PortfoliosLab logoPortfoliosLab logo
VBTIX vs. VBMPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBTIX vs. VBMPX - Performance Comparison

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

Loading charts...

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VBTIX at 0.43% and VBMPX at 0.43%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VBTIX at 1.58% and VBMPX at 1.58%.


VBTIX

1D
0.00%
1M
0.55%
YTD
0.43%
6M
0.35%
1Y
5.36%
3Y*
4.06%
5Y*
0.22%
10Y*
1.58%

VBMPX

1D
0.00%
1M
0.55%
YTD
0.43%
6M
0.36%
1Y
5.36%
3Y*
4.06%
5Y*
0.23%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBTIX vs. VBMPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
0.43%7.18%1.27%5.75%-13.15%-1.95%7.75%8.74%-0.24%3.56%
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
0.43%7.18%1.27%5.75%-13.14%-1.95%7.75%8.74%-0.24%3.58%

Correlation

The correlation between VBTIX and VBMPX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2010

1.00

The correlation between VBTIX and VBMPX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

VBTIX vs. VBMPX — Risk / Return Rank

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

VBTIX
VBTIX Risk / Return Rank: 2323
Overall Rank
VBTIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VBTIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VBTIX Omega Ratio Rank: 2222
Omega Ratio Rank
VBTIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VBTIX Martin Ratio Rank: 2121
Martin Ratio Rank

VBMPX
VBMPX Risk / Return Rank: 2323
Overall Rank
VBMPX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VBMPX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VBMPX Omega Ratio Rank: 2222
Omega Ratio Rank
VBMPX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VBMPX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBTIX vs. VBMPX - 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 Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). 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.


VBTIXVBMPXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

1.86

1.86

0.00

Martin ratioReturn relative to average drawdown

5.60

5.61

-0.01

VBTIX vs. VBMPX - Sharpe Ratio Comparison

The current VBTIX Sharpe Ratio is 1.36, which is comparable to the VBMPX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VBTIX and VBMPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VBTIXVBMPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.36

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.04

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.32

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.52

+0.43

Drawdowns

VBTIX vs. VBMPX - Drawdown Comparison

The maximum VBTIX drawdown since its inception was -18.90%, roughly equal to the maximum VBMPX drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for VBTIX and VBMPX.


Loading charts...

Drawdown Indicators


VBTIXVBMPXDifference

Max Drawdown

Largest peak-to-trough decline

-18.90%

-18.90%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-2.89%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-5.99%

-5.99%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-18.12%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-18.90%

-18.90%

0.00%

Current Drawdown

Current decline from peak

-2.25%

-2.23%

-0.02%

Average Drawdown

Average peak-to-trough decline

-2.32%

-3.53%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.96%

0.00%

Volatility

VBTIX vs. VBMPX - Volatility Comparison

Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) have volatilities of 1.38% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VBTIXVBMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.38%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.80%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

3.97%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

6.02%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

4.98%

0.00%

VBTIX vs. VBMPX - Expense Ratio Comparison

VBTIX has a 0.04% expense ratio, which is higher than VBMPX's 0.03% 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%.


Dividends

VBTIX vs. VBMPX - Dividend Comparison

VBTIX's dividend yield for the trailing twelve months is around 3.99%, which matches VBMPX's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
4.00%3.88%3.69%3.11%2.61%1.81%2.41%2.75%2.58%2.58%2.55%2.85%
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
3.99%3.88%3.69%3.12%2.61%1.81%2.41%2.75%2.58%2.56%2.54%2.84%

Frequently Asked Questions


With a correlation of 1.00, VBTIX and VBMPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VBMPX has higher volatility (1.38%) compared to VBTIX (1.38%). In terms of maximum drawdown, VBTIX dropped -18.90% vs VBMPX's -18.90%.

VBTIX currently has the higher Sharpe Ratio (1.36 vs 1.36), 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.

Portfolio Optimizer

Find the right allocation for VBTIX and VBMPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer