VCOBX vs. VFIAX
Compare and contrast key facts about Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
VCOBX is managed by Vanguard. It was launched on Mar 28, 2016. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCOBX or VFIAX.
Performance
VCOBX vs. VFIAX - Performance Comparison
Returns By Period
In the year-to-date period, VCOBX achieves a 2.22% return, which is significantly lower than VFIAX's 25.52% return.
VCOBX
2.22%
-0.73%
3.25%
6.97%
0.20%
N/A
VFIAX
25.52%
1.18%
12.20%
32.15%
15.54%
13.13%
Key characteristics
| VCOBX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 1.29 | 2.61 |
| Sortino Ratio | 1.90 | 3.49 |
| Omega Ratio | 1.23 | 1.48 |
| Calmar Ratio | 0.48 | 3.77 |
| Martin Ratio | 4.39 | 16.97 |
| Ulcer Index | 1.60% | 1.88% |
| Daily Std Dev | 5.46% | 12.24% |
| Max Drawdown | -18.91% | -55.20% |
| Current Drawdown | -8.25% | -1.35% |
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VCOBX vs. VFIAX - Expense Ratio Comparison
VCOBX has a 0.10% expense ratio, which is higher than VFIAX'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 VFIAX is -0.04. 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
VCOBX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
VCOBX's dividend yield for the trailing twelve months is around 4.61%, more than VFIAX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCOBX Vanguard Core Bond Fund Admiral Shares | 4.61% | 4.10% | 3.02% | 1.22% | 1.80% | 3.09% | 3.11% | 2.20% | 1.68% | 0.00% | 0.00% | 0.00% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VCOBX vs. VFIAX - Drawdown Comparison
The maximum VCOBX drawdown since its inception was -18.91%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VCOBX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
VCOBX vs. VFIAX - Volatility Comparison
The current volatility for Vanguard Core Bond Fund Admiral Shares (VCOBX) is 1.46%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.06%. This indicates that VCOBX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.