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VBILX vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VBILX vs. BNDX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.23%
3.66%
VBILX
BNDX

Returns By Period

In the year-to-date period, VBILX achieves a 1.76% return, which is significantly lower than BNDX's 3.11% return. Over the past 10 years, VBILX has underperformed BNDX with an annualized return of 1.52%, while BNDX has yielded a comparatively higher 2.01% annualized return.


VBILX

YTD

1.76%

1M

-1.60%

6M

3.23%

1Y

6.78%

5Y (annualized)

-0.35%

10Y (annualized)

1.52%

BNDX

YTD

3.11%

1M

-0.40%

6M

3.66%

1Y

7.12%

5Y (annualized)

-0.03%

10Y (annualized)

2.01%

Key characteristics


VBILXBNDX
Sharpe Ratio1.181.76
Sortino Ratio1.752.66
Omega Ratio1.211.31
Calmar Ratio0.420.65
Martin Ratio3.726.35
Ulcer Index1.85%1.14%
Daily Std Dev5.83%4.11%
Max Drawdown-20.65%-16.23%
Current Drawdown-10.48%-4.49%

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VBILX vs. BNDX - Expense Ratio Comparison

Both VBILX and BNDX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
Expense ratio chart for VBILX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.00.7

The correlation between VBILX and BNDX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

VBILX vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Total International Bond ETF (BNDX). 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.


Sharpe ratio
The chart of Sharpe ratio for VBILX, currently valued at 1.18, compared to the broader market0.002.004.001.181.76
The chart of Sortino ratio for VBILX, currently valued at 1.75, compared to the broader market0.005.0010.001.752.66
The chart of Omega ratio for VBILX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.31
The chart of Calmar ratio for VBILX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.0025.000.420.65
The chart of Martin ratio for VBILX, currently valued at 3.72, compared to the broader market0.0020.0040.0060.0080.00100.003.726.35
VBILX
BNDX

The current VBILX Sharpe Ratio is 1.18, which is lower than the BNDX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of VBILX and BNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.18
1.76
VBILX
BNDX

Dividends

VBILX vs. BNDX - Dividend Comparison

VBILX's dividend yield for the trailing twelve months is around 3.69%, less than BNDX's 4.77% yield.


TTM20232022202120202019201820172016201520142013
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.69%3.09%2.36%1.93%2.23%2.74%2.87%2.65%2.66%2.74%2.84%3.08%
BNDX
Vanguard Total International Bond ETF
4.77%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Drawdowns

VBILX vs. BNDX - Drawdown Comparison

The maximum VBILX drawdown since its inception was -20.65%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VBILX and BNDX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JuneJulyAugustSeptemberOctoberNovember
-10.48%
-4.49%
VBILX
BNDX

Volatility

VBILX vs. BNDX - Volatility Comparison

Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a higher volatility of 1.51% compared to Vanguard Total International Bond ETF (BNDX) at 0.78%. This indicates that VBILX's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%JuneJulyAugustSeptemberOctoberNovember
1.51%
0.78%
VBILX
BNDX