VCPAX vs. VSMGX
Compare and contrast key facts about Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX).
VCPAX is managed by Vanguard. It was launched on Oct 25, 2021. VSMGX is managed by Vanguard. It was launched on Sep 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCPAX or VSMGX.
Key characteristics
| VCPAX | VSMGX | |
|---|---|---|
| YTD Return | 3.49% | 12.33% |
| 1Y Return | 10.51% | 20.67% |
| 3Y Return (Ann) | -1.41% | 1.34% |
| Sharpe Ratio | 1.76 | 2.55 |
| Sortino Ratio | 2.61 | 3.69 |
| Omega Ratio | 1.32 | 1.48 |
| Calmar Ratio | 0.73 | 1.44 |
| Martin Ratio | 7.31 | 15.78 |
| Ulcer Index | 1.32% | 1.26% |
| Daily Std Dev | 5.47% | 7.79% |
| Max Drawdown | -17.25% | -41.18% |
| Current Drawdown | -4.17% | -0.03% |
Correlation
The correlation between VCPAX and VSMGX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VCPAX vs. VSMGX - Performance Comparison
In the year-to-date period, VCPAX achieves a 3.49% return, which is significantly lower than VSMGX's 12.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VCPAX vs. VSMGX - Expense Ratio Comparison
VCPAX has a 0.20% expense ratio, which is higher than VSMGX's 0.13% 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%.
Risk-Adjusted Performance
VCPAX vs. VSMGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX). 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.
Dividends
VCPAX vs. VSMGX - Dividend Comparison
VCPAX's dividend yield for the trailing twelve months is around 4.78%, more than VSMGX's 2.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCPAX Vanguard Core-Plus Bond Fund Admiral Shares | 4.78% | 4.54% | 3.26% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | 2.57% | 2.63% | 2.10% | 1.91% | 1.71% | 2.45% | 2.65% | 2.15% | 2.22% | 2.19% | 2.10% | 1.93% |
Drawdowns
VCPAX vs. VSMGX - Drawdown Comparison
The maximum VCPAX drawdown since its inception was -17.25%, smaller than the maximum VSMGX drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for VCPAX and VSMGX. For additional features, visit the drawdowns tool.
Volatility
VCPAX vs. VSMGX - Volatility Comparison
The current volatility for Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX) is 1.55%, while Vanguard LifeStrategy Moderate Growth Fund (VSMGX) has a volatility of 2.04%. This indicates that VCPAX experiences smaller price fluctuations and is considered to be less risky than VSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.