PortfoliosLab logo
VBTLX vs. VTABX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBTLX and VTABX is -0.04. 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.


Performance

VBTLX vs. VTABX - 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 Total International Bond Index Fund Admiral Shares (VTABX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VBTLX:

0.86

VTABX:

1.38

Sortino Ratio

VBTLX:

1.23

VTABX:

1.97

Omega Ratio

VBTLX:

1.15

VTABX:

1.24

Calmar Ratio

VBTLX:

0.34

VTABX:

0.51

Martin Ratio

VBTLX:

2.08

VTABX:

5.92

Ulcer Index

VBTLX:

2.10%

VTABX:

0.81%

Daily Std Dev

VBTLX:

5.35%

VTABX:

3.59%

Max Drawdown

VBTLX:

-19.05%

VTABX:

-16.82%

Current Drawdown

VBTLX:

-8.19%

VTABX:

-4.41%

Returns By Period

In the year-to-date period, VBTLX achieves a 1.28% return, which is significantly higher than VTABX's 0.42% return. Over the past 10 years, VBTLX has underperformed VTABX with an annualized return of 1.34%, while VTABX has yielded a comparatively higher 1.85% annualized return.


VBTLX

YTD

1.28%

1M

-0.31%

6M

1.19%

1Y

4.26%

5Y*

-1.08%

10Y*

1.34%

VTABX

YTD

0.42%

1M

-0.15%

6M

1.30%

1Y

4.92%

5Y*

-0.26%

10Y*

1.85%

*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. VTABX - Expense Ratio Comparison

VBTLX has a 0.05% expense ratio, which is lower than VTABX's 0.11% 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%.


Risk-Adjusted Performance

VBTLX vs. VTABX — 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 6464
Overall Rank
The Sharpe Ratio Rank of VBTLX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of VBTLX is 5858
Martin Ratio Rank

VTABX
The Risk-Adjusted Performance Rank of VTABX is 8282
Overall Rank
The Sharpe Ratio Rank of VTABX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VTABX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VTABX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VTABX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VTABX is 8989
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. VTABX - 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 Total International Bond Index Fund Admiral Shares (VTABX). 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 current VBTLX Sharpe Ratio is 0.86, which is lower than the VTABX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VBTLX and VTABX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

VBTLX vs. VTABX - Dividend Comparison

VBTLX's dividend yield for the trailing twelve months is around 3.78%, less than VTABX's 4.29% yield.


TTM20242023202220212020201920182017201620152014
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.78%3.67%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.29%4.15%4.39%1.48%3.04%0.93%3.38%2.99%2.24%1.90%1.64%1.54%

Drawdowns

VBTLX vs. VTABX - Drawdown Comparison

The maximum VBTLX drawdown since its inception was -19.05%, which is greater than VTABX's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for VBTLX and VTABX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

VBTLX vs. VTABX - Volatility Comparison

Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a higher volatility of 1.55% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 0.98%. This indicates that VBTLX's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...