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VCORX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VCORXBND
YTD Return2.76%2.40%
1Y Return9.58%8.91%
3Y Return (Ann)-2.20%-2.38%
5Y Return (Ann)0.39%0.01%
Sharpe Ratio1.521.38
Sortino Ratio2.262.03
Omega Ratio1.271.24
Calmar Ratio0.540.51
Martin Ratio5.724.99
Ulcer Index1.52%1.62%
Daily Std Dev5.72%5.85%
Max Drawdown-19.06%-18.84%
Current Drawdown-8.01%-8.44%

Correlation

-0.50.00.51.00.9

The correlation between VCORX and BND is 0.94, 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.

Performance

VCORX vs. BND - Performance Comparison

In the year-to-date period, VCORX achieves a 2.76% return, which is significantly higher than BND's 2.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
13.34%
12.38%
VCORX
BND

Compare stocks, funds, or ETFs

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


VCORX vs. BND - Expense Ratio Comparison

VCORX has a 0.20% expense ratio, which is higher than BND's 0.03% 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%.


VCORX
Vanguard Core Bond Fund Investor Shares
Expense ratio chart for VCORX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VCORX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Total Bond Market ETF (BND). 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.


VCORX
Sharpe ratio
The chart of Sharpe ratio for VCORX, currently valued at 1.52, compared to the broader market0.002.004.001.52
Sortino ratio
The chart of Sortino ratio for VCORX, currently valued at 2.26, compared to the broader market0.005.0010.002.26
Omega ratio
The chart of Omega ratio for VCORX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VCORX, currently valued at 0.54, compared to the broader market0.005.0010.0015.0020.000.54
Martin ratio
The chart of Martin ratio for VCORX, currently valued at 5.72, compared to the broader market0.0020.0040.0060.0080.00100.005.72
BND
Sharpe ratio
The chart of Sharpe ratio for BND, currently valued at 1.38, compared to the broader market0.002.004.001.38
Sortino ratio
The chart of Sortino ratio for BND, currently valued at 2.03, compared to the broader market0.005.0010.002.03
Omega ratio
The chart of Omega ratio for BND, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for BND, currently valued at 0.51, compared to the broader market0.005.0010.0015.0020.000.51
Martin ratio
The chart of Martin ratio for BND, currently valued at 4.99, compared to the broader market0.0020.0040.0060.0080.00100.004.99

VCORX vs. BND - Sharpe Ratio Comparison

The current VCORX Sharpe Ratio is 1.52, which is comparable to the BND Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VCORX and BND, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.52
1.38
VCORX
BND

Dividends

VCORX vs. BND - Dividend Comparison

VCORX's dividend yield for the trailing twelve months is around 4.47%, more than BND's 3.55% yield.


TTM20232022202120202019201820172016201520142013
VCORX
Vanguard Core Bond Fund Investor Shares
4.47%3.99%2.91%1.11%1.65%2.92%2.99%2.09%1.59%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.55%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

VCORX vs. BND - Drawdown Comparison

The maximum VCORX drawdown since its inception was -19.06%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VCORX and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%JuneJulyAugustSeptemberOctoberNovember
-8.01%
-8.44%
VCORX
BND

Volatility

VCORX vs. BND - Volatility Comparison

Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.63% and 1.67%, 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.


1.00%1.20%1.40%1.60%1.80%JuneJulyAugustSeptemberOctoberNovember
1.63%
1.67%
VCORX
BND