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VBIIX vs. VBTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBIIX vs. VBTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index Fund (VBIIX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBIIX achieves a -0.09% return, which is significantly lower than VBTIX's 0.43% return. Over the past 10 years, VBIIX has outperformed VBTIX with an annualized return of 1.77%, while VBTIX has yielded a comparatively lower 1.58% annualized return.


VBIIX

1D
0.00%
1M
0.36%
YTD
-0.09%
6M
-0.31%
1Y
4.97%
3Y*
4.06%
5Y*
0.16%
10Y*
1.77%

VBTIX

1D
0.00%
1M
0.55%
YTD
0.43%
6M
0.35%
1Y
5.36%
3Y*
4.06%
5Y*
0.22%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBIIX vs. VBTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBIIX
Vanguard Intermediate-Term Bond Index Fund
-0.09%8.12%1.44%5.67%-13.34%-2.73%9.72%10.11%-0.24%3.78%
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
0.43%7.18%1.27%5.75%-13.15%-1.95%7.75%8.74%-0.24%3.56%

Correlation

The correlation between VBIIX and VBTIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 19, 1995

0.95

The correlation between VBIIX and VBTIX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

VBIIX vs. VBTIX — Risk / Return Rank

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

VBIIX
VBIIX Risk / Return Rank: 1717
Overall Rank
VBIIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VBIIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VBIIX Omega Ratio Rank: 1616
Omega Ratio Rank
VBIIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
VBIIX Martin Ratio Rank: 1515
Martin Ratio Rank

VBTIX
VBTIX Risk / Return Rank: 2323
Overall Rank
VBTIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VBTIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VBTIX Omega Ratio Rank: 2222
Omega Ratio Rank
VBTIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VBTIX Martin Ratio Rank: 2121
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.

VBIIX vs. VBTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index Fund (VBIIX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.


VBIIXVBTIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.36

-0.17

Sortino ratio

Return per unit of downside risk

1.80

2.05

-0.25

Omega ratio

Gain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratio

Return relative to maximum drawdown

1.45

1.86

-0.41

Martin ratio

Return relative to average drawdown

4.39

5.60

-1.21

VBIIX vs. VBTIX - Sharpe Ratio Comparison

The current VBIIX Sharpe Ratio is 1.19, which is comparable to the VBTIX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VBIIX and VBTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VBIIXVBTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.36

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.04

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.32

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.95

-0.11

Drawdowns

VBIIX vs. VBTIX - Drawdown Comparison

The maximum VBIIX drawdown since its inception was -19.32%, roughly equal to the maximum VBTIX drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for VBIIX and VBTIX.


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Drawdown Indicators


VBIIXVBTIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.32%

-18.90%

-0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-2.89%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-5.99%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.93%

-18.13%

-0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-19.32%

-18.90%

-0.42%

Current Drawdown

Current decline from peak

-2.39%

-2.25%

-0.14%

Average Drawdown

Average peak-to-trough decline

-2.98%

-2.32%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.96%

+0.18%

Volatility

VBIIX vs. VBTIX - Volatility Comparison

Vanguard Intermediate-Term Bond Index Fund (VBIIX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) have volatilities of 1.44% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBIIXVBTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.38%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

2.80%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

3.97%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

6.02%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.36%

4.98%

+0.38%

VBIIX vs. VBTIX - Expense Ratio Comparison

VBIIX has a 0.15% expense ratio, which is higher than VBTIX's 0.04% 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%.


Dividends

VBIIX vs. VBTIX - Dividend Comparison

VBIIX's dividend yield for the trailing twelve months is around 4.12%, more than VBTIX's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
VBIIX
Vanguard Intermediate-Term Bond Index Fund
4.12%3.61%3.71%2.72%2.30%2.99%2.85%2.66%2.78%2.66%2.98%3.02%
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
3.99%3.88%3.69%3.12%2.61%1.81%2.41%2.75%2.58%2.56%2.54%2.84%

Frequently Asked Questions


With a correlation of 0.96, VBIIX and VBTIX 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.

VBIIX has higher volatility (1.44%) compared to VBTIX (1.38%). In terms of maximum drawdown, VBIIX dropped -19.32% vs VBTIX's -18.90%.

VBTIX currently has the higher Sharpe Ratio (1.36 vs 1.19), 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.

Portfolio Optimizer

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