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VCORX vs. VBILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCORX vs. VBILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). The values are adjusted to include any dividend payments, if applicable.

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VCORX vs. VBILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
-0.94%8.57%1.54%6.09%-13.59%-2.36%9.82%10.20%-0.15%3.86%

Returns By Period

In the year-to-date period, VCORX achieves a -0.29% return, which is significantly higher than VBILX's -0.94% return. Over the past 10 years, VCORX has outperformed VBILX with an annualized return of 2.20%, while VBILX has yielded a comparatively lower 1.94% 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%

VBILX

1D
0.48%
1M
-2.72%
YTD
-0.94%
6M
0.18%
1Y
4.23%
3Y*
3.80%
5Y*
0.40%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCORX vs. VBILX - Expense Ratio Comparison

VCORX has a 0.20% expense ratio, which is higher than VBILX's 0.07% 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%.


Return for Risk

VCORX vs. VBILX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VCORX
VCORX Risk / Return Rank: 6161
Overall Rank
VCORX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VCORX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VCORX Omega Ratio Rank: 4747
Omega Ratio Rank
VCORX Calmar Ratio Rank: 7878
Calmar Ratio Rank
VCORX Martin Ratio Rank: 5959
Martin Ratio Rank

VBILX
VBILX Risk / Return Rank: 6060
Overall Rank
VBILX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VBILX Sortino Ratio Rank: 6161
Sortino Ratio Rank
VBILX Omega Ratio Rank: 4444
Omega Ratio Rank
VBILX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VBILX Martin Ratio Rank: 6060
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.

VCORX vs. VBILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.


VCORXVBILXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.05

+0.01

Sortino ratio

Return per unit of downside risk

1.53

1.53

0.00

Omega ratio

Gain probability vs. loss probability

1.19

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.85

1.70

+0.15

Martin ratio

Return relative to average drawdown

5.65

5.69

-0.04

VCORX vs. VBILX - Sharpe Ratio Comparison

The current VCORX Sharpe Ratio is 1.06, which is comparable to the VBILX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VCORX and VBILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VCORXVBILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.05

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.06

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.36

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.67

-0.21

Correlation

The correlation between VCORX and VBILX 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.


Dividends

VCORX vs. VBILX - Dividend Comparison

VCORX's dividend yield for the trailing twelve months is around 4.27%, more than VBILX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
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%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.79%4.01%3.80%3.09%1.99%3.39%2.94%2.73%2.87%2.73%3.06%3.09%

Drawdowns

VCORX vs. VBILX - Drawdown Comparison

The maximum VCORX drawdown since its inception was -18.14%, smaller than the maximum VBILX drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for VCORX and VBILX.


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Drawdown Indicators


VCORXVBILXDifference

Max Drawdown

Largest peak-to-trough decline

-18.14%

-19.26%

+1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-3.18%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-19.15%

+1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-18.14%

-19.26%

+1.12%

Current Drawdown

Current decline from peak

-2.05%

-2.72%

+0.67%

Average Drawdown

Average peak-to-trough decline

-4.31%

-3.16%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.95%

-0.05%

Volatility

VCORX vs. VBILX - Volatility Comparison

Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) have volatilities of 1.64% and 1.64%, 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.


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Volatility by Period


VCORXVBILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.64%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

2.74%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

4.59%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

6.36%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

5.35%

-0.56%