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VBITX vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBITX and VDIGX is -0.13. 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

VBITX vs. VDIGX - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
24.05%
215.91%
VBITX
VDIGX

Key characteristics

Sharpe Ratio

VBITX:

2.39

VDIGX:

-0.35

Sortino Ratio

VBITX:

3.99

VDIGX:

-0.34

Omega Ratio

VBITX:

1.52

VDIGX:

0.94

Calmar Ratio

VBITX:

2.57

VDIGX:

-0.26

Martin Ratio

VBITX:

9.68

VDIGX:

-0.69

Ulcer Index

VBITX:

0.66%

VDIGX:

8.76%

Daily Std Dev

VBITX:

2.66%

VDIGX:

17.37%

Max Drawdown

VBITX:

-8.62%

VDIGX:

-46.89%

Current Drawdown

VBITX:

-0.39%

VDIGX:

-16.36%

Returns By Period

In the year-to-date period, VBITX achieves a 2.55% return, which is significantly higher than VDIGX's -3.33% return. Over the past 10 years, VBITX has underperformed VDIGX with an annualized return of 1.77%, while VDIGX has yielded a comparatively higher 6.04% annualized return.


VBITX

YTD

2.55%

1M

0.41%

6M

3.17%

1Y

6.35%

5Y*

1.16%

10Y*

1.77%

VDIGX

YTD

-3.33%

1M

7.60%

6M

-13.64%

1Y

-7.16%

5Y*

6.77%

10Y*

6.04%

*Annualized

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VBITX vs. VDIGX - Expense Ratio Comparison

VBITX has a 0.05% expense ratio, which is lower than VDIGX's 0.27% 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%.


Risk-Adjusted Performance

VBITX vs. VDIGX — Risk-Adjusted Performance Rank

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

VBITX
The Risk-Adjusted Performance Rank of VBITX is 9494
Overall Rank
The Sharpe Ratio Rank of VBITX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VBITX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VBITX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of VBITX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VBITX is 9393
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 55
Overall Rank
The Sharpe Ratio Rank of VDIGX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 44
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 66
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.

VBITX vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund Institutional Shares (VBITX) and Vanguard Dividend Growth Fund (VDIGX). 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 VBITX Sharpe Ratio is 2.39, which is higher than the VDIGX Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of VBITX and VDIGX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
2.40
-0.41
VBITX
VDIGX

Dividends

VBITX vs. VDIGX - Dividend Comparison

VBITX's dividend yield for the trailing twelve months is around 3.56%, more than VDIGX's 1.93% yield.


TTM20242023202220212020201920182017201620152014
VBITX
Vanguard Short-Term Bond Index Fund Institutional Shares
3.56%3.38%2.43%1.48%1.47%1.80%2.26%2.03%1.55%1.52%1.33%1.27%
VDIGX
Vanguard Dividend Growth Fund
1.93%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

VBITX vs. VDIGX - Drawdown Comparison

The maximum VBITX drawdown since its inception was -8.62%, smaller than the maximum VDIGX drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for VBITX and VDIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.39%
-16.36%
VBITX
VDIGX

Volatility

VBITX vs. VDIGX - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund Institutional Shares (VBITX) is 0.91%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 8.66%. This indicates that VBITX experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
0.91%
8.66%
VBITX
VDIGX