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VBLIX vs. SWRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBLIX vs. SWRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond Index Fund Institutional Plus (VBLIX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). The values are adjusted to include any dividend payments, if applicable.

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VBLIX vs. SWRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBLIX
Vanguard Long-Term Bond Index Fund Institutional Plus
-1.15%6.61%-4.11%6.78%-27.20%-3.08%16.29%19.16%-4.70%10.90%
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
0.39%6.84%1.95%3.80%-12.01%5.83%10.88%8.38%-1.32%2.69%

Returns By Period

In the year-to-date period, VBLIX achieves a -1.15% return, which is significantly lower than SWRSX's 0.39% return. Over the past 10 years, VBLIX has underperformed SWRSX with an annualized return of 0.98%, while SWRSX has yielded a comparatively higher 2.57% annualized return.


VBLIX

1D
1.17%
1M
-4.16%
YTD
-1.15%
6M
-1.39%
1Y
1.64%
3Y*
0.52%
5Y*
-3.09%
10Y*
0.98%

SWRSX

1D
0.58%
1M
-1.33%
YTD
0.39%
6M
0.33%
1Y
2.91%
3Y*
3.14%
5Y*
1.42%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBLIX vs. SWRSX - Expense Ratio Comparison

VBLIX has a 0.04% expense ratio, which is lower than SWRSX's 0.05% 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%.


Return for Risk

VBLIX vs. SWRSX — Risk / Return Rank

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

VBLIX
VBLIX Risk / Return Rank: 1313
Overall Rank
VBLIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VBLIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VBLIX Omega Ratio Rank: 99
Omega Ratio Rank
VBLIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VBLIX Martin Ratio Rank: 1414
Martin Ratio Rank

SWRSX
SWRSX Risk / Return Rank: 4343
Overall Rank
SWRSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SWRSX Sortino Ratio Rank: 3737
Sortino Ratio Rank
SWRSX Omega Ratio Rank: 3131
Omega Ratio Rank
SWRSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SWRSX Martin Ratio Rank: 4242
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.

VBLIX vs. SWRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond Index Fund Institutional Plus (VBLIX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.


VBLIXSWRSXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.84

-0.56

Sortino ratio

Return per unit of downside risk

0.45

1.17

-0.72

Omega ratio

Gain probability vs. loss probability

1.06

1.16

-0.10

Calmar ratio

Return relative to maximum drawdown

0.54

1.44

-0.90

Martin ratio

Return relative to average drawdown

1.32

4.27

-2.96

VBLIX vs. SWRSX - Sharpe Ratio Comparison

The current VBLIX Sharpe Ratio is 0.29, which is lower than the SWRSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VBLIX and SWRSX, 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


VBLIXSWRSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.84

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.24

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.48

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.57

-0.35

Correlation

The correlation between VBLIX and SWRSX is 0.74, 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

VBLIX vs. SWRSX - Dividend Comparison

VBLIX's dividend yield for the trailing twelve months is around 4.37%, more than SWRSX's 3.36% yield.


TTM20252024202320222021202020192018201720162015
VBLIX
Vanguard Long-Term Bond Index Fund Institutional Plus
4.37%4.67%4.64%3.42%4.17%2.89%5.85%3.63%3.83%3.71%4.20%5.00%
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
3.36%4.20%3.68%3.11%7.95%4.45%1.33%2.20%2.87%1.75%1.81%1.06%

Drawdowns

VBLIX vs. SWRSX - Drawdown Comparison

The maximum VBLIX drawdown since its inception was -38.61%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for VBLIX and SWRSX.


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Drawdown Indicators


VBLIXSWRSXDifference

Max Drawdown

Largest peak-to-trough decline

-38.61%

-14.29%

-24.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-2.68%

-4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-36.49%

-14.29%

-22.20%

Max Drawdown (10Y)

Largest decline over 10 years

-38.61%

-14.29%

-24.32%

Current Drawdown

Current decline from peak

-25.94%

-1.33%

-24.61%

Average Drawdown

Average peak-to-trough decline

-11.34%

-3.75%

-7.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

0.90%

+1.91%

Volatility

VBLIX vs. SWRSX - Volatility Comparison

Vanguard Long-Term Bond Index Fund Institutional Plus (VBLIX) has a higher volatility of 3.47% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.30%. This indicates that VBLIX's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBLIXSWRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

1.30%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

2.17%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

9.56%

4.00%

+5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

6.05%

+6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.58%

5.39%

+6.19%