VCORX vs. MXBIX
Compare and contrast key facts about Vanguard Core Bond Fund Investor Shares (VCORX) and Great-West Bond Index Fund (MXBIX).
VCORX is managed by Vanguard. It was launched on Mar 28, 2016. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
VCORX vs. MXBIX - Performance Comparison
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VCORX vs. MXBIX - 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% |
MXBIX Great-West Bond Index Fund | -0.23% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
Returns By Period
In the year-to-date period, VCORX achieves a -0.29% return, which is significantly lower than MXBIX's -0.23% return. Over the past 10 years, VCORX has outperformed MXBIX with an annualized return of 2.20%, while MXBIX has yielded a comparatively lower 1.00% 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%
MXBIX
- 1D
- 0.54%
- 1M
- -2.04%
- YTD
- -0.23%
- 6M
- 0.60%
- 1Y
- 3.65%
- 3Y*
- 3.05%
- 5Y*
- -0.33%
- 10Y*
- 1.00%
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VCORX vs. MXBIX - Expense Ratio Comparison
VCORX has a 0.20% expense ratio, which is lower than MXBIX's 0.50% expense ratio.
Return for Risk
VCORX vs. MXBIX — Risk / Return Rank
VCORX
MXBIX
VCORX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) and Great-West Bond Index Fund (MXBIX). 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 | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.08 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.59 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.35 | +0.50 |
Martin ratioReturn relative to average drawdown | 5.65 | 3.92 | +1.73 |
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 | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.08 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | -0.06 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.21 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.09 | +0.38 |
Correlation
The correlation between VCORX and MXBIX 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. MXBIX - Dividend Comparison
VCORX's dividend yield for the trailing twelve months is around 4.27%, more than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% | 0.00% |
Drawdowns
VCORX vs. MXBIX - Drawdown Comparison
The maximum VCORX drawdown since its inception was -18.14%, smaller than the maximum MXBIX drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for VCORX and MXBIX.
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Drawdown Indicators
| VCORX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.14% | -19.74% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.77% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -18.70% | +0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -18.14% | -19.74% | +1.60% |
Current DrawdownCurrent decline from peak | -2.05% | -5.77% | +3.72% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -5.88% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.95% | -0.05% |
Volatility
VCORX vs. MXBIX - Volatility Comparison
Vanguard Core Bond Fund Investor Shares (VCORX) has a higher volatility of 1.64% compared to Great-West Bond Index Fund (MXBIX) at 1.56%. This indicates that VCORX's price experiences larger fluctuations and is considered to be riskier than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCORX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 1.56% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 2.52% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.26% | 4.44% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 6.02% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.79% | 4.92% | -0.13% |