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VBTLX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VBTLX vs. USD=X - 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 USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VBTLX

1D
-0.21%
1M
0.13%
YTD
0.21%
6M
0.34%
1Y
4.47%
3Y*
3.97%
5Y*
0.10%
10Y*
1.56%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBTLX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.21%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VBTLX vs. USD=X — Risk / Return Rank

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

VBTLX
VBTLX Risk / Return Rank: 2121
Overall Rank
VBTLX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 1919
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 2020
Martin Ratio Rank

USD=X
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.

VBTLX vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) and USD Cash (USD=X). 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.


VBTLXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.78

Martin ratioReturn relative to average drawdown

5.33

VBTLX vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VBTLXUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

Drawdowns

VBTLX vs. USD=X - Drawdown Comparison

The maximum VBTLX drawdown since its inception was -18.81%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VBTLX and USD=X.


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Drawdown Indicators


VBTLXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-18.81%

0.00%

-18.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

0.00%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-6.00%

0.00%

-6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

0.00%

-18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

0.00%

-18.81%

Current Drawdown

Current decline from peak

-2.38%

0.00%

-2.38%

Average Drawdown

Average peak-to-trough decline

-2.67%

0.00%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.00%

+0.96%

Volatility

VBTLX vs. USD=X - Volatility Comparison

Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a higher volatility of 1.33% compared to USD Cash (USD=X) at 0.00%. This indicates that VBTLX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBTLXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.00%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

0.00%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

0.00%

+3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

0.00%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

0.00%

+4.98%

Frequently Asked Questions


VBTLX has higher volatility (1.33%) compared to USD=X (0.00%). In terms of maximum drawdown, VBTLX dropped -18.81% vs USD=X's 0.00%.

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