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VBMFX vs. VITAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBMFX vs. VITAX - Performance Comparison

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

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VBMFX vs. VITAX - 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%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
-11.14%21.78%29.26%52.69%-29.67%30.36%45.93%48.72%2.51%37.07%

Returns By Period

In the year-to-date period, VBMFX achieves a -0.51% return, which is significantly higher than VITAX's -11.14% return. Over the past 10 years, VBMFX has underperformed VITAX with an annualized return of 1.48%, while VITAX has yielded a comparatively higher 20.84% 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%

VITAX

1D
-1.79%
1M
-7.83%
YTD
-11.14%
6M
-10.25%
1Y
23.94%
3Y*
20.87%
5Y*
14.06%
10Y*
20.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBMFX vs. VITAX - Expense Ratio Comparison

VBMFX has a 0.15% expense ratio, which is higher than VITAX's 0.10% expense ratio. However, 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

VBMFX vs. VITAX — 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

VITAX
VITAX Risk / Return Rank: 4747
Overall Rank
VITAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VITAX Omega Ratio Rank: 4848
Omega Ratio Rank
VITAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VITAX Martin Ratio Rank: 3838
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. VITAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund (VBMFX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


VBMFXVITAXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.87

+0.10

Sortino ratio

Return per unit of downside risk

1.41

1.39

+0.01

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.74

1.26

+0.48

Martin ratio

Return relative to average drawdown

4.94

3.92

+1.02

VBMFX vs. VITAX - Sharpe Ratio Comparison

The current VBMFX Sharpe Ratio is 0.97, which is comparable to the VITAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VBMFX and VITAX, 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


VBMFXVITAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.87

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.56

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.85

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.59

+0.38

Correlation

The correlation between VBMFX and VITAX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VBMFX vs. VITAX - Dividend Comparison

VBMFX's dividend yield for the trailing twelve months is around 3.51%, more than VITAX's 0.46% 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%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.46%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

VBMFX vs. VITAX - Drawdown Comparison

The maximum VBMFX drawdown since its inception was -19.08%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VBMFX and VITAX.


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Drawdown Indicators


VBMFXVITAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.08%

-54.81%

+35.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-16.38%

+13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-18.24%

-35.10%

+16.86%

Max Drawdown (10Y)

Largest decline over 10 years

-19.08%

-35.10%

+16.02%

Current Drawdown

Current decline from peak

-3.76%

-16.38%

+12.62%

Average Drawdown

Average peak-to-trough decline

-2.70%

-8.06%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

5.24%

-4.28%

Volatility

VBMFX vs. VITAX - Volatility Comparison

The current volatility for Vanguard Total Bond Market Index Fund (VBMFX) is 1.55%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.70%. This indicates that VBMFX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBMFXVITAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

6.70%

-5.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

15.84%

-13.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

27.38%

-23.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

25.22%

-19.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

24.69%

-19.73%