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PTIAX vs. VPLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTIAX vs. VPLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Trust Strategic Bond Fund (PTIAX) and Vanguard Core-Plus Bond ETF (VPLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTIAX achieves a 0.01% return, which is significantly higher than VPLS's -0.07% return.


PTIAX

1D
-0.15%
1M
-1.23%
6M
-0.30%
YTD
0.01%
1Y
2.80%
3Y*
4.90%
5Y*
0.48%
10Y*
2.61%
ALL TIME*
4.10%

VPLS

1D
-0.18%
1M
-1.09%
6M
-0.51%
YTD
-0.07%
1Y
2.61%
3Y*
5Y*
10Y*
ALL TIME*
5.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$18.40M$16.50M$14.10M

PTIAX vs. VPLS - Yearly Performance Comparison


2026 (YTD)202520242023
PTIAX
Performance Trust Strategic Bond Fund
0.01%6.92%3.52%2.23%
VPLS
Vanguard Core-Plus Bond ETF
-0.07%7.86%2.72%2.83%

Correlation

The correlation between PTIAX and VPLS is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.92

The correlation between PTIAX and VPLS has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

PTIAX vs. VPLS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PTIAX
PTIAX Risk / Return Rank: 2727
Overall Rank
PTIAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PTIAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PTIAX Omega Ratio Rank: 2727
Omega Ratio Rank
PTIAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PTIAX Martin Ratio Rank: 2323
Martin Ratio Rank

VPLS
VPLS Risk / Return Rank: 3737
Overall Rank
VPLS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VPLS Sortino Ratio Rank: 3737
Sortino Ratio Rank
VPLS Omega Ratio Rank: 3535
Omega Ratio Rank
VPLS Calmar Ratio Rank: 3737
Calmar Ratio Rank
VPLS Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PTIAX vs. VPLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Trust Strategic Bond Fund (PTIAX) and Vanguard Core-Plus Bond ETF (VPLS). 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.


PTIAXVPLSDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.16

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

1.22

1.26

-0.04

Martin ratioReturn relative to average drawdown

3.10

3.57

-0.47

PTIAX vs. VPLS - Sharpe Ratio Comparison

The current PTIAX Sharpe Ratio is 0.94, which is comparable to the VPLS Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PTIAX and VPLS, 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

PTIAX vs. VPLS - Drawdown Comparison

The maximum PTIAX drawdown since its inception was -16.90%, which is greater than VPLS's maximum drawdown of -4.17%. Use the drawdown chart below to compare losses from any high point for PTIAX and VPLS.


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Drawdown Indicators


PTIAXVPLSDifference

Max Drawdown

Largest peak-to-trough decline

-16.90%

-4.17%

-12.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-2.72%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.90%

Max Drawdown (10Y)

Largest decline over 10 years

-16.90%

Current Drawdown

Current decline from peak

-2.21%

-1.91%

-0.30%

Average Drawdown

Average peak-to-trough decline

-2.43%

-1.02%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

0.96%

+0.22%

Volatility

PTIAX vs. VPLS - Volatility Comparison

Performance Trust Strategic Bond Fund (PTIAX) and Vanguard Core-Plus Bond ETF (VPLS) have volatilities of 0.92% and 0.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTIAXVPLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.94%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

2.85%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

3.58%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.99%

4.55%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.06%

4.55%

-0.49%

PTIAX vs. VPLS - Expense Ratio Comparison

PTIAX has a 0.76% expense ratio, which is higher than VPLS's 0.20% expense ratio.


Dividends

PTIAX vs. VPLS - Dividend Comparison

PTIAX's dividend yield for the trailing twelve months is around 4.86%, more than VPLS's 4.81% yield.


PositionTTM20252024202320222021202020192018201720162015
PTIAX
Performance Trust Strategic Bond Fund
4.86%4.68%4.44%4.03%3.96%3.01%3.86%4.11%4.47%5.51%5.49%4.87%
VPLS
Vanguard Core-Plus Bond ETF
4.40%4.78%4.52%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, PTIAX and VPLS 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.

VPLS has higher volatility (0.94%) compared to PTIAX (0.92%). In terms of maximum drawdown, PTIAX dropped -16.90% vs VPLS's -4.17%.

VPLS currently has the higher Sharpe Ratio (0.96 vs 0.94), 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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