VBTIX vs. BTC-USD
VBTIX (Vanguard Total Bond Market Index Fund Institutional Shares) is Total Bond Market fund managed by Vanguard, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VBTIX returned 1.53%/yr vs 59.68%/yr for BTC-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
VBTIX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VBTIX achieves a -0.09% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, VBTIX has underperformed BTC-USD with an annualized return of 1.53%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
VBTIX
- 1D
- -0.41%
- 1M
- -0.49%
- YTD
- -0.09%
- 6M
- 0.35%
- 1Y
- 4.92%
- 3Y*
- 3.84%
- 5Y*
- 0.05%
- 10Y*
- 1.53%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
VBTIX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | -0.09% | 7.18% | 1.27% | 5.75% | -13.15% | -1.95% | 7.75% | 8.74% | -0.24% | 3.56% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VBTIX and BTC-USD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.01 |
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Return for Risk
VBTIX vs. BTC-USD — Risk / Return Rank
VBTIX
BTC-USD
VBTIX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and Bitcoin (BTC-USD). 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.
| VBTIX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.86 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | -0.80 | +2.32 |
| Martin ratioReturn relative to average drawdown | 4.51 | -1.42 | +5.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VBTIX | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | -0.95 | +2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.20 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.87 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 1.13 | -0.19 |
Drawdowns
VBTIX vs. BTC-USD - Drawdown Comparison
The maximum VBTIX drawdown since its inception was -18.90%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VBTIX and BTC-USD.
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Drawdown Indicators
| VBTIX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.90% | -85.30% | +66.40% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -51.21% | +48.32% |
Max Drawdown (3Y)Largest decline over 3 years | -5.99% | -51.21% | +45.22% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -76.67% | +58.54% |
Max Drawdown (10Y)Largest decline over 10 years | -18.90% | -83.80% | +64.90% |
Current DrawdownCurrent decline from peak | -2.76% | -49.86% | +47.10% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -42.32% | +40.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 34.46% | -33.49% |
Volatility
VBTIX vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) is 1.31%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that VBTIX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBTIX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 11.59% | -10.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 34.53% | -31.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 35.67% | -31.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 44.95% | -38.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.98% | 56.71% | -51.73% |
Frequently Asked Questions
VBTIX and BTC-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to VBTIX (1.31%). In terms of maximum drawdown, VBTIX dropped -18.90% vs BTC-USD's -85.30%.
VBTIX currently has the higher Sharpe Ratio (1.12 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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