VBMFX vs. VOO
Compare and contrast key facts about Vanguard Total Bond Market Index Fund (VBMFX) and Vanguard S&P 500 ETF (VOO).
VBMFX is managed by Vanguard. It was launched on Dec 11, 1986. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBMFX or VOO.
Performance
VBMFX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VBMFX achieves a 1.27% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, VBMFX has underperformed VOO with an annualized return of 1.24%, while VOO has yielded a comparatively higher 13.18% annualized return.
VBMFX
1.27%
-0.73%
3.21%
6.09%
-0.45%
1.24%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| VBMFX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.08 | 2.70 |
| Sortino Ratio | 1.60 | 3.60 |
| Omega Ratio | 1.19 | 1.50 |
| Calmar Ratio | 0.40 | 3.90 |
| Martin Ratio | 3.42 | 17.65 |
| Ulcer Index | 1.78% | 1.86% |
| Daily Std Dev | 5.63% | 12.19% |
| Max Drawdown | -19.21% | -33.99% |
| Current Drawdown | -9.66% | -0.86% |
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VBMFX vs. VOO - Expense Ratio Comparison
VBMFX has a 0.15% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between VBMFX and VOO is -0.18. 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.
Risk-Adjusted Performance
VBMFX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund (VBMFX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
VBMFX vs. VOO - Dividend Comparison
VBMFX's dividend yield for the trailing twelve months is around 3.48%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBMFX Vanguard Total Bond Market Index Fund | 3.48% | 3.00% | 2.42% | 1.81% | 2.14% | 2.64% | 2.67% | 2.43% | 2.38% | 2.38% | 2.43% | 2.43% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VBMFX vs. VOO - Drawdown Comparison
The maximum VBMFX drawdown since its inception was -19.21%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VBMFX and VOO. For additional features, visit the drawdowns tool.
Volatility
VBMFX vs. VOO - Volatility Comparison
The current volatility for Vanguard Total Bond Market Index Fund (VBMFX) is 1.46%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that VBMFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.