VBMFX vs. VSBSX
Compare and contrast key facts about Vanguard Total Bond Market Index Fund (VBMFX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX).
VBMFX is managed by Vanguard. It was launched on Dec 11, 1986. VSBSX is managed by Vanguard. It was launched on Dec 28, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBMFX or VSBSX.
Performance
VBMFX vs. VSBSX - Performance Comparison
Returns By Period
In the year-to-date period, VBMFX achieves a 1.27% return, which is significantly lower than VSBSX's 3.42% return. Over the past 10 years, VBMFX has outperformed VSBSX with an annualized return of 1.24%, while VSBSX has yielded a comparatively lower 1.14% annualized return.
VBMFX
1.27%
-0.73%
2.88%
6.09%
-0.45%
1.24%
VSBSX
3.42%
-0.20%
2.88%
4.97%
1.06%
1.14%
Key characteristics
| VBMFX | VSBSX | |
|---|---|---|
| Sharpe Ratio | 1.10 | 2.76 |
| Sortino Ratio | 1.63 | 4.33 |
| Omega Ratio | 1.20 | 1.60 |
| Calmar Ratio | 0.41 | 1.72 |
| Martin Ratio | 3.51 | 13.52 |
| Ulcer Index | 1.77% | 0.37% |
| Daily Std Dev | 5.63% | 1.82% |
| Max Drawdown | -19.21% | -6.54% |
| Current Drawdown | -9.66% | -0.82% |
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VBMFX vs. VSBSX - Expense Ratio Comparison
VBMFX has a 0.15% expense ratio, which is higher than VSBSX's 0.07% 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 VSBSX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VBMFX vs. VSBSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund (VBMFX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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. VSBSX - Dividend Comparison
VBMFX's dividend yield for the trailing twelve months is around 3.48%, less than VSBSX's 4.12% 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% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
Drawdowns
VBMFX vs. VSBSX - Drawdown Comparison
The maximum VBMFX drawdown since its inception was -19.21%, which is greater than VSBSX's maximum drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for VBMFX and VSBSX. For additional features, visit the drawdowns tool.
Volatility
VBMFX vs. VSBSX - Volatility Comparison
Vanguard Total Bond Market Index Fund (VBMFX) has a higher volatility of 1.48% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.36%. This indicates that VBMFX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.