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VASIX vs. VBTLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VASIX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Income Fund (VASIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.46%
3.27%
VASIX
VBTLX

Returns By Period

In the year-to-date period, VASIX achieves a 4.96% return, which is significantly higher than VBTLX's 1.37% return. Over the past 10 years, VASIX has outperformed VBTLX with an annualized return of 3.23%, while VBTLX has yielded a comparatively lower 1.34% annualized return.


VASIX

YTD

4.96%

1M

-0.51%

6M

4.12%

1Y

9.93%

5Y (annualized)

2.08%

10Y (annualized)

3.23%

VBTLX

YTD

1.37%

1M

-0.73%

6M

2.94%

1Y

6.22%

5Y (annualized)

-0.35%

10Y (annualized)

1.34%

Key characteristics


VASIXVBTLX
Sharpe Ratio1.981.12
Sortino Ratio2.961.66
Omega Ratio1.361.20
Calmar Ratio0.910.42
Martin Ratio9.943.61
Ulcer Index0.99%1.75%
Daily Std Dev4.97%5.64%
Max Drawdown-18.17%-19.05%
Current Drawdown-1.90%-9.27%

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VASIX vs. VBTLX - Expense Ratio Comparison

VASIX has a 0.11% expense ratio, which is higher than VBTLX's 0.05% 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%.


VASIX
Vanguard LifeStrategy Income Fund
Expense ratio chart for VASIX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Correlation

-0.50.00.51.00.4

The correlation between VASIX and VBTLX is 0.38, 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.

Risk-Adjusted Performance

VASIX vs. VBTLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Income Fund (VASIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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 VASIX, currently valued at 1.98, compared to the broader market-1.000.001.002.003.004.005.001.981.12
The chart of Sortino ratio for VASIX, currently valued at 2.96, compared to the broader market0.005.0010.002.961.66
The chart of Omega ratio for VASIX, currently valued at 1.36, compared to the broader market1.002.003.004.001.361.20
The chart of Calmar ratio for VASIX, currently valued at 0.91, compared to the broader market0.005.0010.0015.0020.0025.000.910.42
The chart of Martin ratio for VASIX, currently valued at 9.94, compared to the broader market0.0020.0040.0060.0080.00100.009.943.61
VASIX
VBTLX

The current VASIX Sharpe Ratio is 1.98, which is higher than the VBTLX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of VASIX and VBTLX, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.98
1.12
VASIX
VBTLX

Dividends

VASIX vs. VBTLX - Dividend Comparison

VASIX's dividend yield for the trailing twelve months is around 3.54%, less than VBTLX's 3.60% yield.


TTM20232022202120202019201820172016201520142013
VASIX
Vanguard LifeStrategy Income Fund
3.54%3.18%2.03%2.08%1.72%2.71%2.78%2.28%2.20%2.17%2.08%1.99%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.60%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%2.56%

Drawdowns

VASIX vs. VBTLX - Drawdown Comparison

The maximum VASIX drawdown since its inception was -18.17%, roughly equal to the maximum VBTLX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for VASIX and VBTLX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.90%
-9.27%
VASIX
VBTLX

Volatility

VASIX vs. VBTLX - Volatility Comparison

The current volatility for Vanguard LifeStrategy Income Fund (VASIX) is 1.24%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.48%. This indicates that VASIX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%JuneJulyAugustSeptemberOctoberNovember
1.24%
1.48%
VASIX
VBTLX