VBMFX vs. GIBIX

In the year-to-date period, VBMFX achieves a 2.43% return, which is significantly higher than GIBIX's 1.80% return. Over the past 10 years, VBMFX has underperformed GIBIX with an annualized return of 1.38%, while GIBIX has yielded a comparatively higher 2.30% annualized return.

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VBMFX has a 0.15% expense ratio, which is lower than GIBIX's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund (VBMFX) and Guggenheim Total Return Bond Fund (GIBIX). 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 VBMFX Sharpe Ratio is 1.29, which is comparable to the GIBIX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VBMFX and GIBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VBMFX's dividend yield for the trailing twelve months is around 3.61%, less than GIBIX's 4.34% yield.

The maximum VBMFX drawdown since its inception was -18.86%, smaller than the maximum GIBIX drawdown of -22.03%. Use the drawdown chart below to compare losses from any high point for VBMFX and GIBIX. For additional features, visit the drawdowns tool.

Vanguard Total Bond Market Index Fund (VBMFX) and Guggenheim Total Return Bond Fund (GIBIX) have volatilities of 2.08% and 2.12%, 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.