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VCOBX vs. VSTCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VCOBX vs. VSTCX

Last updated Jun 5, 2026

VCOBX (Vanguard Core Bond Fund Admiral Shares) and VSTCX (Vanguard Strategic Small-Cap Equity Fund) are both mutual funds - VCOBX is a Total Bond Market fund managed by Vanguard, while VSTCX is a Small Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VCOBX returned 2.17%/yr vs 12.59%/yr for VSTCX. At a correlation of -0.04, they often move in opposite directions. VCOBX charges 0.10%/yr vs 0.26%/yr for VSTCX.

Performance

VCOBX vs. VSTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCOBX achieves a 0.43% return, which is significantly lower than VSTCX's 16.97% return. Over the past 10 years, VCOBX has underperformed VSTCX with an annualized return of 2.17%, while VSTCX has yielded a comparatively higher 12.59% annualized return.

VCOBX

1D
-0.17%
1M
0.16%
YTD
0.43%
6M
0.52%
1Y
4.91%
3Y*
4.84%
5Y*
0.55%
10Y*
2.17%

VSTCX

1D
-1.06%
1M
0.94%
YTD
16.97%
6M
16.94%
1Y
40.92%
3Y*
21.70%
5Y*
11.59%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCOBX vs. VSTCX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VCOBX
Vanguard Core Bond Fund Admiral Shares		0.43%7.73%2.21%6.39%-13.13%-1.51%10.41%9.64%-0.85%3.89%
VSTCX
Vanguard Strategic Small-Cap Equity Fund		16.97%15.20%15.40%21.34%-13.00%33.53%8.38%22.18%-11.87%9.21%

Correlation

The correlation between VCOBX and VSTCX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.28

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

0.23

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

0.13

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2016

-0.04

The correlation between VCOBX and VSTCX shifts across timeframes, from -0.04 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

VCOBX vs. VSTCX - Sectors Allocation Comparison

Sectors
VCOBX
VSTCX

Financial Services

1.0%
18.3%

Technology

0.1%
14.9%

Energy

0.0%
6.2%

Real Estate

0.0%
6.5%

Basic Materials

-

5.2%

Communication Services

-

2.4%

Consumer Cyclical

-

11.1%

Consumer Defensive

-

3.0%

Healthcare

-

14.1%

Industrials

-

16.1%

Utilities

-

2.3%

Financial Services

VCOBX
1.0%
VSTCX
18.3%

Technology

VCOBX
0.1%
VSTCX
14.9%

Energy

VCOBX
0.0%
VSTCX
6.2%

Real Estate

VCOBX
0.0%
VSTCX
6.5%

Basic Materials

VCOBX

-

VSTCX
5.2%

Communication Services

VCOBX

-

VSTCX
2.4%

Consumer Cyclical

VCOBX

-

VSTCX
11.1%

Consumer Defensive

VCOBX

-

VSTCX
3.0%

Healthcare

VCOBX

-

VSTCX
14.1%

Industrials

VCOBX

-

VSTCX
16.1%

Utilities

VCOBX

-

VSTCX
2.3%

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Vanguard Core Bond Fund Admiral Shares

Vanguard Strategic Small-Cap Equity Fund

Often compared with VCOBX:
VCOBX vs. BNDVCOBX vs. VBTLXVCOBX vs. VCRBVCOBX vs. VCPAXVCOBX vs. VBILXVCOBX vs. BNDXVCOBX vs. VICSX
Often compared with VSTCX:
VSTCX vs. VPMAXVSTCX vs. OBMCXVSTCX vs. AVUVVSTCX vs. VSGAXVSTCX vs. VOOVSTCX vs. VFIAXVSTCX vs. VEIRX

Return for Risk

VCOBX vs. VSTCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VCOBX
VCOBX Risk / Return Rank: 2828
Overall Rank
VCOBX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VCOBX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VCOBX Omega Ratio Rank: 2727
Omega Ratio Rank
VCOBX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VCOBX Martin Ratio Rank: 2626
Martin Ratio Rank
VSTCX
VSTCX Risk / Return Rank: 7171
Overall Rank
VSTCX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VSTCX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VSTCX Omega Ratio Rank: 5252
Omega Ratio Rank
VSTCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VSTCX Martin Ratio Rank: 8989
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.

VCOBX vs. VSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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.

VCOBXVSTCXDifference
Sharpe ratioReturn per unit of total volatility
1.52
2.31

-0.79

Sortino ratioReturn per unit of downside risk
2.26
3.23

-0.97

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.12

Calmar ratioReturn relative to maximum drawdown

2.13

5.01

-2.88

Martin ratioReturn relative to average drawdown

6.33

17.65

-11.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCOBX vs. VSTCX - Sharpe Ratio Comparison

The current VCOBX Sharpe Ratio is 1.52, which is lower than the VSTCX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of VCOBX and VSTCX, 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

VCOBXVSTCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.31

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.53

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.54

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.38

+0.10

Drawdowns

VCOBX vs. VSTCX - Drawdown Comparison

The maximum VCOBX drawdown since its inception was -18.14%, smaller than the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for VCOBX and VSTCX.

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Drawdown Indicators

VCOBXVSTCXDifference

Max Drawdown

Largest peak-to-trough decline

-18.14%

-62.50%

+44.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-8.08%

+5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-5.63%

-27.47%

+21.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.03%

-27.47%

+9.44%

Max Drawdown (10Y)

Largest decline over 10 years

-18.14%

-48.08%

+29.94%

Current Drawdown

Current decline from peak

-1.41%

-1.06%

-0.35%

Average Drawdown

Average peak-to-trough decline

-4.18%

-10.65%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.29%

-1.41%

Volatility

VCOBX vs. VSTCX - Volatility Comparison

The current volatility for Vanguard Core Bond Fund Admiral Shares (VCOBX) is 1.29%, while Vanguard Strategic Small-Cap Equity Fund (VSTCX) has a volatility of 4.60%. This indicates that VCOBX experiences smaller price fluctuations and is considered to be less risky than VSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VCOBXVSTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

4.60%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

12.01%

-9.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

17.62%

-13.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

21.99%

-16.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

23.47%

-18.71%

VCOBX vs. VSTCX - Expense Ratio Comparison

VCOBX has a 0.10% expense ratio, which is lower than VSTCX's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VCOBX vs. VSTCX - Dividend Comparison

VCOBX's dividend yield for the trailing twelve months is around 4.74%, less than VSTCX's 6.45% yield.

PositionTTM20252024202320222021202020192018201720162015
VCOBX
Vanguard Core Bond Fund Admiral Shares		4.74%4.80%5.04%4.44%3.01%1.23%3.09%3.08%3.10%2.20%2.29%0.00%
VSTCX
Vanguard Strategic Small-Cap Equity Fund		6.45%7.55%9.66%2.50%7.44%19.92%1.24%4.14%11.74%5.76%1.35%2.33%

Frequently Asked Questions

VCOBX and VSTCX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSTCX has higher volatility (4.60%) compared to VCOBX (1.29%). In terms of maximum drawdown, VCOBX dropped -18.14% vs VSTCX's -62.50%.

VSTCX currently has the higher Sharpe Ratio (2.31 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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