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SBND vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBND and VOO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SBND vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Short Duration Bond ETF (SBND) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.68%
8.47%
SBND
VOO

Key characteristics

Sharpe Ratio

SBND:

1.71

VOO:

2.21

Sortino Ratio

SBND:

2.52

VOO:

2.92

Omega Ratio

SBND:

1.33

VOO:

1.41

Calmar Ratio

SBND:

2.93

VOO:

3.34

Martin Ratio

SBND:

10.02

VOO:

14.07

Ulcer Index

SBND:

0.56%

VOO:

2.01%

Daily Std Dev

SBND:

3.27%

VOO:

12.80%

Max Drawdown

SBND:

-10.77%

VOO:

-33.99%

Current Drawdown

SBND:

-0.32%

VOO:

-1.36%

Returns By Period

In the year-to-date period, SBND achieves a 0.35% return, which is significantly lower than VOO's 1.98% return.


SBND

YTD

0.35%

1M

0.52%

6M

2.68%

1Y

5.61%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SBND vs. VOO - Expense Ratio Comparison

SBND has a 0.25% expense ratio, which is higher than VOO's 0.03% 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%.


SBND
Columbia Short Duration Bond ETF
Expense ratio chart for SBND: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SBND vs. VOO — Risk-Adjusted Performance Rank

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

SBND
The Risk-Adjusted Performance Rank of SBND is 7171
Overall Rank
The Sharpe Ratio Rank of SBND is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SBND is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SBND is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SBND is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SBND is 7373
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBND vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Short Duration Bond ETF (SBND) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for SBND, currently valued at 1.71, compared to the broader market0.002.004.001.712.21
The chart of Sortino ratio for SBND, currently valued at 2.52, compared to the broader market0.005.0010.002.522.92
The chart of Omega ratio for SBND, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.41
The chart of Calmar ratio for SBND, currently valued at 2.93, compared to the broader market0.005.0010.0015.0020.002.933.34
The chart of Martin ratio for SBND, currently valued at 10.02, compared to the broader market0.0020.0040.0060.0080.00100.0010.0214.07
SBND
VOO

The current SBND Sharpe Ratio is 1.71, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SBND and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.71
2.21
SBND
VOO

Dividends

SBND vs. VOO - Dividend Comparison

SBND's dividend yield for the trailing twelve months is around 4.57%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
SBND
Columbia Short Duration Bond ETF
4.57%4.59%3.90%2.80%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SBND vs. VOO - Drawdown Comparison

The maximum SBND drawdown since its inception was -10.77%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SBND and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.32%
-1.36%
SBND
VOO

Volatility

SBND vs. VOO - Volatility Comparison

The current volatility for Columbia Short Duration Bond ETF (SBND) is 0.97%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.05%. This indicates that SBND experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
0.97%
5.05%
SBND
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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