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VBILX vs. VLTCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBILX vs. VLTCX - 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 Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX). The values are adjusted to include any dividend payments, if applicable.

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VBILX vs. VLTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
-0.94%8.57%1.54%6.09%-13.59%-2.36%9.82%10.20%-0.15%3.86%
VLTCX
Vanguard Long-Term Corporate Bond Index Fund Admiral Shares
-1.46%7.27%-1.47%11.05%-25.77%-1.16%13.68%23.19%-6.85%12.40%

Returns By Period

In the year-to-date period, VBILX achieves a -0.94% return, which is significantly higher than VLTCX's -1.46% return. Over the past 10 years, VBILX has underperformed VLTCX with an annualized return of 1.94%, while VLTCX has yielded a comparatively higher 2.52% annualized return.


VBILX

1D
0.48%
1M
-2.72%
YTD
-0.94%
6M
0.18%
1Y
4.23%
3Y*
3.80%
5Y*
0.40%
10Y*
1.94%

VLTCX

1D
1.01%
1M
-3.70%
YTD
-1.46%
6M
-1.93%
1Y
3.19%
3Y*
3.01%
5Y*
-1.45%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBILX vs. VLTCX - Expense Ratio Comparison

Both VBILX and VLTCX 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%.


Return for Risk

VBILX vs. VLTCX — Risk / Return Rank

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

VBILX
VBILX Risk / Return Rank: 6060
Overall Rank
VBILX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VBILX Sortino Ratio Rank: 6161
Sortino Ratio Rank
VBILX Omega Ratio Rank: 4444
Omega Ratio Rank
VBILX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VBILX Martin Ratio Rank: 6060
Martin Ratio Rank

VLTCX
VLTCX Risk / Return Rank: 1919
Overall Rank
VLTCX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VLTCX Sortino Ratio Rank: 1414
Sortino Ratio Rank
VLTCX Omega Ratio Rank: 1313
Omega Ratio Rank
VLTCX Calmar Ratio Rank: 3030
Calmar Ratio Rank
VLTCX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBILX vs. VLTCX - 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 Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX). 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.


VBILXVLTCXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.41

+0.64

Sortino ratio

Return per unit of downside risk

1.53

0.61

+0.92

Omega ratio

Gain probability vs. loss probability

1.19

1.08

+0.11

Calmar ratio

Return relative to maximum drawdown

1.70

0.85

+0.85

Martin ratio

Return relative to average drawdown

5.69

1.99

+3.70

VBILX vs. VLTCX - Sharpe Ratio Comparison

The current VBILX Sharpe Ratio is 1.05, which is higher than the VLTCX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of VBILX and VLTCX, 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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Sharpe Ratios by Period


VBILXVLTCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.41

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.12

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.24

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.44

+0.24

Correlation

The correlation between VBILX and VLTCX is 0.87, 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.


Dividends

VBILX vs. VLTCX - Dividend Comparison

VBILX's dividend yield for the trailing twelve months is around 3.79%, less than VLTCX's 5.16% yield.


TTM20252024202320222021202020192018201720162015
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.79%4.01%3.80%3.09%1.99%3.39%2.94%2.73%2.87%2.73%3.06%3.09%
VLTCX
Vanguard Long-Term Corporate Bond Index Fund Admiral Shares
5.16%5.48%5.58%4.65%4.41%3.03%3.15%3.82%4.56%4.01%4.37%4.71%

Drawdowns

VBILX vs. VLTCX - Drawdown Comparison

The maximum VBILX drawdown since its inception was -19.26%, smaller than the maximum VLTCX drawdown of -34.56%. Use the drawdown chart below to compare losses from any high point for VBILX and VLTCX.


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Drawdown Indicators


VBILXVLTCXDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-34.56%

+15.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-5.29%

+2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-19.15%

-34.56%

+15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-19.26%

-34.56%

+15.30%

Current Drawdown

Current decline from peak

-2.72%

-16.08%

+13.36%

Average Drawdown

Average peak-to-trough decline

-3.16%

-7.97%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.26%

-1.31%

Volatility

VBILX vs. VLTCX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) is 1.64%, while Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) has a volatility of 3.47%. This indicates that VBILX experiences smaller price fluctuations and is considered to be less risky than VLTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBILXVLTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

3.47%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

5.29%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

8.94%

-4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

11.87%

-5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

10.59%

-5.24%