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

Key characteristics


VCORXVBILX
YTD Return2.76%2.36%
1Y Return9.58%9.28%
3Y Return (Ann)-2.20%-2.54%
5Y Return (Ann)0.39%-0.06%
Sharpe Ratio1.521.39
Sortino Ratio2.262.06
Omega Ratio1.271.25
Calmar Ratio0.540.48
Martin Ratio5.724.82
Ulcer Index1.52%1.74%
Daily Std Dev5.72%6.06%
Max Drawdown-19.06%-20.65%
Current Drawdown-8.01%-9.95%

Correlation

-0.50.00.51.00.9

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.

Performance

VCORX vs. VBILX - Performance Comparison

In the year-to-date period, VCORX achieves a 2.76% return, which is significantly higher than VBILX's 2.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.48%
4.45%
VCORX
VBILX

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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%.


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 VBILX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VCORX vs. VBILX - Risk-Adjusted Performance 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.


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 market0.005.0010.0015.0020.0025.000.54
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
VBILX
Sharpe ratio
The chart of Sharpe ratio for VBILX, currently valued at 1.39, compared to the broader market0.002.004.001.39
Sortino ratio
The chart of Sortino ratio for VBILX, currently valued at 2.06, compared to the broader market0.005.0010.002.06
Omega ratio
The chart of Omega ratio for VBILX, currently valued at 1.25, compared to the broader market1.002.003.004.001.25
Calmar ratio
The chart of Calmar ratio for VBILX, currently valued at 0.48, compared to the broader market0.005.0010.0015.0020.0025.000.48
Martin ratio
The chart of Martin ratio for VBILX, currently valued at 4.82, compared to the broader market0.0020.0040.0060.0080.00100.004.82

VCORX vs. VBILX - Sharpe Ratio Comparison

The current VCORX Sharpe Ratio is 1.52, which is comparable to the VBILX Sharpe Ratio of 1.39. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.52
1.39
VCORX
VBILX

Dividends

VCORX vs. VBILX - Dividend Comparison

VCORX's dividend yield for the trailing twelve months is around 4.47%, more than VBILX's 3.66% 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%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.66%3.09%2.36%1.93%2.23%2.74%2.87%2.65%2.66%2.74%2.84%3.08%

Drawdowns

VCORX vs. VBILX - Drawdown Comparison

The maximum VCORX drawdown since its inception was -19.06%, smaller than the maximum VBILX drawdown of -20.65%. Use the drawdown chart below to compare losses from any high point for VCORX and VBILX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%JuneJulyAugustSeptemberOctoberNovember
-8.01%
-9.95%
VCORX
VBILX

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 1.63% and 1.66%, 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%2.00%JuneJulyAugustSeptemberOctoberNovember
1.63%
1.66%
VCORX
VBILX