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VBIUX vs. VBMPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBIUX vs. VBMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index Fund Institutional Plus (VBIUX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBIUX achieves a -0.04% return, which is significantly lower than VBMPX's 0.43% return. Over the past 10 years, VBIUX has outperformed VBMPX with an annualized return of 1.89%, while VBMPX has yielded a comparatively lower 1.58% annualized return.


VBIUX

1D
0.00%
1M
0.37%
YTD
-0.04%
6M
-0.25%
1Y
5.09%
3Y*
4.29%
5Y*
0.29%
10Y*
1.89%

VBMPX

1D
0.00%
1M
0.55%
YTD
0.43%
6M
0.36%
1Y
5.36%
3Y*
4.06%
5Y*
0.23%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBIUX vs. VBMPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBIUX
Vanguard Intermediate-Term Bond Index Fund Institutional Plus
-0.04%8.60%1.56%5.53%-13.24%-2.64%9.83%10.23%-0.13%3.90%
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
0.43%7.18%1.27%5.75%-13.14%-1.95%7.75%8.74%-0.24%3.58%

Correlation

The correlation between VBIUX and VBMPX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2011

0.96

The correlation between VBIUX and VBMPX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

VBIUX vs. VBMPX — Risk / Return Rank

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

VBIUX
VBIUX Risk / Return Rank: 1818
Overall Rank
VBIUX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VBIUX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VBIUX Omega Ratio Rank: 1818
Omega Ratio Rank
VBIUX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VBIUX Martin Ratio Rank: 1616
Martin Ratio Rank

VBMPX
VBMPX Risk / Return Rank: 2323
Overall Rank
VBMPX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VBMPX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VBMPX Omega Ratio Rank: 2222
Omega Ratio Rank
VBMPX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VBMPX Martin Ratio Rank: 2121
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.

VBIUX vs. VBMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index Fund Institutional Plus (VBIUX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). 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.


VBIUXVBMPXDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.03

Calmar ratioReturn relative to maximum drawdown

1.54

1.86

-0.33

Martin ratioReturn relative to average drawdown

4.54

5.61

-1.07

VBIUX vs. VBMPX - Sharpe Ratio Comparison

The current VBIUX Sharpe Ratio is 1.24, which is comparable to the VBMPX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VBIUX and VBMPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VBIUXVBMPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.36

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.04

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.32

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.52

-0.05

Drawdowns

VBIUX vs. VBMPX - Drawdown Comparison

The maximum VBIUX drawdown since its inception was -19.18%, roughly equal to the maximum VBMPX drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for VBIUX and VBMPX.


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Drawdown Indicators


VBIUXVBMPXDifference

Max Drawdown

Largest peak-to-trough decline

-19.18%

-18.90%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-2.89%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-5.99%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.83%

-18.12%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-19.18%

-18.90%

-0.28%

Current Drawdown

Current decline from peak

-1.83%

-2.23%

+0.40%

Average Drawdown

Average peak-to-trough decline

-4.09%

-3.53%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

0.96%

+0.16%

Volatility

VBIUX vs. VBMPX - Volatility Comparison

Vanguard Intermediate-Term Bond Index Fund Institutional Plus (VBIUX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) have volatilities of 1.37% and 1.38%, 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


VBIUXVBMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.38%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

2.80%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

3.97%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

6.02%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.38%

4.98%

+0.40%

VBIUX vs. VBMPX - Expense Ratio Comparison

VBIUX has a 0.04% expense ratio, which is higher than VBMPX'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%.


Dividends

VBIUX vs. VBMPX - Dividend Comparison

VBIUX's dividend yield for the trailing twelve months is around 4.24%, more than VBMPX's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
VBIUX
Vanguard Intermediate-Term Bond Index Fund Institutional Plus
4.24%4.04%3.82%2.59%2.42%3.08%2.95%2.76%2.89%2.77%3.09%3.14%
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
4.00%3.88%3.69%3.11%2.61%1.81%2.41%2.75%2.58%2.58%2.55%2.85%

Frequently Asked Questions


With a correlation of 0.96, VBIUX and VBMPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VBMPX has higher volatility (1.38%) compared to VBIUX (1.37%). In terms of maximum drawdown, VBIUX dropped -19.18% vs VBMPX's -18.90%.

VBMPX currently has the higher Sharpe Ratio (1.36 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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