VBMPX vs. VSMPX
Compare and contrast key facts about Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX).
VBMPX is managed by Vanguard. It was launched on Feb 5, 2010. VSMPX is managed by Vanguard. It was launched on Apr 28, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBMPX or VSMPX.
Key characteristics
| VBMPX | VSMPX | |
|---|---|---|
| YTD Return | 2.22% | 26.29% |
| 1Y Return | 8.99% | 40.45% |
| 3Y Return (Ann) | -2.40% | 8.69% |
| 5Y Return (Ann) | 0.00% | 15.37% |
| Sharpe Ratio | 1.38 | 3.08 |
| Sortino Ratio | 2.04 | 4.11 |
| Omega Ratio | 1.25 | 1.57 |
| Calmar Ratio | 0.50 | 4.21 |
| Martin Ratio | 4.90 | 20.12 |
| Ulcer Index | 1.64% | 1.95% |
| Daily Std Dev | 5.82% | 12.73% |
| Max Drawdown | -18.99% | -34.97% |
| Current Drawdown | -8.42% | 0.00% |
Correlation
The correlation between VBMPX and VSMPX is -0.09. 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.
Performance
VBMPX vs. VSMPX - Performance Comparison
In the year-to-date period, VBMPX achieves a 2.22% return, which is significantly lower than VSMPX's 26.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VBMPX vs. VSMPX - Expense Ratio Comparison
VBMPX has a 0.03% expense ratio, which is higher than VSMPX's 0.02% 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%.
Risk-Adjusted Performance
VBMPX vs. VSMPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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
VBMPX vs. VSMPX - Dividend Comparison
VBMPX's dividend yield for the trailing twelve months is around 3.58%, more than VSMPX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | 3.58% | 3.12% | 2.55% | 1.93% | 2.25% | 2.74% | 2.78% | 2.55% | 2.50% | 2.52% | 2.58% | 2.58% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.26% | 1.44% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 1.52% | 0.00% | 0.00% |
Drawdowns
VBMPX vs. VSMPX - Drawdown Comparison
The maximum VBMPX drawdown since its inception was -18.99%, smaller than the maximum VSMPX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for VBMPX and VSMPX. For additional features, visit the drawdowns tool.
Volatility
VBMPX vs. VSMPX - Volatility Comparison
The current volatility for Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) is 1.66%, while Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) has a volatility of 4.07%. This indicates that VBMPX experiences smaller price fluctuations and is considered to be less risky than VSMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.