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

Correlation

The correlation between VBILX and VICSX is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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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Key characteristics

Sharpe Ratio

VBILX:

1.00

VICSX:

1.23

Sortino Ratio

VBILX:

1.63

VICSX:

1.98

Omega Ratio

VBILX:

1.19

VICSX:

1.23

Calmar Ratio

VBILX:

0.42

VICSX:

0.67

Martin Ratio

VBILX:

2.72

VICSX:

4.10

Ulcer Index

VBILX:

2.21%

VICSX:

1.66%

Daily Std Dev

VBILX:

5.55%

VICSX:

5.12%

Max Drawdown

VBILX:

-20.65%

VICSX:

-21.03%

Current Drawdown

VBILX:

-8.34%

VICSX:

-3.49%

Returns By Period

The year-to-date returns for both stocks are quite close, with VBILX having a 2.62% return and VICSX slightly lower at 2.55%. Over the past 10 years, VBILX has underperformed VICSX with an annualized return of 1.66%, while VICSX has yielded a comparatively higher 2.78% annualized return.


VBILX

YTD

2.62%

1M

-0.06%

6M

2.79%

1Y

5.49%

5Y*

-0.92%

10Y*

1.66%

VICSX

YTD

2.55%

1M

0.85%

6M

2.62%

1Y

6.27%

5Y*

1.06%

10Y*

2.78%

*Annualized

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VBILX vs. VICSX - Expense Ratio Comparison

Both VBILX and VICSX 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%.


Risk-Adjusted Performance

VBILX vs. VICSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VBILX
The Risk-Adjusted Performance Rank of VBILX is 7373
Overall Rank
The Sharpe Ratio Rank of VBILX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VBILX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VBILX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VBILX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VBILX is 6767
Martin Ratio Rank

VICSX
The Risk-Adjusted Performance Rank of VICSX is 8282
Overall Rank
The Sharpe Ratio Rank of VICSX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VICSX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VICSX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VICSX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VICSX is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VBILX vs. VICSX - 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 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.


The current VBILX Sharpe Ratio is 1.00, which is comparable to the VICSX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of VBILX and VICSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VBILX vs. VICSX - Dividend Comparison

VBILX's dividend yield for the trailing twelve months is around 3.88%, less than VICSX's 4.48% yield.


TTM20242023202220212020201920182017201620152014
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.88%3.80%3.09%2.36%1.93%2.23%2.74%2.87%2.65%2.66%2.74%2.84%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.48%4.40%3.70%3.00%2.20%2.56%3.36%3.62%3.22%3.30%3.36%3.20%

Drawdowns

VBILX vs. VICSX - Drawdown Comparison

The maximum VBILX drawdown since its inception was -20.65%, roughly equal to the maximum VICSX drawdown of -21.03%. Use the drawdown chart below to compare losses from any high point for VBILX and VICSX. For additional features, visit the drawdowns tool.


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Volatility

VBILX vs. VICSX - Volatility Comparison

Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a higher volatility of 1.52% compared to Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) at 1.37%. This indicates that VBILX's price experiences larger fluctuations and is considered to be riskier than VICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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