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

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.


-0.50.00.51.00.9

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.

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.40%
0.95%
VCORX
VBILX

Key characteristics

Sharpe Ratio

VCORX:

0.63

VBILX:

0.50

Sortino Ratio

VCORX:

0.93

VBILX:

0.75

Omega Ratio

VCORX:

1.11

VBILX:

1.09

Calmar Ratio

VCORX:

0.25

VBILX:

0.18

Martin Ratio

VCORX:

1.63

VBILX:

1.20

Ulcer Index

VCORX:

2.04%

VBILX:

2.34%

Daily Std Dev

VCORX:

5.26%

VBILX:

5.66%

Max Drawdown

VCORX:

-19.06%

VBILX:

-20.65%

Current Drawdown

VCORX:

-8.73%

VBILX:

-10.86%

Returns By Period

In the year-to-date period, VCORX achieves a 0.23% return, which is significantly higher than VBILX's -0.20% return.


VCORX

YTD

0.23%

1M

0.45%

6M

1.40%

1Y

3.32%

5Y*

-0.20%

10Y*

N/A

VBILX

YTD

-0.20%

1M

0.34%

6M

0.95%

1Y

2.72%

5Y*

-0.71%

10Y*

1.24%

*Annualized

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. 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 Rank

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

VCORX
The Risk-Adjusted Performance Rank of VCORX is 2121
Overall Rank
The Sharpe Ratio Rank of VCORX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VCORX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of VCORX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VCORX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VCORX is 2020
Martin Ratio Rank

VBILX
The Risk-Adjusted Performance Rank of VBILX is 1616
Overall Rank
The Sharpe Ratio Rank of VBILX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VBILX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of VBILX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VBILX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of VBILX is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for VCORX, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.000.630.50
The chart of Sortino ratio for VCORX, currently valued at 0.93, compared to the broader market0.005.0010.000.930.75
The chart of Omega ratio for VCORX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.09
The chart of Calmar ratio for VCORX, currently valued at 0.25, compared to the broader market0.005.0010.0015.0020.000.250.18
The chart of Martin ratio for VCORX, currently valued at 1.63, compared to the broader market0.0020.0040.0060.0080.001.631.20
VCORX
VBILX

The current VCORX Sharpe Ratio is 0.63, which is comparable to the VBILX Sharpe Ratio of 0.50. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.63
0.50
VCORX
VBILX

Dividends

VCORX vs. VBILX - Dividend Comparison

VCORX's dividend yield for the trailing twelve months is around 4.55%, more than VBILX's 3.81% yield.


TTM20242023202220212020201920182017201620152014
VCORX
Vanguard Core Bond Fund Investor Shares
4.55%4.56%3.99%2.91%1.11%1.65%2.92%2.99%2.09%1.59%0.00%0.00%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.81%3.80%3.09%2.36%1.93%2.23%2.74%2.87%2.65%2.66%2.74%2.84%

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.


-12.00%-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%AugustSeptemberOctoberNovemberDecember2025
-8.73%
-10.86%
VCORX
VBILX

Volatility

VCORX vs. VBILX - Volatility Comparison

The current volatility for Vanguard Core Bond Fund Investor Shares (VCORX) is 1.52%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.61%. This indicates that VCORX experiences smaller price fluctuations and is considered to be less risky than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%AugustSeptemberOctoberNovemberDecember2025
1.52%
1.61%
VCORX
VBILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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