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VBIL vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBIL vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 0-3 Month Treasury Bill ETF (VBIL) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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VBIL vs. BND - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VBIL achieves a 0.86% return, which is significantly higher than BND's 0.05% return.


VBIL

1D
0.03%
1M
0.30%
YTD
0.86%
6M
1.88%
1Y
4.04%
3Y*
5Y*
10Y*

BND

1D
0.22%
1M
-1.74%
YTD
0.05%
6M
0.95%
1Y
4.24%
3Y*
3.59%
5Y*
0.24%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBIL vs. BND - Expense Ratio Comparison

VBIL has a 0.07% expense ratio, which is higher than BND's 0.03% 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%.


Return for Risk

VBIL vs. BND — Risk / Return Rank

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

VBIL
VBIL Risk / Return Rank: 100100
Overall Rank
VBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
VBIL Omega Ratio Rank: 100100
Omega Ratio Rank
VBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
VBIL Martin Ratio Rank: 100100
Martin Ratio Rank

BND
BND Risk / Return Rank: 5959
Overall Rank
BND Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BND Sortino Ratio Rank: 5858
Sortino Ratio Rank
BND Omega Ratio Rank: 4949
Omega Ratio Rank
BND Calmar Ratio Rank: 7474
Calmar Ratio Rank
BND Martin Ratio Rank: 5656
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.

VBIL vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 0-3 Month Treasury Bill ETF (VBIL) and Vanguard Total Bond Market ETF (BND). 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.


VBILBNDDifference

Sharpe ratio

Return per unit of total volatility

12.70

0.99

+11.71

Sortino ratio

Return per unit of downside risk

29.61

1.41

+28.20

Omega ratio

Gain probability vs. loss probability

12.58

1.18

+11.41

Calmar ratio

Return relative to maximum drawdown

44.01

1.81

+42.20

Martin ratio

Return relative to average drawdown

379.94

4.98

+374.97

VBIL vs. BND - Sharpe Ratio Comparison

The current VBIL Sharpe Ratio is 12.70, which is higher than the BND Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of VBIL and BND, 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


VBILBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.70

0.99

+11.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

13.08

0.59

+12.49

Correlation

The correlation between VBIL and BND is -0.02. 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.


Dividends

VBIL vs. BND - Dividend Comparison

VBIL's dividend yield for the trailing twelve months is around 3.67%, less than BND's 3.91% yield.


TTM20252024202320222021202020192018201720162015
VBIL
Vanguard 0-3 Month Treasury Bill ETF
3.67%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.91%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

VBIL vs. BND - Drawdown Comparison

The maximum VBIL drawdown since its inception was -0.09%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for VBIL and BND.


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Drawdown Indicators


VBILBNDDifference

Max Drawdown

Largest peak-to-trough decline

-0.09%

-18.58%

+18.49%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-2.44%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

0.00%

-2.58%

+2.58%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.07%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.89%

-0.88%

Volatility

VBIL vs. BND - Volatility Comparison

The current volatility for Vanguard 0-3 Month Treasury Bill ETF (VBIL) is 0.07%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.63%. This indicates that VBIL experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBILBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

1.63%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

2.52%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

4.30%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.31%

6.00%

-5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.31%

5.52%

-5.21%