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

Correlation

The correlation between VBILX and VICSX 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.


-0.50.00.51.00.9

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.

40.00%50.00%60.00%70.00%80.00%AugustSeptemberOctoberNovemberDecember2025
44.26%
78.61%
VBILX
VICSX

Key characteristics

Sharpe Ratio

VBILX:

0.46

VICSX:

0.84

Sortino Ratio

VBILX:

0.70

VICSX:

1.22

Omega Ratio

VBILX:

1.08

VICSX:

1.15

Calmar Ratio

VBILX:

0.17

VICSX:

0.38

Martin Ratio

VBILX:

1.13

VICSX:

2.55

Ulcer Index

VBILX:

2.32%

VICSX:

1.72%

Daily Std Dev

VBILX:

5.65%

VICSX:

5.23%

Max Drawdown

VBILX:

-20.65%

VICSX:

-21.03%

Current Drawdown

VBILX:

-10.86%

VICSX:

-5.94%

Returns By Period

In the year-to-date period, VBILX achieves a -0.20% return, which is significantly lower than VICSX's -0.05% return. Over the past 10 years, VBILX has underperformed VICSX with an annualized return of 1.24%, while VICSX has yielded a comparatively higher 2.44% annualized return.


VBILX

YTD

-0.20%

1M

-0.16%

6M

0.75%

1Y

2.72%

5Y*

-0.56%

10Y*

1.24%

VICSX

YTD

-0.05%

1M

-0.26%

6M

1.59%

1Y

4.48%

5Y*

0.51%

10Y*

2.44%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
Expense ratio chart for VBILX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VICSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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 1616
Overall Rank
The Sharpe Ratio Rank of VBILX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of VBILX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VBILX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VBILX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of VBILX is 1515
Martin Ratio Rank

VICSX
The Risk-Adjusted Performance Rank of VICSX is 3535
Overall Rank
The Sharpe Ratio Rank of VICSX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VICSX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VICSX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VICSX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VICSX is 3333
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.


Sharpe ratio
The chart of Sharpe ratio for VBILX, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.000.460.84
The chart of Sortino ratio for VBILX, currently valued at 0.70, compared to the broader market0.005.0010.000.701.22
The chart of Omega ratio for VBILX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.15
The chart of Calmar ratio for VBILX, currently valued at 0.17, compared to the broader market0.005.0010.0015.0020.000.170.38
The chart of Martin ratio for VBILX, currently valued at 1.13, compared to the broader market0.0020.0040.0060.0080.001.132.55
VBILX
VICSX

The current VBILX Sharpe Ratio is 0.46, which is lower than the VICSX Sharpe Ratio of 0.84. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.46
0.84
VBILX
VICSX

Dividends

VBILX vs. VICSX - Dividend Comparison

VBILX's dividend yield for the trailing twelve months is around 3.81%, less than VICSX's 4.41% yield.


TTM20242023202220212020201920182017201620152014
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.81%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
4.41%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%AugustSeptemberOctoberNovemberDecember2025
-10.86%
-5.94%
VBILX
VICSX

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 1.69% and 1.70%, 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.


0.80%1.00%1.20%1.40%1.60%1.80%AugustSeptemberOctoberNovemberDecember2025
1.69%
1.70%
VBILX
VICSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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