VBND vs. VOO
Compare and contrast key facts about Vident Core U.S. Bond Strategy ETF (VBND) and Vanguard S&P 500 ETF (VOO).
VBND and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VBND is a passively managed fund by Vident that tracks the performance of the Vident Core U.S. Bond Strategy Index. It was launched on Oct 15, 2014. 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. Both VBND and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBND or VOO.
Performance
VBND vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VBND achieves a 1.93% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, VBND has underperformed VOO with an annualized return of 1.31%, while VOO has yielded a comparatively higher 13.18% annualized return.
VBND
1.93%
-0.62%
2.72%
6.93%
-0.06%
1.31%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| VBND | VOO | |
|---|---|---|
| Sharpe Ratio | 1.17 | 2.70 |
| Sortino Ratio | 1.70 | 3.60 |
| Omega Ratio | 1.21 | 1.50 |
| Calmar Ratio | 0.52 | 3.90 |
| Martin Ratio | 4.47 | 17.65 |
| Ulcer Index | 1.54% | 1.86% |
| Daily Std Dev | 5.88% | 12.19% |
| Max Drawdown | -18.97% | -33.99% |
| Current Drawdown | -6.89% | -0.86% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VBND vs. VOO - Expense Ratio Comparison
VBND has a 0.39% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between VBND and VOO is -0.01. 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
VBND vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vident Core U.S. Bond Strategy ETF (VBND) 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
VBND vs. VOO - Dividend Comparison
VBND's dividend yield for the trailing twelve months is around 4.35%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBND Vident Core U.S. Bond Strategy ETF | 4.35% | 3.88% | 2.55% | 1.56% | 1.98% | 3.13% | 2.82% | 2.00% | 3.12% | 1.49% | 0.11% | 0.00% |
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
VBND vs. VOO - Drawdown Comparison
The maximum VBND drawdown since its inception was -18.97%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VBND and VOO. For additional features, visit the drawdowns tool.
Volatility
VBND vs. VOO - Volatility Comparison
The current volatility for Vident Core U.S. Bond Strategy ETF (VBND) is 1.75%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that VBND 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.