VCORX vs. DBLTX
Compare and contrast key facts about Vanguard Core Bond Fund Investor Shares (VCORX) and DoubleLine Total Return Bond Fund Class I (DBLTX).
VCORX is managed by Vanguard. It was launched on Mar 28, 2016. DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010.
Performance
VCORX vs. DBLTX - Performance Comparison
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VCORX vs. DBLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCORX Vanguard Core Bond Fund Investor Shares | -0.29% | 7.68% | 2.10% | 5.90% | -13.27% | -0.80% | 10.19% | 9.47% | -0.92% | 4.34% |
DBLTX DoubleLine Total Return Bond Fund Class I | -0.20% | 8.05% | 3.08% | 5.34% | -12.56% | 0.24% | 4.13% | 5.81% | 1.76% | 3.80% |
Returns By Period
In the year-to-date period, VCORX achieves a -0.29% return, which is significantly lower than DBLTX's -0.20% return. Over the past 10 years, VCORX has outperformed DBLTX with an annualized return of 2.20%, while DBLTX has yielded a comparatively lower 1.83% annualized return.
VCORX
- 1D
- 0.56%
- 1M
- -2.05%
- YTD
- -0.29%
- 6M
- 0.77%
- 1Y
- 4.32%
- 3Y*
- 4.10%
- 5Y*
- 0.55%
- 10Y*
- 2.20%
DBLTX
- 1D
- 0.57%
- 1M
- -2.21%
- YTD
- -0.20%
- 6M
- 1.11%
- 1Y
- 4.50%
- 3Y*
- 4.26%
- 5Y*
- 0.83%
- 10Y*
- 1.83%
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VCORX vs. DBLTX - Expense Ratio Comparison
VCORX has a 0.20% expense ratio, which is lower than DBLTX's 0.50% expense ratio.
Return for Risk
VCORX vs. DBLTX — Risk / Return Rank
VCORX
DBLTX
VCORX vs. DBLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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 | DBLTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.12 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.62 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.84 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.65 | 5.47 | +0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCORX | DBLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.12 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.15 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.42 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.92 | -0.45 |
Correlation
The correlation between VCORX and DBLTX is 0.91, 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.
Dividends
VCORX vs. DBLTX - Dividend Comparison
VCORX's dividend yield for the trailing twelve months is around 4.27%, less than DBLTX's 4.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCORX Vanguard Core Bond Fund Investor Shares | 4.27% | 4.70% | 4.93% | 3.99% | 2.90% | 1.91% | 2.95% | 2.93% | 2.98% | 2.62% | 2.20% | 0.00% |
DBLTX DoubleLine Total Return Bond Fund Class I | 4.43% | 4.86% | 5.03% | 4.35% | 3.86% | 3.12% | 3.39% | 3.66% | 3.74% | 3.65% | 3.72% | 4.11% |
Drawdowns
VCORX vs. DBLTX - Drawdown Comparison
The maximum VCORX drawdown since its inception was -18.14%, which is greater than DBLTX's maximum drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for VCORX and DBLTX.
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Drawdown Indicators
| VCORX | DBLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.14% | -16.49% | -1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.88% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -16.49% | -1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -18.14% | -16.49% | -1.65% |
Current DrawdownCurrent decline from peak | -2.05% | -2.21% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -2.38% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.97% | -0.07% |
Volatility
VCORX vs. DBLTX - Volatility Comparison
The current volatility for Vanguard Core Bond Fund Investor Shares (VCORX) is 1.64%, while DoubleLine Total Return Bond Fund Class I (DBLTX) has a volatility of 1.74%. This indicates that VCORX experiences smaller price fluctuations and is considered to be less risky than DBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCORX | DBLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 1.74% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 2.64% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.26% | 4.23% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 5.56% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.79% | 4.38% | +0.41% |