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VBISX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBISX and BND is -0.21. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VBISX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Bond Index Fund (VBISX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VBISX:

2.11

BND:

1.00

Sortino Ratio

VBISX:

3.37

BND:

1.45

Omega Ratio

VBISX:

1.44

BND:

1.17

Calmar Ratio

VBISX:

1.88

BND:

0.42

Martin Ratio

VBISX:

8.33

BND:

2.54

Ulcer Index

VBISX:

0.67%

BND:

2.07%

Daily Std Dev

VBISX:

2.68%

BND:

5.30%

Max Drawdown

VBISX:

-8.98%

BND:

-18.84%

Current Drawdown

VBISX:

-0.68%

BND:

-7.35%

Returns By Period

In the year-to-date period, VBISX achieves a 1.90% return, which is significantly lower than BND's 2.21% return. Over the past 10 years, VBISX has outperformed BND with an annualized return of 1.60%, while BND has yielded a comparatively lower 1.51% annualized return.


VBISX

YTD

1.90%

1M

0.20%

6M

2.31%

1Y

5.62%

5Y*

0.88%

10Y*

1.60%

BND

YTD

2.21%

1M

0.17%

6M

1.19%

1Y

5.24%

5Y*

-0.84%

10Y*

1.51%

*Annualized

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VBISX vs. BND - Expense Ratio Comparison

VBISX has a 0.15% expense ratio, which is higher than BND's 0.03% 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%.


Risk-Adjusted Performance

VBISX vs. BND — Risk-Adjusted Performance Rank

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

VBISX
The Risk-Adjusted Performance Rank of VBISX is 9393
Overall Rank
The Sharpe Ratio Rank of VBISX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VBISX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of VBISX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VBISX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of VBISX is 9393
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7373
Overall Rank
The Sharpe Ratio Rank of BND is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VBISX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund (VBISX) and Vanguard Total Bond Market ETF (BND). 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.


The current VBISX Sharpe Ratio is 2.11, which is higher than the BND Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VBISX and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VBISX vs. BND - Dividend Comparison

VBISX's dividend yield for the trailing twelve months is around 3.17%, less than BND's 3.75% yield.


TTM20242023202220212020201920182017201620152014
VBISX
Vanguard Short-Term Bond Index Fund
3.17%3.29%2.34%1.37%1.10%1.72%2.16%1.93%1.58%1.41%1.25%1.12%
BND
Vanguard Total Bond Market ETF
3.75%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

VBISX vs. BND - Drawdown Comparison

The maximum VBISX drawdown since its inception was -8.98%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VBISX and BND. For additional features, visit the drawdowns tool.


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Volatility

VBISX vs. BND - Volatility Comparison


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