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VCOBX vs. VTSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VCOBX vs. VTSAX

Last updated Jun 4, 2026

VCOBX (Vanguard Core Bond Fund Admiral Shares) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VCOBX is a Total Bond Market fund managed by Vanguard, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VCOBX returned 2.19%/yr vs 15.12%/yr for VTSAX. At a correlation of -0.01, they often move in opposite directions. VCOBX charges 0.10%/yr vs 0.04%/yr for VTSAX.

Performance

VCOBX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 0.60% return, which is significantly lower than VTSAX's 11.98% return. Over the past 10 years, VCOBX has underperformed VTSAX with an annualized return of 2.19%, while VTSAX has yielded a comparatively higher 15.12% annualized return.

VCOBX

1D
0.00%
1M
0.56%
YTD
0.60%
6M
0.47%
1Y
5.73%
3Y*
4.90%
5Y*
0.65%
10Y*
2.19%

VTSAX

1D
0.24%
1M
5.76%
YTD
11.98%
6M
11.87%
1Y
29.09%
3Y*
22.34%
5Y*
13.04%
10Y*
15.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCOBX vs. VTSAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VCOBX
Vanguard Core Bond Fund Admiral Shares		0.60%7.73%2.21%6.39%-13.13%-1.51%10.41%9.64%-0.85%3.89%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		11.98%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Correlation

The correlation between VCOBX and VTSAX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.23

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

0.16

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

-0.00

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

-0.01

The correlation between VCOBX and VTSAX shifts across timeframes, from -0.01 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

VCOBX vs. VTSAX - Sectors Allocation Comparison

Sectors
VCOBX
VTSAX

Financial Services

1.0%
11.9%

Technology

0.1%
33.3%

Energy

0.0%
3.8%

Real Estate

0.0%
2.4%

Basic Materials

-

2.0%

Communication Services

-

10.1%

Consumer Cyclical

-

9.8%

Consumer Defensive

-

4.7%

Healthcare

-

9.1%

Industrials

-

9.5%

Utilities

-

2.7%

Financial Services

VCOBX
1.0%
VTSAX
11.9%

Technology

VCOBX
0.1%
VTSAX
33.3%

Energy

VCOBX
0.0%
VTSAX
3.8%

Real Estate

VCOBX
0.0%
VTSAX
2.4%

Basic Materials

VCOBX

-

VTSAX
2.0%

Communication Services

VCOBX

-

VTSAX
10.1%

Consumer Cyclical

VCOBX

-

VTSAX
9.8%

Consumer Defensive

VCOBX

-

VTSAX
4.7%

Healthcare

VCOBX

-

VTSAX
9.1%

Industrials

VCOBX

-

VTSAX
9.5%

Utilities

VCOBX

-

VTSAX
2.7%

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Vanguard Core Bond Fund Admiral Shares

Vanguard Total Stock Market Index Fund Admiral Shares

Often compared with VCOBX:
VCOBX vs. BNDVCOBX vs. VBTLXVCOBX vs. VCRBVCOBX vs. VCPAXVCOBX vs. VBILXVCOBX vs. BNDXVCOBX vs. VICSX
Often compared with VTSAX:
VTSAX vs. VOOVTSAX vs. VTIAXVTSAX vs. SWTSXVTSAX vs. FSKAXVTSAX vs. VTIVTSAX vs. SPYVTSAX vs. VTWAX

Return for Risk

VCOBX vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VCOBX
VCOBX Risk / Return Rank: 3131
Overall Rank
VCOBX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VCOBX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VCOBX Omega Ratio Rank: 3030
Omega Ratio Rank
VCOBX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VCOBX Martin Ratio Rank: 2727
Martin Ratio Rank
VTSAX
VTSAX Risk / Return Rank: 7171
Overall Rank
VTSAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 6363
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 8383
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. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Admiral Shares (VCOBX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

VCOBXVTSAXDifference
Sharpe ratioReturn per unit of total volatility
1.57
2.47

-0.90

Sortino ratioReturn per unit of downside risk
2.34
3.36

-1.03

Omega ratioGain probability vs. loss probability

1.29

1.44

-0.16

Calmar ratioReturn relative to maximum drawdown

2.20

3.37

-1.17

Martin ratioReturn relative to average drawdown

6.56

15.56

-9.00

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. VTSAX - Sharpe Ratio Comparison

The current VCOBX Sharpe Ratio is 1.57, which is lower than the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VCOBX and VTSAX, 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

VCOBXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.47

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.76

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.82

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.47

+0.01

Drawdowns

VCOBX vs. VTSAX - Drawdown Comparison

The maximum VCOBX drawdown since its inception was -18.14%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VCOBX and VTSAX.

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Drawdown Indicators

VCOBXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.14%

-55.33%

+37.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-8.92%

+6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-5.63%

-19.36%

+13.73%

Max Drawdown (5Y)

Largest decline over 5 years

-18.03%

-25.36%

+7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-18.14%

-34.97%

+16.83%

Current Drawdown

Current decline from peak

-1.25%

0.00%

-1.25%

Average Drawdown

Average peak-to-trough decline

-4.18%

-9.01%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.93%

-1.05%

Volatility

VCOBX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Core Bond Fund Admiral Shares (VCOBX) is 1.33%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 2.95%. This indicates that VCOBX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VCOBXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

2.95%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

9.19%

-6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

12.19%

-8.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

17.36%

-11.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

18.41%

-13.65%

VCOBX vs. VTSAX - Expense Ratio Comparison

VCOBX has a 0.10% expense ratio, which is higher than VTSAX'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%.

Dividends

VCOBX vs. VTSAX - Dividend Comparison

VCOBX's dividend yield for the trailing twelve months is around 4.73%, more than VTSAX's 1.00% yield.

PositionTTM20252024202320222021202020192018201720162015
VCOBX
Vanguard Core Bond Fund Admiral Shares		4.73%4.80%5.04%4.44%3.01%1.23%3.09%3.08%3.10%2.20%2.29%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		1.00%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions

VCOBX and VTSAX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTSAX has higher volatility (2.95%) compared to VCOBX (1.33%). In terms of maximum drawdown, VCOBX dropped -18.14% vs VTSAX's -55.33%.

VTSAX currently has the higher Sharpe Ratio (2.47 vs 1.57), 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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