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

Correlation

The correlation between VBTLX and VBILX 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VBTLX vs. VBILX - 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 Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). The values are adjusted to include any dividend payments, if applicable.

90.00%95.00%100.00%105.00%110.00%NovemberDecember2025FebruaryMarchApril
94.77%
111.70%
VBTLX
VBILX

Key characteristics

Sharpe Ratio

VBTLX:

0.92

VBILX:

1.01

Sortino Ratio

VBTLX:

1.38

VBILX:

1.50

Omega Ratio

VBTLX:

1.16

VBILX:

1.18

Calmar Ratio

VBTLX:

0.36

VBILX:

0.36

Martin Ratio

VBTLX:

2.35

VBILX:

2.49

Ulcer Index

VBTLX:

2.07%

VBILX:

2.21%

Daily Std Dev

VBTLX:

5.28%

VBILX:

5.48%

Max Drawdown

VBTLX:

-18.68%

VBILX:

-20.65%

Current Drawdown

VBTLX:

-6.49%

VBILX:

-7.89%

Returns By Period

In the year-to-date period, VBTLX achieves a 2.75% return, which is significantly lower than VBILX's 3.13% return. Over the past 10 years, VBTLX has underperformed VBILX with an annualized return of 1.43%, while VBILX has yielded a comparatively higher 1.53% annualized return.


VBTLX

YTD

2.75%

1M

0.00%

6M

-0.67%

1Y

5.64%

5Y*

-0.46%

10Y*

1.43%

VBILX

YTD

3.13%

1M

0.29%

6M

-0.65%

1Y

6.24%

5Y*

-0.40%

10Y*

1.53%

*Annualized

Compare stocks, funds, or ETFs

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


VBTLX vs. VBILX - Expense Ratio Comparison

VBTLX has a 0.05% expense ratio, which is lower than VBILX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
Expense ratio chart for VBILX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBILX: 0.07%
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%

Risk-Adjusted Performance

VBTLX vs. VBILX — 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 7373
Overall Rank
The Sharpe Ratio Rank of VBTLX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VBTLX is 6868
Martin Ratio Rank

VBILX
The Risk-Adjusted Performance Rank of VBILX is 7575
Overall Rank
The Sharpe Ratio Rank of VBILX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VBILX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VBILX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VBILX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VBILX is 7070
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. VBILX - 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 Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.


Sharpe ratio
The chart of Sharpe ratio for VBTLX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.00
VBTLX: 0.92
VBILX: 1.01
The chart of Sortino ratio for VBTLX, currently valued at 1.38, compared to the broader market0.002.004.006.008.00
VBTLX: 1.38
VBILX: 1.50
The chart of Omega ratio for VBTLX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.50
VBTLX: 1.16
VBILX: 1.18
The chart of Calmar ratio for VBTLX, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.00
VBTLX: 0.36
VBILX: 0.36
The chart of Martin ratio for VBTLX, currently valued at 2.35, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
VBTLX: 2.35
VBILX: 2.49

The current VBTLX Sharpe Ratio is 0.92, which is comparable to the VBILX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VBTLX and VBILX, 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
0.92
1.01
VBTLX
VBILX

Dividends

VBTLX vs. VBILX - Dividend Comparison

VBTLX's dividend yield for the trailing twelve months is around 3.37%, less than VBILX's 3.47% yield.


TTM20242023202220212020201920182017201620152014
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.37%3.69%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.47%3.80%3.09%2.36%1.93%2.23%2.74%2.87%2.65%2.66%2.74%2.84%

Drawdowns

VBTLX vs. VBILX - Drawdown Comparison

The maximum VBTLX drawdown since its inception was -18.68%, smaller than the maximum VBILX drawdown of -20.65%. Use the drawdown chart below to compare losses from any high point for VBTLX and VBILX. For additional features, visit the drawdowns tool.


-12.00%-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%NovemberDecember2025FebruaryMarchApril
-6.49%
-7.89%
VBTLX
VBILX

Volatility

VBTLX vs. VBILX - Volatility Comparison

The current volatility for Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) is 1.25%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.35%. This indicates that VBTLX experiences smaller price fluctuations and is considered to be less risky than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%NovemberDecember2025FebruaryMarchApril
1.25%
1.35%
VBTLX
VBILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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