VCOBX vs. VBILX
Compare and contrast key facts about Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX).
VCOBX is managed by Vanguard. It was launched on Mar 28, 2016. VBILX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
VCOBX vs. VBILX - Performance Comparison
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VCOBX vs. VBILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCOBX Vanguard Core Bond Fund Admiral Shares | -0.05% | 7.73% | 2.21% | 6.39% | -13.13% | -1.51% | 10.41% | 9.64% | -0.85% | 3.89% |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | -0.66% | 8.57% | 1.54% | 6.09% | -13.59% | -2.36% | 9.82% | 10.20% | -0.15% | 3.86% |
Returns By Period
In the year-to-date period, VCOBX achieves a -0.05% return, which is significantly higher than VBILX's -0.66% return. Over the past 10 years, VCOBX has outperformed VBILX with an annualized return of 2.24%, while VBILX has yielded a comparatively lower 1.97% annualized return.
VCOBX
- 1D
- 0.22%
- 1M
- -1.42%
- YTD
- -0.05%
- 6M
- 0.75%
- 1Y
- 4.24%
- 3Y*
- 4.38%
- 5Y*
- 0.68%
- 10Y*
- 2.24%
VBILX
- 1D
- 0.29%
- 1M
- -1.88%
- YTD
- -0.66%
- 6M
- 0.19%
- 1Y
- 4.23%
- 3Y*
- 3.90%
- 5Y*
- 0.40%
- 10Y*
- 1.97%
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VCOBX vs. VBILX - Expense Ratio Comparison
VCOBX has a 0.10% expense ratio, which is higher than VBILX's 0.07% 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%.
Return for Risk
VCOBX vs. VBILX — Risk / Return Rank
VCOBX
VBILX
VCOBX vs. VBILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.
| VCOBX | VBILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.00 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.45 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.60 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.33 | 5.30 | +0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCOBX | VBILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.00 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.06 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.37 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.67 | -0.20 |
Correlation
The correlation between VCOBX and VBILX is 0.95, 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.
Dividends
VCOBX vs. VBILX - Dividend Comparison
VCOBX's dividend yield for the trailing twelve months is around 4.35%, more than VBILX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCOBX Vanguard Core Bond Fund Admiral Shares | 4.35% | 4.80% | 5.04% | 4.44% | 3.01% | 1.23% | 3.09% | 3.08% | 3.10% | 2.20% | 2.29% | 0.00% |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 3.78% | 4.01% | 3.80% | 3.09% | 1.99% | 3.39% | 2.94% | 2.73% | 2.87% | 2.73% | 3.06% | 3.09% |
Drawdowns
VCOBX vs. VBILX - Drawdown Comparison
The maximum VCOBX drawdown since its inception was -18.14%, smaller than the maximum VBILX drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for VCOBX and VBILX.
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Drawdown Indicators
| VCOBX | VBILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.14% | -19.26% | +1.12% |
Max Drawdown (1Y)Largest decline over 1 year | -2.70% | -3.18% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -18.03% | -19.15% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -18.14% | -19.26% | +1.12% |
Current DrawdownCurrent decline from peak | -1.88% | -2.43% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -3.16% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.96% | -0.06% |
Volatility
VCOBX vs. VBILX - Volatility Comparison
Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) have volatilities of 1.60% and 1.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCOBX | VBILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.62% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 2.75% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 4.59% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.75% | 6.36% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.74% | 5.35% | -0.61% |