VBTLX vs. SWAGX
Compare and contrast key facts about Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
VBTLX is managed by Vanguard. It was launched on Nov 12, 2001. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBTLX or SWAGX.
Performance
VBTLX vs. SWAGX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VBTLX having a 1.37% return and SWAGX slightly higher at 1.39%.
VBTLX
1.37%
-0.73%
2.94%
6.22%
-0.35%
1.34%
SWAGX
1.39%
-0.79%
3.01%
6.26%
-0.37%
N/A
Key characteristics
| VBTLX | SWAGX | |
|---|---|---|
| Sharpe Ratio | 1.12 | 1.09 |
| Sortino Ratio | 1.66 | 1.60 |
| Omega Ratio | 1.20 | 1.19 |
| Calmar Ratio | 0.42 | 0.42 |
| Martin Ratio | 3.61 | 3.46 |
| Ulcer Index | 1.75% | 1.81% |
| Daily Std Dev | 5.64% | 5.74% |
| Max Drawdown | -19.05% | -18.84% |
| Current Drawdown | -9.27% | -9.21% |
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VBTLX vs. SWAGX - Expense Ratio Comparison
VBTLX has a 0.05% expense ratio, which is higher than SWAGX's 0.04% 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%.
Correlation
The correlation between VBTLX and SWAGX is 0.95, 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.
Risk-Adjusted Performance
VBTLX vs. SWAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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
VBTLX vs. SWAGX - Dividend Comparison
VBTLX's dividend yield for the trailing twelve months is around 3.60%, less than SWAGX's 3.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.60% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.80% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VBTLX vs. SWAGX - Drawdown Comparison
The maximum VBTLX drawdown since its inception was -19.05%, roughly equal to the maximum SWAGX drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VBTLX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
VBTLX vs. SWAGX - Volatility Comparison
Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX) have volatilities of 1.48% and 1.54%, 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.