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

Correlation

The correlation between VBIPX and VBILX is 0.83, 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.


-0.50.00.51.00.8

Performance

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

20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.86%
26.77%
VBIPX
VBILX

Key characteristics

Sharpe Ratio

VBIPX:

1.39

VBILX:

0.31

Sortino Ratio

VBIPX:

2.13

VBILX:

0.48

Omega Ratio

VBIPX:

1.27

VBILX:

1.06

Calmar Ratio

VBIPX:

1.16

VBILX:

0.13

Martin Ratio

VBIPX:

5.31

VBILX:

0.86

Ulcer Index

VBIPX:

0.72%

VBILX:

2.05%

Daily Std Dev

VBIPX:

2.74%

VBILX:

5.64%

Max Drawdown

VBIPX:

-8.87%

VBILX:

-18.96%

Current Drawdown

VBIPX:

-1.25%

VBILX:

-9.01%

Returns By Period

In the year-to-date period, VBIPX achieves a 3.35% return, which is significantly higher than VBILX's 1.28% return. Over the past 10 years, VBIPX has underperformed VBILX with an annualized return of 1.58%, while VBILX has yielded a comparatively higher 1.75% annualized return.


VBIPX

YTD

3.35%

1M

0.30%

6M

2.48%

1Y

3.71%

5Y*

1.22%

10Y*

1.58%

VBILX

YTD

1.28%

1M

-0.27%

6M

1.51%

1Y

1.87%

5Y*

0.06%

10Y*

1.75%

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. VBILX - Expense Ratio Comparison

VBIPX has a 0.04% expense ratio, which is lower than VBILX's 0.07% 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%.


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 VBIPX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VBIPX vs. VBILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund Institutional Plus (VBIPX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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 VBIPX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.001.390.31
The chart of Sortino ratio for VBIPX, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.002.130.48
The chart of Omega ratio for VBIPX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.06
The chart of Calmar ratio for VBIPX, currently valued at 1.16, compared to the broader market0.002.004.006.008.0010.0012.0014.001.160.13
The chart of Martin ratio for VBIPX, currently valued at 5.31, compared to the broader market0.0020.0040.0060.005.310.86
VBIPX
VBILX

The current VBIPX Sharpe Ratio is 1.39, which is higher than the VBILX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VBIPX and VBILX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.39
0.31
VBIPX
VBILX

Dividends

VBIPX vs. VBILX - Dividend Comparison

VBIPX's dividend yield for the trailing twelve months is around 3.33%, less than VBILX's 3.75% yield.


TTM20232022202120202019201820172016201520142013
VBIPX
Vanguard Short-Term Bond Index Fund Institutional Plus
3.33%2.43%1.47%1.22%1.82%2.27%2.04%1.56%1.51%1.37%1.37%1.27%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.75%3.09%2.39%3.38%2.93%2.73%2.87%2.65%2.66%2.74%2.84%3.08%

Drawdowns

VBIPX vs. VBILX - Drawdown Comparison

The maximum VBIPX drawdown since its inception was -8.87%, smaller than the maximum VBILX drawdown of -18.96%. Use the drawdown chart below to compare losses from any high point for VBIPX and VBILX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.25%
-9.01%
VBIPX
VBILX

Volatility

VBIPX vs. VBILX - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund Institutional Plus (VBIPX) is 0.67%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.68%. This indicates that VBIPX experiences smaller price fluctuations and is considered to be less risky than VBILX 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
0.67%
1.68%
VBIPX
VBILX
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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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