VBILX vs. VBTLX
Compare and contrast key facts about Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
VBILX is managed by Vanguard. It was launched on Nov 12, 2001. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBILX or VBTLX.
Key characteristics
| VBILX | VBTLX | |
|---|---|---|
| YTD Return | 1.46% | 1.37% |
| 1Y Return | 6.68% | 6.68% |
| 3Y Return (Ann) | -2.53% | -2.41% |
| 5Y Return (Ann) | -0.36% | -0.28% |
| 10Y Return (Ann) | 1.48% | 1.35% |
| Sharpe Ratio | 1.34 | 1.36 |
| Sortino Ratio | 2.01 | 2.02 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 0.48 | 0.51 |
| Martin Ratio | 4.54 | 4.66 |
| Ulcer Index | 1.79% | 1.68% |
| Daily Std Dev | 6.03% | 5.79% |
| Max Drawdown | -20.65% | -19.05% |
| Current Drawdown | -10.74% | -9.27% |
Correlation
The correlation between VBILX and VBTLX is 0.95, 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.
Performance
VBILX vs. VBTLX - Performance Comparison
In the year-to-date period, VBILX achieves a 1.46% return, which is significantly higher than VBTLX's 1.37% return. Over the past 10 years, VBILX has outperformed VBTLX with an annualized return of 1.48%, while VBTLX has yielded a comparatively lower 1.35% 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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VBILX vs. VBTLX - Expense Ratio Comparison
VBILX has a 0.07% expense ratio, which is higher than VBTLX's 0.05% 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
VBILX vs. VBTLX - 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 Bond Market Index Fund Admiral Shares (VBTLX). 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
VBILX vs. VBTLX - Dividend Comparison
VBILX's dividend yield for the trailing twelve months is around 3.70%, more than VBTLX's 3.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 3.70% | 3.09% | 2.36% | 1.93% | 2.23% | 2.74% | 2.87% | 2.65% | 2.66% | 2.74% | 2.84% | 3.08% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
Drawdowns
VBILX vs. VBTLX - Drawdown Comparison
The maximum VBILX drawdown since its inception was -20.65%, which is greater than VBTLX's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for VBILX and VBTLX. For additional features, visit the drawdowns tool.
Volatility
VBILX vs. VBTLX - Volatility Comparison
Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 1.66% and 1.66%, 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.