PortfoliosLab logoPortfoliosLab logo
VBIPX vs. IEI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

VBIPX vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBIPX
Vanguard Short-Term Bond Index Fund Institutional Plus
-0.32%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
-0.05%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Returns By Period

In the year-to-date period, VBIPX achieves a -0.32% return, which is significantly lower than IEI's -0.05% return. Over the past 10 years, VBIPX has outperformed IEI with an annualized return of 1.87%, while IEI has yielded a comparatively lower 1.35% annualized return.


VBIPX

1D
0.20%
1M
-1.25%
YTD
-0.32%
6M
0.88%
1Y
3.67%
3Y*
4.00%
5Y*
1.50%
10Y*
1.87%

IEI

1D
0.14%
1M
-1.49%
YTD
-0.05%
6M
1.02%
1Y
4.01%
3Y*
3.43%
5Y*
0.47%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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%.


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: 9090
Overall Rank
VBIPX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VBIPX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VBIPX Omega Ratio Rank: 8585
Omega Ratio Rank
VBIPX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VBIPX Martin Ratio Rank: 9191
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 6868
Overall Rank
IEI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 7373
Sortino Ratio Rank
IEI Omega Ratio Rank: 6060
Omega Ratio Rank
IEI Calmar Ratio Rank: 7575
Calmar Ratio Rank
IEI Martin Ratio Rank: 6565
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.


VBIPXIEIDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.17

+0.54

Sortino ratio

Return per unit of downside risk

2.83

1.76

+1.07

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

2.80

1.88

+0.92

Martin ratio

Return relative to average drawdown

10.37

6.05

+4.32

VBIPX vs. IEI - Sharpe Ratio Comparison

The current VBIPX Sharpe Ratio is 1.71, which is higher than the IEI Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VBIPX and IEI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VBIPXIEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.17

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.10

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.35

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.71

+0.07

Correlation

The correlation between VBIPX and IEI is 0.84, 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

VBIPX vs. IEI - Dividend Comparison

VBIPX's dividend yield for the trailing twelve months is around 3.63%, more than IEI's 3.55% yield.


TTM20252024202320222021202020192018201720162015
VBIPX
Vanguard Short-Term Bond Index Fund Institutional Plus
3.63%3.86%3.40%2.01%1.40%1.26%1.82%2.27%2.04%1.69%1.53%1.46%
IEI
iShares 3-7 Year Treasury Bond ETF
3.55%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

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.


Loading graphics...

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%

-2.20%

+0.66%

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

-1.25%

-1.49%

+0.24%

Average Drawdown

Average peak-to-trough decline

-1.19%

-2.68%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.68%

-0.26%

Volatility

VBIPX vs. IEI - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund Institutional Plus (VBIPX) is 0.75%, while iShares 3-7 Year Treasury Bond ETF (IEI) has a volatility of 1.25%. 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.


Loading graphics...

Volatility by Period


VBIPXIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

1.25%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

2.06%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

2.42%

3.44%

-1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

4.75%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.39%

3.93%

-1.54%