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VBILX vs. VCAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBILX vs. VCAIX - 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 California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBILX achieves a -1.33% return, which is significantly lower than VCAIX's -0.26% return. Over the past 10 years, VBILX has underperformed VCAIX with an annualized return of 1.62%, while VCAIX has yielded a comparatively higher 2.02% annualized return.


VBILX

1D
-0.29%
1M
-1.35%
6M
-1.12%
YTD
-1.33%
1Y
1.05%
3Y*
4.25%
5Y*
-0.44%
10Y*
1.62%
ALL TIME*
3.89%

VCAIX

1D
-0.09%
1M
-1.82%
6M
-1.20%
YTD
-0.26%
1Y
3.82%
3Y*
3.74%
5Y*
1.17%
10Y*
2.02%
ALL TIME*
3.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VBILX vs. VCAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
-1.33%8.57%1.54%6.09%-13.59%-2.36%9.82%10.20%-0.15%3.86%
VCAIX
Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares
-0.26%5.83%2.15%5.82%-6.69%0.40%4.53%6.95%1.19%4.83%

Correlation

The correlation between VBILX and VCAIX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.63

Correlation (3Y)
Balances recent behavior with more history.

0.66

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.56

Correlation (10Y)
Provides a long-term view across more market conditions.

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2001

0.55

The correlation between VBILX and VCAIX shifts across timeframes, from 0.53 (10 years) to 0.66 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VBILX vs. VCAIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VBILX
VBILX Risk / Return Rank: 1111
Overall Rank
VBILX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VBILX Sortino Ratio Rank: 1111
Sortino Ratio Rank
VBILX Omega Ratio Rank: 1010
Omega Ratio Rank
VBILX Calmar Ratio Rank: 1111
Calmar Ratio Rank
VBILX Martin Ratio Rank: 1010
Martin Ratio Rank

VCAIX
VCAIX Risk / Return Rank: 5858
Overall Rank
VCAIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VCAIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VCAIX Omega Ratio Rank: 8585
Omega Ratio Rank
VCAIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
VCAIX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VBILX vs. VCAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VBILXVCAIXDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.09

1.42

-0.33

Calmar ratioReturn relative to maximum drawdown

0.59

1.41

-0.82

Martin ratioReturn relative to average drawdown

1.41

4.01

-2.60

VBILX vs. VCAIX - Sharpe Ratio Comparison

The current VBILX Sharpe Ratio is 0.50, which is lower than the VCAIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of VBILX and VCAIX, 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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Drawdowns

VBILX vs. VCAIX - Drawdown Comparison

The maximum VBILX drawdown since its inception was -19.26%, which is greater than VCAIX's maximum drawdown of -11.22%. Use the drawdown chart below to compare losses from any high point for VBILX and VCAIX.


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Drawdown Indicators


VBILXVCAIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-11.22%

-8.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-2.98%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

-3.88%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.83%

-11.22%

-7.61%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

-11.22%

-8.04%

Current Drawdown

Current decline from peak

-3.10%

-2.38%

-0.72%

Average Drawdown

Average peak-to-trough decline

-3.15%

-1.36%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.05%

+0.39%

Volatility

VBILX vs. VCAIX - Volatility Comparison

Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a higher volatility of 1.05% compared to Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX) at 0.80%. This indicates that VBILX's price experiences larger fluctuations and is considered to be riskier than VCAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBILXVCAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.80%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

1.95%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

2.36%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

3.26%

+3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.36%

3.42%

+1.94%

VBILX vs. VCAIX - Expense Ratio Comparison

VBILX has a 0.06% expense ratio, which is lower than VCAIX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VBILX vs. VCAIX - Dividend Comparison

VBILX's dividend yield for the trailing twelve months is around 3.95%, more than VCAIX's 2.91% yield.


PositionTTM20252024202320222021202020192018201720162015
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.95%4.01%3.80%3.09%1.99%3.39%2.94%2.73%2.87%2.73%3.06%3.09%
VCAIX
Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares
2.91%3.75%3.27%2.49%2.28%1.71%2.19%2.64%2.63%2.56%2.65%2.78%

Frequently Asked Questions


VBILX and VCAIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBILX has higher volatility (1.05%) compared to VCAIX (0.80%). In terms of maximum drawdown, VBILX dropped -19.26% vs VCAIX's -11.22%.

VCAIX currently has the higher Sharpe Ratio (1.80 vs 0.50), 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

Find the right allocation for VBILX and VCAIX

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