PortfoliosLab logoPortfoliosLab logo
VBMFX vs. TAHTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBMFX vs. TAHTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market Index Fund (VBMFX) and Transamerica High Yield Bond (TAHTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VBMFX vs. TAHTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBMFX
Vanguard Total Bond Market Index Fund
-0.51%7.05%1.15%5.62%-13.25%-2.04%7.63%8.61%-0.34%3.45%
TAHTX
Transamerica High Yield Bond
-2.04%8.73%7.83%9.14%-13.10%6.22%3.66%14.12%-2.36%5.98%

Returns By Period

In the year-to-date period, VBMFX achieves a -0.51% return, which is significantly higher than TAHTX's -2.04% return. Over the past 10 years, VBMFX has underperformed TAHTX with an annualized return of 1.48%, while TAHTX has yielded a comparatively higher 4.25% annualized return.


VBMFX

1D
0.52%
1M
-2.23%
YTD
-0.51%
6M
0.45%
1Y
3.66%
3Y*
3.33%
5Y*
0.13%
10Y*
1.48%

TAHTX

1D
0.12%
1M
-2.67%
YTD
-2.04%
6M
-0.08%
1Y
6.21%
3Y*
6.89%
5Y*
2.66%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VBMFX vs. TAHTX - Expense Ratio Comparison

VBMFX has a 0.15% expense ratio, which is lower than TAHTX's 0.58% expense ratio.


Return for Risk

VBMFX vs. TAHTX — Risk / Return Rank

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

VBMFX
VBMFX Risk / Return Rank: 5353
Overall Rank
VBMFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VBMFX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VBMFX Omega Ratio Rank: 3737
Omega Ratio Rank
VBMFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VBMFX Martin Ratio Rank: 5151
Martin Ratio Rank

TAHTX
TAHTX Risk / Return Rank: 8585
Overall Rank
TAHTX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TAHTX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TAHTX Omega Ratio Rank: 8787
Omega Ratio Rank
TAHTX Calmar Ratio Rank: 8181
Calmar Ratio Rank
TAHTX Martin Ratio Rank: 8282
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.

VBMFX vs. TAHTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund (VBMFX) and Transamerica High Yield Bond (TAHTX). 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.


VBMFXTAHTXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.68

-0.71

Sortino ratio

Return per unit of downside risk

1.41

2.47

-1.06

Omega ratio

Gain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratio

Return relative to maximum drawdown

1.74

1.96

-0.22

Martin ratio

Return relative to average drawdown

4.94

8.16

-3.22

VBMFX vs. TAHTX - Sharpe Ratio Comparison

The current VBMFX Sharpe Ratio is 0.97, which is lower than the TAHTX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of VBMFX and TAHTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VBMFXTAHTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.68

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.53

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.69

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.35

+0.61

Correlation

The correlation between VBMFX and TAHTX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VBMFX vs. TAHTX - Dividend Comparison

VBMFX's dividend yield for the trailing twelve months is around 3.51%, less than TAHTX's 6.53% yield.


TTM20252024202320222021202020192018201720162015
VBMFX
Vanguard Total Bond Market Index Fund
3.51%3.76%3.57%2.99%2.49%1.72%2.31%2.63%2.47%2.45%2.43%2.71%
TAHTX
Transamerica High Yield Bond
6.53%6.94%6.60%4.20%3.74%4.59%4.67%5.57%6.30%4.43%0.00%0.00%

Drawdowns

VBMFX vs. TAHTX - Drawdown Comparison

The maximum VBMFX drawdown since its inception was -19.08%, smaller than the maximum TAHTX drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for VBMFX and TAHTX.


Loading graphics...

Drawdown Indicators


VBMFXTAHTXDifference

Max Drawdown

Largest peak-to-trough decline

-19.08%

-23.40%

+4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-3.22%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-18.24%

-16.57%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-19.08%

-23.40%

+4.32%

Current Drawdown

Current decline from peak

-3.76%

-2.67%

-1.09%

Average Drawdown

Average peak-to-trough decline

-2.70%

-4.99%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.77%

+0.19%

Volatility

VBMFX vs. TAHTX - Volatility Comparison

Vanguard Total Bond Market Index Fund (VBMFX) has a higher volatility of 1.55% compared to Transamerica High Yield Bond (TAHTX) at 1.27%. This indicates that VBMFX's price experiences larger fluctuations and is considered to be riskier than TAHTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VBMFXTAHTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.27%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

2.52%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

4.01%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

5.06%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

6.18%

-1.22%