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VBILX vs. VICSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBILX vs. VICSX - 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 Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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 -1.04% return, which is significantly lower than VICSX's -0.51% return. Over the past 10 years, VBILX has underperformed VICSX with an annualized return of 1.62%, while VICSX has yielded a comparatively higher 2.66% annualized return.


VBILX

1D
0.10%
1M
-1.06%
6M
-1.02%
YTD
-1.04%
1Y
1.34%
3Y*
4.18%
5Y*
-0.39%
10Y*
1.62%
ALL TIME*
3.91%

VICSX

1D
0.14%
1M
-1.04%
6M
-0.68%
YTD
-0.51%
1Y
2.40%
3Y*
5.76%
5Y*
0.73%
10Y*
2.66%
ALL TIME*
4.26%
*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. VICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
-1.04%8.57%1.54%6.09%-13.59%-2.36%9.82%10.20%-0.15%3.86%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
-0.51%9.36%3.66%8.88%-14.09%-1.56%9.52%13.99%-1.73%5.47%

Correlation

The correlation between VBILX and VICSX is 0.92, meaning they have usually moved in the same direction, including during past declines.


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

0.92

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

0.95

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

0.96

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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.95

The correlation between VBILX and VICSX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

VBILX vs. VICSX — Risk / Return Rank

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

VBILX
VBILX Risk / Return Rank: 1717
Overall Rank
VBILX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VBILX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VBILX Omega Ratio Rank: 1717
Omega Ratio Rank
VBILX Calmar Ratio Rank: 1717
Calmar Ratio Rank
VBILX Martin Ratio Rank: 1414
Martin Ratio Rank

VICSX
VICSX Risk / Return Rank: 2424
Overall Rank
VICSX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VICSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VICSX Omega Ratio Rank: 2323
Omega Ratio Rank
VICSX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VICSX Martin Ratio Rank: 2323
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. VICSX - 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 Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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.


VBILXVICSXDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.03

Calmar ratioReturn relative to maximum drawdown

0.78

1.09

-0.31

Martin ratioReturn relative to average drawdown

1.88

3.04

-1.16

VBILX vs. VICSX - Sharpe Ratio Comparison

The current VBILX Sharpe Ratio is 0.66, which is comparable to the VICSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VBILX and VICSX, 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. VICSX - Drawdown Comparison

The maximum VBILX drawdown since its inception was -19.26%, smaller than the maximum VICSX drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for VBILX and VICSX.


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Drawdown Indicators


VBILXVICSXDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-20.53%

+1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-2.98%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

-5.22%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.15%

-20.46%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

-20.53%

+1.27%

Current Drawdown

Current decline from peak

-2.82%

-2.02%

-0.80%

Average Drawdown

Average peak-to-trough decline

-3.15%

-3.14%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.07%

+0.36%

Volatility

VBILX vs. VICSX - Volatility Comparison

Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) have volatilities of 1.03% and 1.03%, 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.


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Volatility by Period


VBILXVICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.03%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.24%

3.11%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

3.90%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

6.17%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.36%

5.34%

+0.02%

VBILX vs. VICSX - Expense Ratio Comparison

Both VBILX and VICSX have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VBILX vs. VICSX - Dividend Comparison

VBILX's dividend yield for the trailing twelve months is around 3.94%, less than VICSX's 4.42% yield.


PositionTTM20252024202320222021202020192018201720162015
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.94%4.01%3.80%3.09%1.99%3.39%2.94%2.73%2.87%2.73%3.06%3.09%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.42%4.59%4.77%3.70%3.00%2.76%2.77%3.35%3.62%3.22%3.03%3.36%

Frequently Asked Questions


With a correlation of 0.92, VBILX and VICSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VICSX has higher volatility (1.03%) compared to VBILX (1.03%). In terms of maximum drawdown, VBILX dropped -19.26% vs VICSX's -20.53%.

VICSX currently has the higher Sharpe Ratio (0.84 vs 0.66), 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 VICSX

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