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VBMFX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBMFX and VTSAX is -0.21. 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.


-0.50.00.51.0
Correlation: -0.2

Performance

VBMFX vs. VTSAX - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
137.22%
575.31%
VBMFX
VTSAX

Key characteristics

Sharpe Ratio

VBMFX:

1.25

VTSAX:

0.52

Sortino Ratio

VBMFX:

1.89

VTSAX:

0.85

Omega Ratio

VBMFX:

1.23

VTSAX:

1.12

Calmar Ratio

VBMFX:

0.49

VTSAX:

0.52

Martin Ratio

VBMFX:

3.20

VTSAX:

2.15

Ulcer Index

VBMFX:

2.09%

VTSAX:

4.72%

Daily Std Dev

VBMFX:

5.35%

VTSAX:

19.71%

Max Drawdown

VBMFX:

-18.86%

VTSAX:

-55.34%

Current Drawdown

VBMFX:

-7.48%

VTSAX:

-10.95%

Returns By Period

In the year-to-date period, VBMFX achieves a 2.11% return, which is significantly higher than VTSAX's -6.84% return. Over the past 10 years, VBMFX has underperformed VTSAX with an annualized return of 1.29%, while VTSAX has yielded a comparatively higher 11.33% annualized return.


VBMFX

YTD

2.11%

1M

0.11%

6M

1.34%

1Y

6.81%

5Y*

-0.98%

10Y*

1.29%

VTSAX

YTD

-6.84%

1M

-5.10%

6M

-5.24%

1Y

8.78%

5Y*

15.44%

10Y*

11.33%

*Annualized

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VBMFX vs. VTSAX - Expense Ratio Comparison

VBMFX has a 0.15% expense ratio, which is higher than VTSAX's 0.04% 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%.


Expense ratio chart for VBMFX: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBMFX: 0.15%
Expense ratio chart for VTSAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSAX: 0.04%

Risk-Adjusted Performance

VBMFX vs. VTSAX — Risk-Adjusted Performance Rank

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

VBMFX
The Risk-Adjusted Performance Rank of VBMFX is 7878
Overall Rank
The Sharpe Ratio Rank of VBMFX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VBMFX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VBMFX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VBMFX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VBMFX is 7575
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6262
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VBMFX vs. VTSAX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for VBMFX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.00
VBMFX: 1.25
VTSAX: 0.52
The chart of Sortino ratio for VBMFX, currently valued at 1.89, compared to the broader market-2.000.002.004.006.008.00
VBMFX: 1.89
VTSAX: 0.85
The chart of Omega ratio for VBMFX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.00
VBMFX: 1.23
VTSAX: 1.12
The chart of Calmar ratio for VBMFX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.00
VBMFX: 0.49
VTSAX: 0.52
The chart of Martin ratio for VBMFX, currently valued at 3.20, compared to the broader market0.0010.0020.0030.0040.0050.00
VBMFX: 3.20
VTSAX: 2.15

The current VBMFX Sharpe Ratio is 1.25, which is higher than the VTSAX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VBMFX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.25
0.52
VBMFX
VTSAX

Dividends

VBMFX vs. VTSAX - Dividend Comparison

VBMFX's dividend yield for the trailing twelve months is around 3.62%, more than VTSAX's 1.38% yield.


TTM20242023202220212020201920182017201620152014
VBMFX
Vanguard Total Bond Market Index Fund
3.62%3.57%2.99%2.49%2.01%2.29%2.63%2.70%2.46%2.43%2.48%2.69%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.38%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VBMFX vs. VTSAX - Drawdown Comparison

The maximum VBMFX drawdown since its inception was -18.86%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VBMFX and VTSAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.48%
-10.95%
VBMFX
VTSAX

Volatility

VBMFX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Total Bond Market Index Fund (VBMFX) is 2.07%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 14.32%. This indicates that VBMFX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
2.07%
14.32%
VBMFX
VTSAX