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VBAIX vs. NOBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBAIX vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Balanced Index Fund Institutional Shares (VBAIX) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

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VBAIX vs. NOBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBAIX
Vanguard Balanced Index Fund Institutional Shares
-4.19%13.60%17.78%17.55%-16.87%14.20%16.40%21.79%-2.83%13.86%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.36%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%

Returns By Period

In the year-to-date period, VBAIX achieves a -4.19% return, which is significantly lower than NOBL's 2.36% return. Over the past 10 years, VBAIX has underperformed NOBL with an annualized return of 9.08%, while NOBL has yielded a comparatively higher 9.54% annualized return.


VBAIX

1D
-0.08%
1M
-5.44%
YTD
-4.19%
6M
-2.39%
1Y
10.88%
3Y*
12.60%
5Y*
6.93%
10Y*
9.08%

NOBL

1D
1.28%
1M
-7.04%
YTD
2.36%
6M
4.01%
1Y
6.06%
3Y*
7.41%
5Y*
6.31%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBAIX vs. NOBL - Expense Ratio Comparison

VBAIX has a 0.06% expense ratio, which is lower than NOBL's 0.35% expense ratio.


Return for Risk

VBAIX vs. NOBL — Risk / Return Rank

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

VBAIX
VBAIX Risk / Return Rank: 5959
Overall Rank
VBAIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VBAIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VBAIX Omega Ratio Rank: 5858
Omega Ratio Rank
VBAIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VBAIX Martin Ratio Rank: 6565
Martin Ratio Rank

NOBL
NOBL Risk / Return Rank: 2727
Overall Rank
NOBL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 2626
Sortino Ratio Rank
NOBL Omega Ratio Rank: 2424
Omega Ratio Rank
NOBL Calmar Ratio Rank: 3030
Calmar Ratio Rank
NOBL Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBAIX vs. NOBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced Index Fund Institutional Shares (VBAIX) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


VBAIXNOBLDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.40

+0.61

Sortino ratio

Return per unit of downside risk

1.50

0.68

+0.82

Omega ratio

Gain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratio

Return relative to maximum drawdown

1.31

0.66

+0.64

Martin ratio

Return relative to average drawdown

6.21

2.36

+3.85

VBAIX vs. NOBL - Sharpe Ratio Comparison

The current VBAIX Sharpe Ratio is 1.01, which is higher than the NOBL Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VBAIX and NOBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VBAIXNOBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.40

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.44

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.58

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.64

-0.02

Correlation

The correlation between VBAIX and NOBL is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VBAIX vs. NOBL - Dividend Comparison

VBAIX's dividend yield for the trailing twelve months is around 5.86%, more than NOBL's 2.14% yield.


TTM20252024202320222021202020192018201720162015
VBAIX
Vanguard Balanced Index Fund Institutional Shares
5.86%6.01%8.01%4.36%2.84%3.20%2.65%2.29%2.33%1.96%2.10%2.10%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.14%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%

Drawdowns

VBAIX vs. NOBL - Drawdown Comparison

The maximum VBAIX drawdown since its inception was -35.82%, roughly equal to the maximum NOBL drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for VBAIX and NOBL.


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Drawdown Indicators


VBAIXNOBLDifference

Max Drawdown

Largest peak-to-trough decline

-35.82%

-35.43%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-11.20%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

-17.92%

-3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-22.77%

-35.43%

+12.66%

Current Drawdown

Current decline from peak

-5.84%

-7.04%

+1.20%

Average Drawdown

Average peak-to-trough decline

-4.45%

-3.45%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

3.15%

-1.51%

Volatility

VBAIX vs. NOBL - Volatility Comparison

The current volatility for Vanguard Balanced Index Fund Institutional Shares (VBAIX) is 3.07%, while ProShares S&P 500 Dividend Aristocrats ETF (NOBL) has a volatility of 3.61%. This indicates that VBAIX experiences smaller price fluctuations and is considered to be less risky than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBAIXNOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.61%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

5.93%

8.07%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

15.29%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.06%

14.40%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

16.60%

-5.41%