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IBMM vs. VSDM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBMM vs. VSDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM) and Vanguard Short Duration Tax-Exempt Bond ETF (VSDM). The values are adjusted to include any dividend payments, if applicable.

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IBMM vs. VSDM - Yearly Performance Comparison


Returns By Period


IBMM

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

VSDM

1D
0.09%
1M
-1.24%
YTD
0.30%
6M
1.03%
1Y
4.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBMM vs. VSDM - Expense Ratio Comparison

IBMM has a 0.18% expense ratio, which is higher than VSDM's 0.12% 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%.


Return for Risk

IBMM vs. VSDM — Risk / Return Rank

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

IBMM

VSDM
VSDM Risk / Return Rank: 9090
Overall Rank
VSDM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VSDM Sortino Ratio Rank: 9292
Sortino Ratio Rank
VSDM Omega Ratio Rank: 9797
Omega Ratio Rank
VSDM Calmar Ratio Rank: 8585
Calmar Ratio Rank
VSDM Martin Ratio Rank: 8282
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.

IBMM vs. VSDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM) and Vanguard Short Duration Tax-Exempt Bond ETF (VSDM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IBMM vs. VSDM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBMMVSDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

Sharpe Ratio (All Time)

Calculated using the full available price history

2.04

Dividends

IBMM vs. VSDM - Dividend Comparison

IBMM has not paid dividends to shareholders, while VSDM's dividend yield for the trailing twelve months is around 3.05%.


Drawdowns

IBMM vs. VSDM - Drawdown Comparison

The maximum IBMM drawdown since its inception was 0.00%, smaller than the maximum VSDM drawdown of -1.81%. Use the drawdown chart below to compare losses from any high point for IBMM and VSDM.


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Drawdown Indicators


IBMMVSDMDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-1.81%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-1.81%

Current Drawdown

Current decline from peak

0.00%

-1.24%

+1.24%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.27%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

Volatility

IBMM vs. VSDM - Volatility Comparison


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Volatility by Period


IBMMVSDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

2.08%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

2.02%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

2.02%

-2.02%