VB vs. WOBDX
VB (Vanguard Small-Cap ETF) and WOBDX (JPMorgan Core Bond Fund) are both funds - VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index, while WOBDX is a Intermediate Core Bond fund managed by JPMorgan. Over the past 10 years, VB returned 11.61%/yr vs 1.88%/yr for WOBDX. At a correlation of -0.15, they often move in opposite directions. VB charges 0.05%/yr vs 0.50%/yr for WOBDX.
Performance
VB vs. WOBDX - Performance Comparison
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Returns By Period
In the year-to-date period, VB achieves a 15.33% return, which is significantly higher than WOBDX's 0.55% return. Over the past 10 years, VB has outperformed WOBDX with an annualized return of 11.61%, while WOBDX has yielded a comparatively lower 1.88% annualized return.
VB
- 1D
- 0.70%
- 1M
- 5.17%
- YTD
- 15.33%
- 6M
- 13.69%
- 1Y
- 30.83%
- 3Y*
- 16.14%
- 5Y*
- 6.98%
- 10Y*
- 11.61%
WOBDX
- 1D
- 0.59%
- 1M
- 1.13%
- YTD
- 0.55%
- 6M
- 0.89%
- 1Y
- 4.92%
- 3Y*
- 4.28%
- 5Y*
- 0.41%
- 10Y*
- 1.88%
VB vs. WOBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 15.33% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
WOBDX JPMorgan Core Bond Fund | 0.55% | 7.38% | 1.97% | 5.79% | -12.35% | -1.11% | 8.13% | 8.34% | 0.20% | 3.81% |
Correlation
The correlation between VB and WOBDX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | -0.15 |
The correlation between VB and WOBDX shifts across timeframes, from -0.15 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VB vs. WOBDX — Risk / Return Rank
VB
WOBDX
VB vs. WOBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and JPMorgan Core Bond Fund (WOBDX). 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.
| VB | WOBDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.65 | +1.56 |
| Martin ratioReturn relative to average drawdown | 11.80 | 4.73 | +7.07 |
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Drawdowns
VB vs. WOBDX - Drawdown Comparison
The maximum VB drawdown since its inception was -59.56%, which is greater than WOBDX's maximum drawdown of -16.65%. Use the drawdown chart below to compare losses from any high point for VB and WOBDX.
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Drawdown Indicators
| VB | WOBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -16.65% | -42.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -2.99% | -5.99% |
Max Drawdown (3Y)Largest decline over 3 years | -25.36% | -5.96% | -19.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -16.65% | -11.50% |
Max Drawdown (10Y)Largest decline over 10 years | -42.05% | -16.65% | -25.40% |
Current DrawdownCurrent decline from peak | 0.00% | -1.51% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -1.90% | -6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.04% | +1.40% |
Volatility
VB vs. WOBDX - Volatility Comparison
Vanguard Small-Cap ETF (VB) has a higher volatility of 5.41% compared to JPMorgan Core Bond Fund (WOBDX) at 1.27%. This indicates that VB's price experiences larger fluctuations and is considered to be riskier than WOBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VB | WOBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 1.27% | +4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 2.82% | +9.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 3.84% | +12.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 5.70% | +15.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 4.71% | +16.73% |
VB vs. WOBDX - Expense Ratio Comparison
VB has a 0.05% expense ratio, which is lower than WOBDX's 0.50% expense ratio.
Dividends
VB vs. WOBDX - Dividend Comparison
VB's dividend yield for the trailing twelve months is around 1.18%, less than WOBDX's 4.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 1.18% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
WOBDX JPMorgan Core Bond Fund | 4.06% | 3.97% | 3.95% | 3.51% | 2.68% | 2.82% | 4.00% | 3.23% | 2.91% | 2.88% | 2.84% | 2.54% |
Frequently Asked Questions
VB and WOBDX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VB has higher volatility (5.41%) compared to WOBDX (1.27%). In terms of maximum drawdown, VB dropped -59.56% vs WOBDX's -16.65%.
VB currently has the higher Sharpe Ratio (1.73 vs 1.29), 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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