BTC-USD vs. VBTIX
BTC-USD (Bitcoin) is a cryptocurrency, while VBTIX (Vanguard Total Bond Market Index Fund Institutional Shares) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Over the past 10 years, BTC-USD returned 58.50%/yr vs 1.41%/yr for VBTIX. At a 0.01 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VBTIX - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -25.13% return, which is significantly lower than VBTIX's 0.04% return. Over the past 10 years, BTC-USD has outperformed VBTIX with an annualized return of 58.50%, while VBTIX has yielded a comparatively lower 1.41% annualized return.
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
VBTIX
- 1D
- 0.00%
- 1M
- -0.39%
- 6M
- 0.14%
- YTD
- 0.04%
- 1Y
- 3.95%
- 3Y*
- 3.83%
- 5Y*
- -0.17%
- 10Y*
- 1.41%
- ALL TIME*
- 4.19%
BTC-USD vs. VBTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 0.04% | 7.18% | 1.27% | 5.75% | -13.15% | -1.95% | 7.75% | 8.74% | -0.24% | 3.56% |
Correlation
The correlation between BTC-USD and VBTIX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2012 | 0.01 |
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Return for Risk
BTC-USD vs. VBTIX — Risk / Return Rank
BTC-USD
VBTIX
BTC-USD vs. VBTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.
| BTC-USD | VBTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.20 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 1.45 | -2.28 |
| Martin ratioReturn relative to average drawdown | -1.32 | 3.91 | -5.23 |
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Drawdowns
BTC-USD vs. VBTIX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VBTIX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VBTIX.
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Drawdown Indicators
| BTC-USD | VBTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -18.90% | -66.40% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -2.89% | -50.19% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -5.49% | -47.59% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -18.13% | -58.54% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -18.90% | -64.90% |
Current DrawdownCurrent decline from peak | -47.48% | -2.63% | -44.85% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -2.32% | -40.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 1.07% | +26.81% |
Volatility
BTC-USD vs. VBTIX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.37% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.05%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | VBTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 1.05% | +8.32% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 2.94% | +31.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 3.80% | +31.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 6.02% | +37.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 4.98% | +51.35% |
Frequently Asked Questions
BTC-USD and VBTIX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (9.37%) compared to VBTIX (1.05%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VBTIX's -18.90%.
VBTIX currently has the higher Sharpe Ratio (1.10 vs -1.03), 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.
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