credit Bond Fund Admiral Shares (VGCAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRK-B achieves a -2.67% return, which is significantly lower than VGCAX's 1.10% return.


BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

VGCAX

1D
0.52%
1M
0.68%
YTD
1.10%
6M
1.56%
1Y
5.50%
3Y*
6.27%
5Y*
1.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. VGCAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%-5.49%
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
1.10%7.30%3.99%9.22%-13.43%-0.64%10.81%13.05%0.96%

Correlation

The correlation between BRK-B and VGCAX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

-0.00

The correlation between BRK-B and VGCAX shifts across timeframes, from -0.00 (all time) to 0.10 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BRK-B vs. VGCAX — Risk / Return Rank

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

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank

VGCAX
VGCAX Risk / Return Rank: 4545
Overall Rank
VGCAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VGCAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VGCAX Omega Ratio Rank: 4848
Omega Ratio Rank
VGCAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VGCAX Martin Ratio Rank: 3434
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.

BRK-B vs. VGCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Vanguard Global Credit Bond Fund Admiral Shares (VGCAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRK-BVGCAXDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.01

1.30

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.02

1.89

-1.91

Martin ratioReturn relative to average drawdown

-0.05

6.28

-6.33

BRK-B vs. VGCAX - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the VGCAX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of BRK-B and VGCAX, 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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Drawdowns

BRK-B vs. VGCAX - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than VGCAX's maximum drawdown of -18.63%. Use the drawdown chart below to compare losses from any high point for BRK-B and VGCAX.


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Drawdown Indicators


BRK-BVGCAXDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-18.63%

-35.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-2.90%

-6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-4.00%

-10.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-18.63%

-7.95%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-9.36%

-0.64%

-8.72%

Average Drawdown

Average peak-to-trough decline

-11.07%

-4.33%

-6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

0.87%

+3.66%

Volatility

BRK-B vs. VGCAX - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.95% compared to Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) at 1.23%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than VGCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BVGCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

1.23%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

2.64%

+8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

3.32%

+11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

5.07%

+12.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

4.84%

+14.60%

Dividends

BRK-B vs. VGCAX - Dividend Comparison

BRK-B has not paid dividends to shareholders, while VGCAX's dividend yield for the trailing twelve months is around 4.95%.


PositionTTM20252024202320222021202020192018
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
4.95%4.91%4.65%4.48%2.72%3.16%4.65%6.88%0.36%

Frequently Asked Questions


BRK-B and VGCAX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-B has higher volatility (3.95%) compared to VGCAX (1.23%). In terms of maximum drawdown, BRK-B dropped -53.86% vs VGCAX's -18.63%.

VGCAX currently has the higher Sharpe Ratio (1.65 vs -0.02), 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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