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VBTLX vs. SWAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBTLX and SWAGX 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.


-0.50.00.51.0
Correlation: -0.0

Performance

VBTLX vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

8.00%9.00%10.00%11.00%12.00%13.00%14.00%NovemberDecember2025FebruaryMarchApril
11.97%
11.25%
VBTLX
SWAGX

Key characteristics

Sharpe Ratio

VBTLX:

1.18

SWAGX:

1.26

Sortino Ratio

VBTLX:

1.77

SWAGX:

1.87

Omega Ratio

VBTLX:

1.21

SWAGX:

1.22

Calmar Ratio

VBTLX:

0.47

SWAGX:

0.50

Martin Ratio

VBTLX:

3.02

SWAGX:

3.19

Ulcer Index

VBTLX:

2.07%

SWAGX:

2.13%

Daily Std Dev

VBTLX:

5.31%

SWAGX:

5.39%

Max Drawdown

VBTLX:

-18.68%

SWAGX:

-18.84%

Current Drawdown

VBTLX:

-7.53%

SWAGX:

-7.37%

Returns By Period

In the year-to-date period, VBTLX achieves a 1.60% return, which is significantly lower than SWAGX's 2.03% return.


VBTLX

YTD

1.60%

1M

-0.40%

6M

0.87%

1Y

6.36%

5Y*

-0.99%

10Y*

1.34%

SWAGX

YTD

2.03%

1M

0.09%

6M

1.32%

1Y

6.90%

5Y*

-0.95%

10Y*

N/A

*Annualized

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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%.


Expense ratio chart for VBTLX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBTLX: 0.05%
Expense ratio chart for SWAGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWAGX: 0.04%

Risk-Adjusted Performance

VBTLX vs. SWAGX — Risk-Adjusted Performance Rank

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

VBTLX
The Risk-Adjusted Performance Rank of VBTLX is 7777
Overall Rank
The Sharpe Ratio Rank of VBTLX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VBTLX is 7373
Martin Ratio Rank

SWAGX
The Risk-Adjusted Performance Rank of SWAGX is 7878
Overall Rank
The Sharpe Ratio Rank of SWAGX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAGX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SWAGX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SWAGX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SWAGX is 7575
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.

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.


The chart of Sharpe ratio for VBTLX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.00
VBTLX: 1.18
SWAGX: 1.26
The chart of Sortino ratio for VBTLX, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.00
VBTLX: 1.77
SWAGX: 1.87
The chart of Omega ratio for VBTLX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
VBTLX: 1.21
SWAGX: 1.22
The chart of Calmar ratio for VBTLX, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.00
VBTLX: 0.47
SWAGX: 0.50
The chart of Martin ratio for VBTLX, currently valued at 3.02, compared to the broader market0.0010.0020.0030.0040.0050.00
VBTLX: 3.02
SWAGX: 3.19

The current VBTLX Sharpe Ratio is 1.18, which is comparable to the SWAGX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VBTLX and SWAGX, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.18
1.26
VBTLX
SWAGX

Dividends

VBTLX vs. SWAGX - Dividend Comparison

VBTLX's dividend yield for the trailing twelve months is around 3.74%, less than SWAGX's 3.92% yield.


TTM20242023202220212020201920182017201620152014
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.74%3.67%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
3.92%3.88%3.22%2.60%2.06%2.36%2.86%2.80%1.99%0.00%0.00%0.00%

Drawdowns

VBTLX vs. SWAGX - Drawdown Comparison

The maximum VBTLX drawdown since its inception was -18.68%, 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.


-10.00%-9.00%-8.00%-7.00%-6.00%NovemberDecember2025FebruaryMarchApril
-7.53%
-7.37%
VBTLX
SWAGX

Volatility

VBTLX vs. SWAGX - Volatility Comparison

The current volatility for Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) is 2.00%, while Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a volatility of 2.24%. This indicates that VBTLX experiences smaller price fluctuations and is considered to be less risky than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.00%
2.24%
VBTLX
SWAGX