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

Correlation

The correlation between VBILX and VTAPX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

VBILX vs. VTAPX - 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 Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.00%
2.21%
VBILX
VTAPX

Key characteristics

Sharpe Ratio

VBILX:

0.29

VTAPX:

2.54

Sortino Ratio

VBILX:

0.45

VTAPX:

3.77

Omega Ratio

VBILX:

1.05

VTAPX:

1.52

Calmar Ratio

VBILX:

0.11

VTAPX:

5.69

Martin Ratio

VBILX:

0.80

VTAPX:

15.84

Ulcer Index

VBILX:

2.06%

VTAPX:

0.29%

Daily Std Dev

VBILX:

5.62%

VTAPX:

1.79%

Max Drawdown

VBILX:

-20.65%

VTAPX:

-5.33%

Current Drawdown

VBILX:

-11.35%

VTAPX:

-0.68%

Returns By Period

In the year-to-date period, VBILX achieves a 0.77% return, which is significantly lower than VTAPX's 4.37% return. Over the past 10 years, VBILX has underperformed VTAPX with an annualized return of 1.42%, while VTAPX has yielded a comparatively higher 2.48% annualized return.


VBILX

YTD

0.77%

1M

-0.98%

6M

0.90%

1Y

1.25%

5Y*

-0.49%

10Y*

1.42%

VTAPX

YTD

4.37%

1M

-0.24%

6M

2.17%

1Y

4.37%

5Y*

3.28%

10Y*

2.48%

Compare stocks, funds, or ETFs

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


VBILX vs. VTAPX - Expense Ratio Comparison

VBILX has a 0.07% expense ratio, which is higher than VTAPX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually 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 VTAPX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VBILX vs. VTAPX - 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 Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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 0.29, compared to the broader market-1.000.001.002.003.004.000.292.54
The chart of Sortino ratio for VBILX, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.0010.000.453.77
The chart of Omega ratio for VBILX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.52
The chart of Calmar ratio for VBILX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.0014.000.115.69
The chart of Martin ratio for VBILX, currently valued at 0.80, compared to the broader market0.0020.0040.0060.000.8015.84
VBILX
VTAPX

The current VBILX Sharpe Ratio is 0.29, which is lower than the VTAPX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of VBILX and VTAPX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.29
2.54
VBILX
VTAPX

Dividends

VBILX vs. VTAPX - Dividend Comparison

VBILX's dividend yield for the trailing twelve months is around 3.44%, more than VTAPX's 2.88% yield.


TTM20232022202120202019201820172016201520142013
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.44%3.09%2.36%1.93%2.23%2.74%2.87%2.65%2.66%2.74%2.84%3.08%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
1.58%2.84%6.82%4.68%1.19%1.94%2.45%1.52%0.76%0.00%0.82%0.06%

Drawdowns

VBILX vs. VTAPX - Drawdown Comparison

The maximum VBILX drawdown since its inception was -20.65%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for VBILX and VTAPX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.35%
-0.68%
VBILX
VTAPX

Volatility

VBILX vs. VTAPX - Volatility Comparison

Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a higher volatility of 1.55% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.41%. This indicates that VBILX's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.55%
0.41%
VBILX
VTAPX
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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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