VCOBX vs. BSV
Compare and contrast key facts about Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard Short-Term Bond ETF (BSV).
VCOBX is managed by Vanguard. It was launched on Mar 28, 2016. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCOBX or BSV.
Performance
VCOBX vs. BSV - Performance Comparison
Returns By Period
In the year-to-date period, VCOBX achieves a 2.33% return, which is significantly lower than BSV's 3.34% return.
VCOBX
2.33%
-1.22%
3.25%
7.15%
0.22%
N/A
BSV
3.34%
-0.51%
3.08%
5.65%
1.24%
1.57%
Key characteristics
| VCOBX | BSV | |
|---|---|---|
| Sharpe Ratio | 1.35 | 2.23 |
| Sortino Ratio | 2.00 | 3.42 |
| Omega Ratio | 1.24 | 1.43 |
| Calmar Ratio | 0.51 | 1.36 |
| Martin Ratio | 4.66 | 9.29 |
| Ulcer Index | 1.59% | 0.61% |
| Daily Std Dev | 5.46% | 2.54% |
| Max Drawdown | -18.91% | -8.54% |
| Current Drawdown | -8.15% | -1.28% |
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VCOBX vs. BSV - Expense Ratio Comparison
VCOBX has a 0.10% expense ratio, which is higher than BSV's 0.04% 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 VCOBX and BSV is 0.82, 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.
Risk-Adjusted Performance
VCOBX vs. BSV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard Short-Term Bond ETF (BSV). 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
VCOBX vs. BSV - Dividend Comparison
VCOBX's dividend yield for the trailing twelve months is around 4.60%, more than BSV's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCOBX Vanguard Core Bond Fund Admiral Shares | 4.60% | 4.10% | 3.02% | 1.22% | 1.80% | 3.09% | 3.11% | 2.20% | 1.68% | 0.00% | 0.00% | 0.00% |
BSV Vanguard Short-Term Bond ETF | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
Drawdowns
VCOBX vs. BSV - Drawdown Comparison
The maximum VCOBX drawdown since its inception was -18.91%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for VCOBX and BSV. For additional features, visit the drawdowns tool.
Volatility
VCOBX vs. BSV - Volatility Comparison
Vanguard Core Bond Fund Admiral Shares (VCOBX) has a higher volatility of 1.46% compared to Vanguard Short-Term Bond ETF (BSV) at 0.55%. This indicates that VCOBX's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.