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VBMFX vs. PBDIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBMFX vs. PBDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market Index Fund Investor Shares (VBMFX) and T. Rowe Price QM U.S. Bond Index Fund (PBDIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBMFX achieves a -0.76% return, which is significantly lower than PBDIX's -0.45% return. Over the past 10 years, VBMFX has underperformed PBDIX with an annualized return of 1.18%, while PBDIX has yielded a comparatively higher 2.06% annualized return.


VBMFX

1D
0.00%
1M
-1.25%
6M
-0.98%
YTD
-0.76%
1Y
1.56%
3Y*
3.58%
5Y*
-0.55%
10Y*
1.18%
ALL TIME*
4.28%

PBDIX

1D
0.00%
1M
-1.25%
6M
-0.60%
YTD
-0.45%
1Y
2.16%
3Y*
5.60%
5Y*
0.78%
10Y*
2.06%
ALL TIME*
3.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VBMFX vs. PBDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBMFX
Vanguard Total Bond Market Index Fund Investor Shares
-0.76%7.05%1.15%5.62%-13.25%-2.04%7.63%8.61%-0.34%3.45%
PBDIX
T. Rowe Price QM U.S. Bond Index Fund
-0.45%8.29%4.75%8.62%-14.24%-1.45%8.17%8.69%-0.01%3.83%

Correlation

The correlation between VBMFX and PBDIX is 0.88, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.88

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2000

0.95

The correlation between VBMFX and PBDIX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

VBMFX vs. PBDIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VBMFX
VBMFX Risk / Return Rank: 2020
Overall Rank
VBMFX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VBMFX Sortino Ratio Rank: 2020
Sortino Ratio Rank
VBMFX Omega Ratio Rank: 1919
Omega Ratio Rank
VBMFX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VBMFX Martin Ratio Rank: 1818
Martin Ratio Rank

PBDIX
PBDIX Risk / Return Rank: 2121
Overall Rank
PBDIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PBDIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PBDIX Omega Ratio Rank: 2020
Omega Ratio Rank
PBDIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
PBDIX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VBMFX vs. PBDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Investor Shares (VBMFX) and T. Rowe Price QM U.S. Bond Index Fund (PBDIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VBMFXPBDIXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.13

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.95

1.05

-0.11

Martin ratioReturn relative to average drawdown

2.35

2.70

-0.34

VBMFX vs. PBDIX - Sharpe Ratio Comparison

The current VBMFX Sharpe Ratio is 0.72, which is comparable to the PBDIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VBMFX and PBDIX, 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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Drawdowns

VBMFX vs. PBDIX - Drawdown Comparison

The maximum VBMFX drawdown since its inception was -19.08%, roughly equal to the maximum PBDIX drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for VBMFX and PBDIX.


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Drawdown Indicators


VBMFXPBDIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.08%

-19.20%

+0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-2.94%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.88%

-4.87%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.24%

-19.10%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-19.08%

-19.20%

+0.12%

Current Drawdown

Current decline from peak

-4.00%

-2.24%

-1.76%

Average Drawdown

Average peak-to-trough decline

-2.70%

-2.16%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.14%

+0.03%

Volatility

VBMFX vs. PBDIX - Volatility Comparison

Vanguard Total Bond Market Index Fund Investor Shares (VBMFX) and T. Rowe Price QM U.S. Bond Index Fund (PBDIX) have volatilities of 0.96% and 1.00%, 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


VBMFXPBDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.00%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

3.24%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

4.14%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

6.13%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

5.03%

-0.06%

VBMFX vs. PBDIX - Expense Ratio Comparison

VBMFX has a 0.15% expense ratio, which is lower than PBDIX's 0.23% 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%.


Dividends

VBMFX vs. PBDIX - Dividend Comparison

VBMFX's dividend yield for the trailing twelve months is around 3.61%, less than PBDIX's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
PBDIX
T. Rowe Price QM U.S. Bond Index Fund
4.33%5.19%7.21%6.39%2.01%1.84%3.59%3.18%2.94%2.75%2.82%2.99%
VBMFX
Vanguard Total Bond Market Index Fund Investor Shares
3.61%3.76%3.57%2.99%2.49%1.72%2.31%2.63%2.47%2.45%2.43%2.71%

Frequently Asked Questions


VBMFX and PBDIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PBDIX has higher volatility (1.00%) compared to VBMFX (0.96%). In terms of maximum drawdown, VBMFX dropped -19.08% vs PBDIX's -19.20%.

PBDIX currently has the higher Sharpe Ratio (0.75 vs 0.72), 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.

Portfolio Optimizer

Find the right allocation for VBMFX and PBDIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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