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VBIUX vs. VTSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBIUX vs. VTSAX - 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 Stock Market Index Fund Admiral Shares (VTSAX). 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 VTSAX's 11.98% return. Over the past 10 years, VBIUX has underperformed VTSAX with an annualized return of 1.89%, while VTSAX has yielded a comparatively higher 15.12% 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%

VTSAX

1D
0.24%
1M
5.76%
YTD
11.98%
6M
11.87%
1Y
29.09%
3Y*
22.34%
5Y*
13.04%
10Y*
15.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBIUX vs. VTSAX - 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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
11.98%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Correlation

The correlation between VBIUX and VTSAX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.20

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

0.13

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

-0.03

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

-0.14

The correlation between VBIUX and VTSAX shifts across timeframes, from -0.14 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VBIUX vs. VTSAX — 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

VTSAX
VTSAX Risk / Return Rank: 7171
Overall Rank
VTSAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 6363
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 8383
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. VTSAX - 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 Stock Market Index Fund Admiral Shares (VTSAX). 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.


VBIUXVTSAXDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.22

1.44

-0.23

Calmar ratioReturn relative to maximum drawdown

1.54

3.37

-1.83

Martin ratioReturn relative to average drawdown

4.54

15.56

-11.02

VBIUX vs. VTSAX - Sharpe Ratio Comparison

The current VBIUX Sharpe Ratio is 1.24, which is lower than the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VBIUX and VTSAX, 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


VBIUXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.47

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.76

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.82

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.47

0.00

Drawdowns

VBIUX vs. VTSAX - Drawdown Comparison

The maximum VBIUX drawdown since its inception was -19.18%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VBIUX and VTSAX.


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Drawdown Indicators


VBIUXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.18%

-55.33%

+36.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-8.92%

+5.59%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-19.36%

+13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.83%

-25.36%

+6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-19.18%

-34.97%

+15.79%

Current Drawdown

Current decline from peak

-1.83%

0.00%

-1.83%

Average Drawdown

Average peak-to-trough decline

-4.09%

-9.01%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

1.93%

-0.81%

Volatility

VBIUX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond Index Fund Institutional Plus (VBIUX) is 1.37%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 2.95%. This indicates that VBIUX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBIUXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

2.95%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

9.19%

-6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

12.19%

-8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

17.36%

-10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.38%

18.41%

-13.03%

VBIUX vs. VTSAX - Expense Ratio Comparison

Both VBIUX and VTSAX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VBIUX vs. VTSAX - Dividend Comparison

VBIUX's dividend yield for the trailing twelve months is around 4.24%, more than VTSAX's 1.00% 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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.00%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions


VBIUX and VTSAX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTSAX has higher volatility (2.95%) compared to VBIUX (1.37%). In terms of maximum drawdown, VBIUX dropped -19.18% vs VTSAX's -55.33%.

VTSAX currently has the higher Sharpe Ratio (2.47 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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