VBIIX vs. VNQ
Compare and contrast key facts about Vanguard Intermediate-Term Bond Index Fund (VBIIX) and Vanguard Real Estate ETF (VNQ).
VBIIX is managed by Vanguard. It was launched on Mar 1, 1994. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBIIX or VNQ.
Key characteristics
| VBIIX | VNQ | |
|---|---|---|
| YTD Return | 1.39% | 10.24% |
| 1Y Return | 6.59% | 24.63% |
| 3Y Return (Ann) | -2.61% | -0.98% |
| 5Y Return (Ann) | -0.44% | 4.31% |
| 10Y Return (Ann) | 1.40% | 6.08% |
| Sharpe Ratio | 1.33 | 1.85 |
| Sortino Ratio | 1.98 | 2.65 |
| Omega Ratio | 1.24 | 1.33 |
| Calmar Ratio | 0.47 | 1.17 |
| Martin Ratio | 4.44 | 7.06 |
| Ulcer Index | 1.80% | 4.47% |
| Daily Std Dev | 6.03% | 17.09% |
| Max Drawdown | -20.78% | -73.07% |
| Current Drawdown | -11.05% | -9.06% |
Correlation
The correlation between VBIIX and VNQ is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
VBIIX vs. VNQ - Performance Comparison
In the year-to-date period, VBIIX achieves a 1.39% return, which is significantly lower than VNQ's 10.24% return. Over the past 10 years, VBIIX has underperformed VNQ with an annualized return of 1.40%, while VNQ has yielded a comparatively higher 6.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VBIIX vs. VNQ - Expense Ratio Comparison
VBIIX has a 0.15% expense ratio, which is higher than VNQ's 0.12% 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%.
Risk-Adjusted Performance
VBIIX vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index Fund (VBIIX) and Vanguard Real Estate ETF (VNQ). 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.
Dividends
VBIIX vs. VNQ - Dividend Comparison
VBIIX's dividend yield for the trailing twelve months is around 3.60%, less than VNQ's 3.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBIIX Vanguard Intermediate-Term Bond Index Fund | 3.60% | 3.00% | 2.28% | 1.85% | 2.17% | 2.65% | 2.79% | 2.57% | 2.57% | 2.69% | 2.75% | 2.98% |
VNQ Vanguard Real Estate ETF | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
VBIIX vs. VNQ - Drawdown Comparison
The maximum VBIIX drawdown since its inception was -20.78%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for VBIIX and VNQ. For additional features, visit the drawdowns tool.
Volatility
VBIIX vs. VNQ - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Bond Index Fund (VBIIX) is 1.68%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.25%. This indicates that VBIIX experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.