VBILX vs. VCOBX
Compare and contrast key facts about Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Core Bond Fund Admiral Shares (VCOBX).
VBILX is managed by Vanguard. It was launched on Nov 12, 2001. VCOBX is managed by Vanguard. It was launched on Mar 28, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBILX or VCOBX.
Performance
VBILX vs. VCOBX - Performance Comparison
Returns By Period
In the year-to-date period, VBILX achieves a 1.76% return, which is significantly lower than VCOBX's 2.33% return.
VBILX
1.76%
-1.60%
3.23%
6.78%
-0.35%
1.52%
VCOBX
2.33%
-1.22%
3.25%
7.15%
0.22%
N/A
Key characteristics
| VBILX | VCOBX | |
|---|---|---|
| Sharpe Ratio | 1.18 | 1.35 |
| Sortino Ratio | 1.75 | 2.00 |
| Omega Ratio | 1.21 | 1.24 |
| Calmar Ratio | 0.42 | 0.51 |
| Martin Ratio | 3.72 | 4.66 |
| Ulcer Index | 1.85% | 1.59% |
| Daily Std Dev | 5.83% | 5.46% |
| Max Drawdown | -20.65% | -18.91% |
| Current Drawdown | -10.48% | -8.15% |
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VBILX vs. VCOBX - Expense Ratio Comparison
VBILX has a 0.07% expense ratio, which is lower than VCOBX's 0.10% 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%.
Correlation
The correlation between VBILX and VCOBX 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.
Risk-Adjusted Performance
VBILX vs. VCOBX - 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 Core Bond Fund Admiral Shares (VCOBX). 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. VCOBX - Dividend Comparison
VBILX's dividend yield for the trailing twelve months is around 3.69%, less than VCOBX's 4.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VCOBX Vanguard Core Bond Fund Admiral Shares | 4.60% | 4.10% | 3.02% | 1.22% | 1.80% | 3.09% | 3.11% | 2.20% | 1.68% | 0.00% | 0.00% | 0.00% |
Drawdowns
VBILX vs. VCOBX - Drawdown Comparison
The maximum VBILX drawdown since its inception was -20.65%, which is greater than VCOBX's maximum drawdown of -18.91%. Use the drawdown chart below to compare losses from any high point for VBILX and VCOBX. For additional features, visit the drawdowns tool.
Volatility
VBILX vs. VCOBX - Volatility Comparison
Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Core Bond Fund Admiral Shares (VCOBX) have volatilities of 1.51% and 1.46%, 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.