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VBMPX vs. VTABX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBMPX and VTABX is 0.74, 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.


-0.50.00.51.00.7

Performance

VBMPX vs. VTABX - Performance Comparison

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

20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
18.38%
29.65%
VBMPX
VTABX

Key characteristics

Sharpe Ratio

VBMPX:

0.47

VTABX:

1.28

Sortino Ratio

VBMPX:

0.69

VTABX:

1.92

Omega Ratio

VBMPX:

1.08

VTABX:

1.22

Calmar Ratio

VBMPX:

0.19

VTABX:

0.46

Martin Ratio

VBMPX:

1.17

VTABX:

5.91

Ulcer Index

VBMPX:

2.16%

VTABX:

0.75%

Daily Std Dev

VBMPX:

5.44%

VTABX:

3.46%

Max Drawdown

VBMPX:

-18.99%

VTABX:

-16.82%

Current Drawdown

VBMPX:

-9.37%

VTABX:

-5.25%

Returns By Period

In the year-to-date period, VBMPX achieves a -0.11% return, which is significantly higher than VTABX's -0.46% return. Over the past 10 years, VBMPX has underperformed VTABX with an annualized return of 1.14%, while VTABX has yielded a comparatively higher 1.64% annualized return.


VBMPX

YTD

-0.11%

1M

-0.09%

6M

0.82%

1Y

2.75%

5Y*

-0.48%

10Y*

1.14%

VTABX

YTD

-0.46%

1M

-0.68%

6M

2.44%

1Y

4.58%

5Y*

-0.26%

10Y*

1.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VBMPX vs. VTABX - Expense Ratio Comparison

VBMPX has a 0.03% expense ratio, which is lower than VTABX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VTABX
Vanguard Total International Bond Index Fund Admiral Shares
Expense ratio chart for VTABX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VBMPX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VBMPX vs. VTABX — Risk-Adjusted Performance Rank

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

VBMPX
The Risk-Adjusted Performance Rank of VBMPX is 1717
Overall Rank
The Sharpe Ratio Rank of VBMPX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of VBMPX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VBMPX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VBMPX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VBMPX is 1515
Martin Ratio Rank

VTABX
The Risk-Adjusted Performance Rank of VTABX is 5656
Overall Rank
The Sharpe Ratio Rank of VTABX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTABX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTABX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VTABX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VTABX is 6363
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.

VBMPX vs. VTABX - 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 International Bond Index Fund Admiral Shares (VTABX). 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.


Sharpe ratio
The chart of Sharpe ratio for VBMPX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.471.28
The chart of Sortino ratio for VBMPX, currently valued at 0.69, compared to the broader market0.005.0010.000.691.92
The chart of Omega ratio for VBMPX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.22
The chart of Calmar ratio for VBMPX, currently valued at 0.19, compared to the broader market0.005.0010.0015.0020.000.190.46
The chart of Martin ratio for VBMPX, currently valued at 1.17, compared to the broader market0.0020.0040.0060.0080.001.175.91
VBMPX
VTABX

The current VBMPX Sharpe Ratio is 0.47, which is lower than the VTABX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of VBMPX and VTABX, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.47
1.28
VBMPX
VTABX

Dividends

VBMPX vs. VTABX - Dividend Comparison

VBMPX's dividend yield for the trailing twelve months is around 3.70%, less than VTABX's 4.17% yield.


TTM20242023202220212020201920182017201620152014
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
3.70%3.69%3.12%2.55%1.93%2.25%2.74%2.78%2.55%2.50%2.52%2.58%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.17%4.15%4.39%1.48%3.04%0.93%3.38%2.99%2.24%1.90%1.64%1.54%

Drawdowns

VBMPX vs. VTABX - Drawdown Comparison

The maximum VBMPX drawdown since its inception was -18.99%, which is greater than VTABX's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for VBMPX and VTABX. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%AugustSeptemberOctoberNovemberDecember2025
-9.37%
-5.25%
VBMPX
VTABX

Volatility

VBMPX vs. VTABX - Volatility Comparison

Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) has a higher volatility of 1.57% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 1.02%. This indicates that VBMPX's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%AugustSeptemberOctoberNovemberDecember2025
1.57%
1.02%
VBMPX
VTABX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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