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VCPIX vs. LSIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCPIX vs. LSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). The values are adjusted to include any dividend payments, if applicable.

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VCPIX vs. LSIIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VCPIX
Vanguard Core-Plus Bond Fund Investor Shares
-0.54%8.01%2.83%6.64%-12.68%0.35%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
-1.33%5.58%2.91%7.50%-11.31%-0.24%

Returns By Period

In the year-to-date period, VCPIX achieves a -0.54% return, which is significantly higher than LSIIX's -1.33% return.


VCPIX

1D
0.47%
1M
-2.26%
YTD
-0.54%
6M
0.60%
1Y
4.41%
3Y*
4.65%
5Y*
10Y*

LSIIX

1D
0.10%
1M
-2.89%
YTD
-1.33%
6M
-0.93%
1Y
1.92%
3Y*
3.71%
5Y*
0.80%
10Y*
3.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCPIX vs. LSIIX - Expense Ratio Comparison

VCPIX has a 0.30% expense ratio, which is lower than LSIIX's 0.54% expense ratio.


Return for Risk

VCPIX vs. LSIIX — Risk / Return Rank

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

VCPIX
VCPIX Risk / Return Rank: 6767
Overall Rank
VCPIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VCPIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
VCPIX Omega Ratio Rank: 5353
Omega Ratio Rank
VCPIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCPIX Martin Ratio Rank: 6868
Martin Ratio Rank

LSIIX
LSIIX Risk / Return Rank: 3232
Overall Rank
LSIIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LSIIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
LSIIX Omega Ratio Rank: 1818
Omega Ratio Rank
LSIIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
LSIIX Martin Ratio Rank: 4343
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.

VCPIX vs. LSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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.


VCPIXLSIIXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.57

+0.58

Sortino ratio

Return per unit of downside risk

1.67

0.80

+0.87

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratio

Return relative to maximum drawdown

1.90

1.33

+0.58

Martin ratio

Return relative to average drawdown

6.39

4.39

+2.00

VCPIX vs. LSIIX - Sharpe Ratio Comparison

The current VCPIX Sharpe Ratio is 1.16, which is higher than the LSIIX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VCPIX and LSIIX, 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


VCPIXLSIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.57

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

1.14

-1.01

Correlation

The correlation between VCPIX and LSIIX is 0.90, 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.


Dividends

VCPIX vs. LSIIX - Dividend Comparison

VCPIX's dividend yield for the trailing twelve months is around 4.36%, more than LSIIX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
VCPIX
Vanguard Core-Plus Bond Fund Investor Shares
4.36%4.76%5.08%4.46%3.15%0.25%0.00%0.00%0.00%0.00%0.00%0.00%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
2.97%3.68%4.86%4.25%3.32%4.10%8.20%3.56%2.18%4.10%6.71%3.91%

Drawdowns

VCPIX vs. LSIIX - Drawdown Comparison

The maximum VCPIX drawdown since its inception was -17.33%, smaller than the maximum LSIIX drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for VCPIX and LSIIX.


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Drawdown Indicators


VCPIXLSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.33%

-20.77%

+3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-3.23%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.62%

Max Drawdown (10Y)

Largest decline over 10 years

-15.62%

Current Drawdown

Current decline from peak

-2.26%

-2.89%

+0.63%

Average Drawdown

Average peak-to-trough decline

-6.80%

-2.42%

-4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.98%

-0.17%

Volatility

VCPIX vs. LSIIX - Volatility Comparison

Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) has a higher volatility of 1.55% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.36%. This indicates that VCPIX's price experiences larger fluctuations and is considered to be riskier than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCPIXLSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.36%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

2.75%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

4.75%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

5.23%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.75%

4.51%

+1.24%