VBLIX vs. SWAGX
Compare and contrast key facts about Vanguard Long-Term Bond Index Fund Institutional Plus (VBLIX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
VBLIX is managed by Vanguard. It was launched on Oct 6, 2011. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBLIX or SWAGX.
Key characteristics
| VBLIX | SWAGX | |
|---|---|---|
| YTD Return | -2.83% | 1.39% |
| 1Y Return | 7.76% | 6.51% |
| 3Y Return (Ann) | -8.71% | -2.36% |
| 5Y Return (Ann) | -3.55% | -0.33% |
| Sharpe Ratio | 0.82 | 1.31 |
| Sortino Ratio | 1.23 | 1.94 |
| Omega Ratio | 1.14 | 1.23 |
| Calmar Ratio | 0.28 | 0.51 |
| Martin Ratio | 2.31 | 4.47 |
| Ulcer Index | 4.29% | 1.73% |
| Daily Std Dev | 12.07% | 5.91% |
| Max Drawdown | -40.07% | -18.84% |
| Current Drawdown | -30.20% | -9.21% |
Correlation
The correlation between VBLIX and SWAGX is 0.91, 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.
Performance
VBLIX vs. SWAGX - Performance Comparison
In the year-to-date period, VBLIX achieves a -2.83% return, which is significantly lower than SWAGX's 1.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VBLIX vs. SWAGX - Expense Ratio Comparison
Both VBLIX and SWAGX 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%.
Risk-Adjusted Performance
VBLIX vs. SWAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond Index Fund Institutional Plus (VBLIX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.
Dividends
VBLIX vs. SWAGX - Dividend Comparison
VBLIX's dividend yield for the trailing twelve months is around 4.52%, more than SWAGX's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBLIX Vanguard Long-Term Bond Index Fund Institutional Plus | 4.52% | 4.11% | 4.00% | 2.88% | 2.98% | 3.47% | 4.01% | 3.71% | 4.03% | 4.26% | 4.05% | 4.66% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.79% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VBLIX vs. SWAGX - Drawdown Comparison
The maximum VBLIX drawdown since its inception was -40.07%, which is greater than SWAGX's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VBLIX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
VBLIX vs. SWAGX - Volatility Comparison
Vanguard Long-Term Bond Index Fund Institutional Plus (VBLIX) has a higher volatility of 4.06% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.70%. This indicates that VBLIX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.