VBTLX vs. VTI
Compare and contrast key facts about Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) and Vanguard Total Stock Market ETF (VTI).
VBTLX is managed by Vanguard. It was launched on Nov 12, 2001. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBTLX or VTI.
Performance
VBTLX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, VBTLX achieves a 1.37% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, VBTLX has underperformed VTI with an annualized return of 1.34%, while VTI has yielded a comparatively higher 12.67% annualized return.
VBTLX
1.37%
-0.73%
3.27%
6.22%
-0.35%
1.34%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| VBTLX | VTI | |
|---|---|---|
| Sharpe Ratio | 1.10 | 2.68 |
| Sortino Ratio | 1.64 | 3.57 |
| Omega Ratio | 1.20 | 1.49 |
| Calmar Ratio | 0.42 | 3.91 |
| Martin Ratio | 3.52 | 17.13 |
| Ulcer Index | 1.77% | 1.96% |
| Daily Std Dev | 5.64% | 12.51% |
| Max Drawdown | -19.05% | -55.45% |
| Current Drawdown | -9.27% | -0.84% |
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VBTLX vs. VTI - Expense Ratio Comparison
VBTLX has a 0.05% expense ratio, which is higher than VTI's 0.03% 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 VTI is -0.21. 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.
Risk-Adjusted Performance
VBTLX vs. VTI - 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 Stock Market ETF (VTI). 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. VTI - Dividend Comparison
VBTLX's dividend yield for the trailing twelve months is around 3.60%, more than VTI's 1.27% 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VBTLX vs. VTI - Drawdown Comparison
The maximum VBTLX drawdown since its inception was -19.05%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VBTLX and VTI. For additional features, visit the drawdowns tool.
Volatility
VBTLX vs. VTI - Volatility Comparison
The current volatility for Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) is 1.47%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that VBTLX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.