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VBIPX vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBIPX vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Bond Index Fund Institutional Plus (VBIPX) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBIPX achieves a -0.08% return, which is significantly higher than IEI's -0.42% return. Over the past 10 years, VBIPX has outperformed IEI with an annualized return of 1.83%, while IEI has yielded a comparatively lower 1.20% annualized return.


VBIPX

1D
-0.20%
1M
0.15%
YTD
-0.08%
6M
0.36%
1Y
3.06%
3Y*
4.36%
5Y*
1.51%
10Y*
1.83%

IEI

1D
0.13%
1M
0.25%
YTD
-0.42%
6M
-0.24%
1Y
2.48%
3Y*
3.67%
5Y*
0.31%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBIPX vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBIPX
Vanguard Short-Term Bond Index Fund Institutional Plus
-0.08%6.12%3.78%4.45%-5.68%-1.17%4.73%4.89%1.38%1.21%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.42%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Correlation

The correlation between VBIPX and IEI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2011

0.84

The correlation between VBIPX and IEI has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

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Return for Risk

VBIPX vs. IEI — Risk / Return Rank

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

VBIPX
VBIPX Risk / Return Rank: 3131
Overall Rank
VBIPX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VBIPX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VBIPX Omega Ratio Rank: 3131
Omega Ratio Rank
VBIPX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VBIPX Martin Ratio Rank: 2929
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2323
Overall Rank
IEI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 2323
Sortino Ratio Rank
IEI Omega Ratio Rank: 2121
Omega Ratio Rank
IEI Calmar Ratio Rank: 2222
Calmar Ratio Rank
IEI Martin Ratio Rank: 2222
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.

VBIPX vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund Institutional Plus (VBIPX) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VBIPXIEIDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.27

1.14

+0.13

Calmar ratioReturn relative to maximum drawdown

2.06

1.00

+1.06

Martin ratioReturn relative to average drawdown

6.33

2.67

+3.65

VBIPX vs. IEI - Sharpe Ratio Comparison

The current VBIPX Sharpe Ratio is 1.39, which is higher than the IEI Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of VBIPX and IEI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VBIPX vs. IEI - Drawdown Comparison

The maximum VBIPX drawdown since its inception was -8.72%, smaller than the maximum IEI drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for VBIPX and IEI.


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Drawdown Indicators


VBIPXIEIDifference

Max Drawdown

Largest peak-to-trough decline

-8.72%

-14.60%

+5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-2.50%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-1.54%

-3.66%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-8.69%

-13.88%

+5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-8.72%

-14.60%

+5.88%

Current Drawdown

Current decline from peak

-1.01%

-1.85%

+0.84%

Average Drawdown

Average peak-to-trough decline

-1.19%

-2.67%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.93%

-0.43%

Volatility

VBIPX vs. IEI - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund Institutional Plus (VBIPX) is 0.72%, while iShares 3-7 Year Treasury Bond ETF (IEI) has a volatility of 0.98%. This indicates that VBIPX experiences smaller price fluctuations and is considered to be less risky than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBIPXIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.98%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

2.25%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.28%

3.03%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.97%

4.78%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.41%

3.93%

-1.52%

VBIPX vs. IEI - Expense Ratio Comparison

VBIPX has a 0.04% expense ratio, which is lower than IEI's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VBIPX vs. IEI - Dividend Comparison

VBIPX's dividend yield for the trailing twelve months is around 4.04%, more than IEI's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
VBIPX
Vanguard Short-Term Bond Index Fund Institutional Plus
4.04%3.86%3.40%2.01%1.40%1.26%1.82%2.27%2.04%1.69%1.53%1.46%

Frequently Asked Questions


VBIPX and IEI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEI has higher volatility (0.98%) compared to VBIPX (0.72%). In terms of maximum drawdown, VBIPX dropped -8.72% vs IEI's -14.60%.

VBIPX currently has the higher Sharpe Ratio (1.39 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VBIPX and IEI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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