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VTABX vs. VCOBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTABX and VCOBX is 0.77, 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.


-0.50.00.51.00.8

Performance

VTABX vs. VCOBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Vanguard Core Bond Fund Admiral Shares (VCOBX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
1.48%
VTABX
VCOBX

Key characteristics

Sharpe Ratio

VTABX:

1.26

VCOBX:

0.49

Sortino Ratio

VTABX:

1.88

VCOBX:

0.72

Omega Ratio

VTABX:

1.21

VCOBX:

1.08

Calmar Ratio

VTABX:

0.51

VCOBX:

0.20

Martin Ratio

VTABX:

4.37

VCOBX:

1.44

Ulcer Index

VTABX:

1.04%

VCOBX:

1.76%

Daily Std Dev

VTABX:

3.58%

VCOBX:

5.18%

Max Drawdown

VTABX:

-16.16%

VCOBX:

-18.91%

Current Drawdown

VTABX:

-3.85%

VCOBX:

-8.66%

Returns By Period

In the year-to-date period, VTABX achieves a 3.95% return, which is significantly higher than VCOBX's 1.76% return.


VTABX

YTD

3.95%

1M

0.74%

6M

3.75%

1Y

4.11%

5Y*

0.11%

10Y*

1.97%

VCOBX

YTD

1.76%

1M

-0.39%

6M

1.31%

1Y

2.37%

5Y*

0.12%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTABX vs. VCOBX - Expense Ratio Comparison

VTABX has a 0.11% expense ratio, which is higher than VCOBX's 0.10% 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%.


VTABX
Vanguard Total International Bond Index Fund Admiral Shares
Expense ratio chart for VTABX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VCOBX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VTABX vs. VCOBX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for VTABX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.260.49
The chart of Sortino ratio for VTABX, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.0010.001.880.72
The chart of Omega ratio for VTABX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.08
The chart of Calmar ratio for VTABX, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.510.20
The chart of Martin ratio for VTABX, currently valued at 4.37, compared to the broader market0.0020.0040.0060.004.371.44
VTABX
VCOBX

The current VTABX Sharpe Ratio is 1.26, which is higher than the VCOBX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VTABX and VCOBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.26
0.49
VTABX
VCOBX

Dividends

VTABX vs. VCOBX - Dividend Comparison

VTABX's dividend yield for the trailing twelve months is around 4.74%, more than VCOBX's 4.27% yield.


TTM20232022202120202019201820172016201520142013
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.74%4.39%1.48%3.04%0.93%3.38%2.99%2.24%1.90%1.64%1.54%0.87%
VCOBX
Vanguard Core Bond Fund Admiral Shares
4.27%4.10%3.02%1.22%1.80%3.09%3.11%2.20%1.68%0.00%0.00%0.00%

Drawdowns

VTABX vs. VCOBX - Drawdown Comparison

The maximum VTABX drawdown since its inception was -16.16%, smaller than the maximum VCOBX drawdown of -18.91%. Use the drawdown chart below to compare losses from any high point for VTABX and VCOBX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-3.85%
-8.66%
VTABX
VCOBX

Volatility

VTABX vs. VCOBX - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) is 0.89%, while Vanguard Core Bond Fund Admiral Shares (VCOBX) has a volatility of 1.35%. This indicates that VTABX experiences smaller price fluctuations and is considered to be less risky than VCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
0.89%
1.35%
VTABX
VCOBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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