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VCPAX vs. VSMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCPAX vs. VSMGX - 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 LifeStrategy Moderate Growth Fund (VSMGX). The values are adjusted to include any dividend payments, if applicable.

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VCPAX vs. VSMGX - 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%
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
-2.81%16.26%15.03%15.70%-16.01%1.99%

Returns By Period

In the year-to-date period, VCPAX achieves a -0.41% return, which is significantly higher than VSMGX's -2.81% return.


VCPAX

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

VSMGX

1D
-0.03%
1M
-6.43%
YTD
-2.81%
6M
-0.53%
1Y
12.75%
3Y*
12.54%
5Y*
6.40%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

VCPAX vs. VSMGX — 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

VSMGX
VSMGX Risk / Return Rank: 7373
Overall Rank
VSMGX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VSMGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VSMGX Omega Ratio Rank: 7171
Omega Ratio Rank
VSMGX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VSMGX Martin Ratio Rank: 7575
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. VSMGX - 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 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.


VCPAXVSMGXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.27

-0.08

Sortino ratio

Return per unit of downside risk

1.72

1.82

-0.10

Omega ratio

Gain probability vs. loss probability

1.22

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

1.96

1.64

+0.32

Martin ratio

Return relative to average drawdown

6.49

7.16

-0.68

VCPAX vs. VSMGX - Sharpe Ratio Comparison

The current VCPAX Sharpe Ratio is 1.19, which is comparable to the VSMGX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of VCPAX and VSMGX, 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


VCPAXVSMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.27

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.67

-0.52

Correlation

The correlation between VCPAX and VSMGX is 0.40, 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.


Dividends

VCPAX vs. VSMGX - Dividend Comparison

VCPAX's dividend yield for the trailing twelve months is around 4.45%, less than VSMGX's 5.40% 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%
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
5.40%5.25%11.49%4.01%2.66%3.86%3.46%2.52%4.11%1.09%2.26%3.89%

Drawdowns

VCPAX vs. VSMGX - Drawdown Comparison

The maximum VCPAX drawdown since its inception was -17.25%, smaller than the maximum VSMGX drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for VCPAX and VSMGX.


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Drawdown Indicators


VCPAXVSMGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-41.13%

+23.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-7.24%

+4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

Current Drawdown

Current decline from peak

-2.20%

-6.64%

+4.44%

Average Drawdown

Average peak-to-trough decline

-6.65%

-4.86%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.66%

-0.84%

Volatility

VCPAX vs. VSMGX - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond Fund Admiral Shares (VCPAX) is 1.56%, while Vanguard LifeStrategy Moderate Growth Fund (VSMGX) has a volatility of 3.58%. 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.


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Volatility by Period


VCPAXVSMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

3.58%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

6.05%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

10.11%

-6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

10.09%

-4.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.70%

10.30%

-4.60%