STGIX vs. VBMPX
STGIX (Virtus Seix Core Bond Fund) and VBMPX (Vanguard Total Bond Market Index Fund Institutional Plus Shares) are both mutual funds - STGIX is a Intermediate Core Bond fund managed by Virtus, while VBMPX is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Over the past 10 years, STGIX returned 0.89%/yr vs 1.30%/yr for VBMPX. Their correlation of 0.94 means they have usually moved in the same direction. STGIX charges 0.64%/yr vs 0.02%/yr for VBMPX.
Performance
STGIX vs. VBMPX - Performance Comparison
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Returns By Period
In the year-to-date period, STGIX achieves a -1.31% return, which is significantly lower than VBMPX's -0.90% return. Over the past 10 years, STGIX has underperformed VBMPX with an annualized return of 0.89%, while VBMPX has yielded a comparatively higher 1.30% annualized return.
STGIX
- 1D
- -0.33%
- 1M
- -1.62%
- 6M
- -1.39%
- YTD
- -1.31%
- 1Y
- 1.00%
- 3Y*
- 2.81%
- 5Y*
- -1.27%
- 10Y*
- 0.89%
- ALL TIME*
- 4.00%
VBMPX
- 1D
- -0.21%
- 1M
- -1.45%
- 6M
- -0.93%
- YTD
- -0.90%
- 1Y
- 1.47%
- 3Y*
- 3.81%
- 5Y*
- -0.47%
- 10Y*
- 1.30%
- ALL TIME*
- 2.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
STGIX vs. VBMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STGIX Virtus Seix Core Bond Fund | -1.31% | 6.38% | 0.35% | 4.54% | -13.84% | -1.58% | 8.89% | 7.48% | -0.27% | 2.91% |
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | -0.90% | 7.18% | 1.27% | 5.75% | -13.14% | -1.95% | 7.75% | 8.74% | -0.24% | 3.58% |
Correlation
The correlation between STGIX and VBMPX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2010 | 0.94 |
The correlation between STGIX and VBMPX has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
STGIX vs. VBMPX — Risk / Return Rank
STGIX
VBMPX
STGIX vs. VBMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Seix Core Bond Fund (STGIX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). 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.
| STGIX | VBMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.11 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.80 | -0.24 |
| Martin ratioReturn relative to average drawdown | 1.38 | 1.99 | -0.61 |
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Drawdowns
STGIX vs. VBMPX - Drawdown Comparison
The maximum STGIX drawdown since its inception was -18.86%, roughly equal to the maximum VBMPX drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for STGIX and VBMPX.
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Drawdown Indicators
| STGIX | VBMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.86% | -18.90% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -2.89% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -5.37% | -4.86% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -18.38% | -17.97% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -18.86% | -18.90% | +0.04% |
Current DrawdownCurrent decline from peak | -6.83% | -3.53% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -3.52% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 1.16% | +0.12% |
Volatility
STGIX vs. VBMPX - Volatility Comparison
Virtus Seix Core Bond Fund (STGIX) has a higher volatility of 1.04% compared to Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) at 0.96%. This indicates that STGIX's price experiences larger fluctuations and is considered to be riskier than VBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STGIX | VBMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 0.96% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 2.98% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 3.83% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.96% | 6.02% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 4.98% | -0.04% |
STGIX vs. VBMPX - Expense Ratio Comparison
STGIX has a 0.64% expense ratio, which is higher than VBMPX's 0.02% expense ratio.
Dividends
STGIX vs. VBMPX - Dividend Comparison
STGIX's dividend yield for the trailing twelve months is around 3.80%, more than VBMPX's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STGIX Virtus Seix Core Bond Fund | 3.80% | 4.01% | 3.38% | 3.23% | 2.74% | 1.23% | 3.09% | 2.00% | 2.29% | 1.92% | 3.76% | 2.67% |
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | 3.74% | 3.88% | 3.69% | 3.11% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.58% | 2.55% | 2.85% |
Frequently Asked Questions
With a correlation of 0.95, STGIX and VBMPX 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.
STGIX has higher volatility (1.04%) compared to VBMPX (0.96%). In terms of maximum drawdown, STGIX dropped -18.86% vs VBMPX's -18.90%.
VBMPX currently has the higher Sharpe Ratio (0.61 vs 0.47), 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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