VBINX vs. ESGV
Compare and contrast key facts about Vanguard Balanced Index Fund (VBINX) and Vanguard ESG U.S. Stock ETF (ESGV).
VBINX is managed by Vanguard. It was launched on Nov 9, 1992. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBINX or ESGV.
Performance
VBINX vs. ESGV - Performance Comparison
Returns By Period
In the year-to-date period, VBINX achieves a 15.64% return, which is significantly lower than ESGV's 25.21% return.
VBINX
15.64%
1.26%
9.81%
21.76%
8.83%
8.13%
ESGV
25.21%
2.30%
14.03%
32.83%
15.60%
N/A
Key characteristics
| VBINX | ESGV | |
|---|---|---|
| Sharpe Ratio | 2.70 | 2.48 |
| Sortino Ratio | 3.80 | 3.29 |
| Omega Ratio | 1.50 | 1.45 |
| Calmar Ratio | 2.83 | 3.59 |
| Martin Ratio | 16.93 | 15.05 |
| Ulcer Index | 1.31% | 2.22% |
| Daily Std Dev | 8.21% | 13.47% |
| Max Drawdown | -35.97% | -33.66% |
| Current Drawdown | -0.71% | -1.07% |
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VBINX vs. ESGV - Expense Ratio Comparison
VBINX has a 0.18% expense ratio, which is higher than ESGV's 0.09% 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%.
Correlation
The correlation between VBINX and ESGV is 0.97, 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.
Risk-Adjusted Performance
VBINX vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced Index Fund (VBINX) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
Dividends
VBINX vs. ESGV - Dividend Comparison
VBINX's dividend yield for the trailing twelve months is around 1.92%, more than ESGV's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBINX Vanguard Balanced Index Fund | 1.92% | 1.93% | 1.80% | 1.27% | 1.55% | 2.02% | 2.19% | 1.83% | 1.97% | 1.95% | 1.79% | 1.70% |
ESGV Vanguard ESG U.S. Stock ETF | 1.07% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VBINX vs. ESGV - Drawdown Comparison
The maximum VBINX drawdown since its inception was -35.97%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for VBINX and ESGV. For additional features, visit the drawdowns tool.
Volatility
VBINX vs. ESGV - Volatility Comparison
The current volatility for Vanguard Balanced Index Fund (VBINX) is 2.52%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 4.42%. This indicates that VBINX experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.