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VBISX vs. SWSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBISX vs. SWSBX - Performance Comparison

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

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VBISX vs. SWSBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBISX
Vanguard Short-Term Bond Index Fund
-0.34%5.67%3.66%4.54%-5.61%-1.35%4.63%4.78%1.27%0.68%
SWSBX
Schwab Short-Term Bond Index Fund
-0.27%6.06%3.42%3.95%-5.89%-1.28%4.47%4.96%1.34%0.85%

Returns By Period

In the year-to-date period, VBISX achieves a -0.34% return, which is significantly lower than SWSBX's -0.27% return.


VBISX

1D
0.20%
1M
-1.25%
YTD
-0.34%
6M
0.83%
1Y
3.56%
3Y*
3.85%
5Y*
1.39%
10Y*
1.76%

SWSBX

1D
0.21%
1M
-1.23%
YTD
-0.27%
6M
0.88%
1Y
3.63%
3Y*
3.74%
5Y*
1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBISX vs. SWSBX - Expense Ratio Comparison

VBISX has a 0.15% expense ratio, which is higher than SWSBX's 0.06% 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%.


Return for Risk

VBISX vs. SWSBX — Risk / Return Rank

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

VBISX
VBISX Risk / Return Rank: 8888
Overall Rank
VBISX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VBISX Sortino Ratio Rank: 9292
Sortino Ratio Rank
VBISX Omega Ratio Rank: 8383
Omega Ratio Rank
VBISX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VBISX Martin Ratio Rank: 8989
Martin Ratio Rank

SWSBX
SWSBX Risk / Return Rank: 9090
Overall Rank
SWSBX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8787
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 9090
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.

VBISX vs. SWSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund (VBISX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.


VBISXSWSBXDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.71

-0.06

Sortino ratio

Return per unit of downside risk

2.70

2.83

-0.14

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratio

Return relative to maximum drawdown

2.72

2.79

-0.07

Martin ratio

Return relative to average drawdown

9.96

10.25

-0.29

VBISX vs. SWSBX - Sharpe Ratio Comparison

The current VBISX Sharpe Ratio is 1.64, which is comparable to the SWSBX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of VBISX and SWSBX, 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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Sharpe Ratios by Period


VBISXSWSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.71

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.42

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.76

+0.58

Correlation

The correlation between VBISX and SWSBX is 0.86, 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

VBISX vs. SWSBX - Dividend Comparison

VBISX's dividend yield for the trailing twelve months is around 3.52%, less than SWSBX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
VBISX
Vanguard Short-Term Bond Index Fund
3.52%3.44%3.29%2.10%1.38%1.16%1.72%2.16%1.92%1.58%1.42%1.34%
SWSBX
Schwab Short-Term Bond Index Fund
3.79%4.09%3.66%2.36%1.11%0.97%1.82%2.41%2.12%1.56%0.00%0.00%

Drawdowns

VBISX vs. SWSBX - Drawdown Comparison

The maximum VBISX drawdown since its inception was -8.79%, roughly equal to the maximum SWSBX drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for VBISX and SWSBX.


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Drawdown Indicators


VBISXSWSBXDifference

Max Drawdown

Largest peak-to-trough decline

-8.79%

-9.06%

+0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-1.54%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-8.72%

-9.06%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-8.79%

Current Drawdown

Current decline from peak

-1.25%

-1.23%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.87%

-1.81%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.42%

0.00%

Volatility

VBISX vs. SWSBX - Volatility Comparison

Vanguard Short-Term Bond Index Fund (VBISX) and Schwab Short-Term Bond Index Fund (SWSBX) have volatilities of 0.74% and 0.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBISXSWSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.73%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

1.49%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

2.44%

2.40%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.91%

2.95%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.37%

2.47%

-0.10%