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VBU.NEO vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBU.NEO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VBU.NEO is traded in CAD, while VOO is traded in USD. To make them comparable, the VOO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VBU.NEO achieves a -2.27% return, which is significantly lower than VOO's 12.66% return. Over the past 10 years, VBU.NEO has underperformed VOO with an annualized return of -0.19%, while VOO has yielded a comparatively higher 16.44% annualized return.


VBU.NEO

1D
-0.19%
1M
-0.19%
YTD
-2.27%
6M
-2.80%
1Y
-0.52%
3Y*
-0.50%
5Y*
-2.73%
10Y*
-0.19%

VOO

1D
0.00%
1M
7.45%
YTD
12.66%
6M
10.84%
1Y
30.08%
3Y*
23.99%
5Y*
17.22%
10Y*
16.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBU.NEO vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
-2.27%1.31%-2.90%4.56%-13.69%-2.10%7.24%7.76%-1.05%3.47%
VOO
Vanguard S&P 500 ETF
12.32%12.42%35.71%23.54%-12.34%27.63%16.32%24.91%3.60%14.02%

Correlation

The correlation between VBU.NEO and VOO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2014

-0.03

The correlation between VBU.NEO and VOO shifts across timeframes, from -0.03 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VBU.NEO vs. VOO — Risk / Return Rank

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

VBU.NEO
VBU.NEO Risk / Return Rank: 77
Overall Rank
VBU.NEO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VBU.NEO Sortino Ratio Rank: 77
Sortino Ratio Rank
VBU.NEO Omega Ratio Rank: 77
Omega Ratio Rank
VBU.NEO Calmar Ratio Rank: 88
Calmar Ratio Rank
VBU.NEO Martin Ratio Rank: 88
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
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.

VBU.NEO vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and Vanguard S&P 500 ETF (VOO). 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.


VBU.NEOVOODifference
Sharpe ratioReturn per unit of total volatility

-2.71

Sortino ratioReturn per unit of downside risk

-3.60

Omega ratioGain probability vs. loss probability

0.98

1.50

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.11

3.51

-3.62

Martin ratioReturn relative to average drawdown

-0.30

13.34

-13.65

VBU.NEO vs. VOO - Sharpe Ratio Comparison

The current VBU.NEO Sharpe Ratio is -0.11, which is lower than the VOO Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of VBU.NEO and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VBU.NEOVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

2.60

-2.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

1.16

-1.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

1.01

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

1.15

-1.08

Drawdowns

VBU.NEO vs. VOO - Drawdown Comparison

The maximum VBU.NEO drawdown since its inception was -19.38%, smaller than the maximum VOO drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for VBU.NEO and VOO.


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Drawdown Indicators


VBU.NEOVOODifference

Max Drawdown

Largest peak-to-trough decline

-19.38%

-27.65%

+8.27%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-8.62%

+4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

-18.93%

+12.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.46%

-22.08%

+3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-19.38%

-27.65%

+8.27%

Current Drawdown

Current decline from peak

-15.59%

0.00%

-15.59%

Average Drawdown

Average peak-to-trough decline

-6.05%

-3.24%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.26%

-0.54%

Volatility

VBU.NEO vs. VOO - Volatility Comparison

The current volatility for Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) is 2.45%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.60%. This indicates that VBU.NEO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBU.NEOVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

2.60%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

8.79%

-5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.79%

11.64%

-6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

14.91%

-8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

16.28%

-10.31%

VBU.NEO vs. VOO - Expense Ratio Comparison

VBU.NEO has a 0.22% expense ratio, which is higher than VOO'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%.


Dividends

VBU.NEO vs. VOO - Dividend Comparison

VBU.NEO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
0.00%0.00%0.24%2.72%2.31%1.83%2.14%2.36%2.28%2.20%2.19%2.18%
VOO
Vanguard S&P 500 ETF
1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


VBU.NEO and VOO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.22% for VBU.NEO.

VBU.NEO is categorized as Total Bond Market, while VOO is S&P 500. VBU.NEO tracks Bloomberg U.S. Aggregate Float Adjusted Bond Index (CAD Hedged), while VOO tracks S&P 500 Index. Their fees differ too: 0.22% for VBU.NEO and 0.03% for VOO.

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