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

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.


-0.50.00.51.0-0.2

Performance

VBTLX vs. VTI - 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 Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
86.97%
770.44%
VBTLX
VTI

Key characteristics

Sharpe Ratio

VBTLX:

0.25

VTI:

2.10

Sortino Ratio

VBTLX:

0.38

VTI:

2.80

Omega Ratio

VBTLX:

1.05

VTI:

1.39

Calmar Ratio

VBTLX:

0.10

VTI:

3.14

Martin Ratio

VBTLX:

0.69

VTI:

13.44

Ulcer Index

VBTLX:

1.95%

VTI:

2.00%

Daily Std Dev

VBTLX:

5.44%

VTI:

12.79%

Max Drawdown

VBTLX:

-19.05%

VTI:

-55.45%

Current Drawdown

VBTLX:

-9.74%

VTI:

-3.03%

Returns By Period

In the year-to-date period, VBTLX achieves a 0.84% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, VBTLX has underperformed VTI with an annualized return of 1.31%, while VTI has yielded a comparatively higher 12.52% annualized return.


VBTLX

YTD

0.84%

1M

-0.52%

6M

1.12%

1Y

1.45%

5Y*

-0.41%

10Y*

1.31%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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. 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%.


VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Expense ratio chart for VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for VBTLX, currently valued at 0.25, compared to the broader market-1.000.001.002.003.004.000.252.10
The chart of Sortino ratio for VBTLX, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.000.382.80
The chart of Omega ratio for VBTLX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.39
The chart of Calmar ratio for VBTLX, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.0014.000.103.14
The chart of Martin ratio for VBTLX, currently valued at 0.69, compared to the broader market0.0020.0040.0060.000.6913.44
VBTLX
VTI

The current VBTLX Sharpe Ratio is 0.25, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VBTLX and VTI, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.25
2.10
VBTLX
VTI

Dividends

VBTLX vs. VTI - Dividend Comparison

VBTLX's dividend yield for the trailing twelve months is around 3.34%, more than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.34%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
0.93%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.74%
-3.03%
VBTLX
VTI

Volatility

VBTLX vs. VTI - Volatility Comparison

The current volatility for Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) is 1.55%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.00%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.55%
4.00%
VBTLX
VTI
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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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