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VCPAX vs. VITAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCPAX vs. VITAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

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VCPAX vs. VITAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VCPAX
Vanguard Core-Plus Bond Fund Admiral Shares
-0.41%8.06%2.95%6.80%-12.60%0.32%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
-11.14%21.78%29.26%52.69%-29.67%10.00%

Returns By Period

In the year-to-date period, VCPAX achieves a -0.41% return, which is significantly higher than VITAX's -11.14% return.


VCPAX

1D
0.47%
1M
-2.20%
YTD
-0.41%
6M
0.76%
1Y
4.63%
3Y*
4.80%
5Y*
10Y*

VITAX

1D
-1.79%
1M
-7.83%
YTD
-11.14%
6M
-10.25%
1Y
23.94%
3Y*
20.87%
5Y*
14.06%
10Y*
20.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCPAX vs. VITAX - Expense Ratio Comparison

VCPAX has a 0.20% expense ratio, which is higher than VITAX's 0.10% 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

VCPAX vs. VITAX — Risk / Return Rank

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

VCPAX
VCPAX Risk / Return Rank: 6969
Overall Rank
VCPAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VCPAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VCPAX Omega Ratio Rank: 5656
Omega Ratio Rank
VCPAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
VCPAX Martin Ratio Rank: 6969
Martin Ratio Rank

VITAX
VITAX Risk / Return Rank: 4747
Overall Rank
VITAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VITAX Omega Ratio Rank: 4848
Omega Ratio Rank
VITAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VITAX Martin Ratio Rank: 3838
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.

VCPAX vs. VITAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


VCPAXVITAXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.87

+0.32

Sortino ratio

Return per unit of downside risk

1.72

1.39

+0.33

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.96

1.26

+0.71

Martin ratio

Return relative to average drawdown

6.49

3.92

+2.56

VCPAX vs. VITAX - Sharpe Ratio Comparison

The current VCPAX Sharpe Ratio is 1.19, which is higher than the VITAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VCPAX and VITAX, 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


VCPAXVITAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.87

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.59

-0.44

Correlation

The correlation between VCPAX and VITAX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VCPAX vs. VITAX - Dividend Comparison

VCPAX's dividend yield for the trailing twelve months is around 4.45%, more than VITAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VCPAX
Vanguard Core-Plus Bond Fund Admiral Shares
4.45%4.86%5.19%4.55%3.26%0.27%0.00%0.00%0.00%0.00%0.00%0.00%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.46%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

VCPAX vs. VITAX - Drawdown Comparison

The maximum VCPAX drawdown since its inception was -17.25%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VCPAX and VITAX.


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Drawdown Indicators


VCPAXVITAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-54.81%

+37.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-16.38%

+13.66%

Max Drawdown (5Y)

Largest decline over 5 years

-35.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-2.20%

-16.38%

+14.18%

Average Drawdown

Average peak-to-trough decline

-6.65%

-8.06%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

5.24%

-4.42%

Volatility

VCPAX vs. VITAX - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX) is 1.56%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.70%. This indicates that VCPAX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCPAXVITAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

6.70%

-5.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

15.84%

-13.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

27.38%

-23.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

25.22%

-19.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.70%

24.69%

-18.99%