VCPIX vs. VCORX
Compare and contrast key facts about Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) and Vanguard Core Bond Fund Investor Shares (VCORX).
VCPIX is managed by Vanguard. It was launched on Oct 25, 2021. VCORX is managed by Vanguard. It was launched on Mar 28, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCPIX or VCORX.
Performance
VCPIX vs. VCORX - Performance Comparison
Returns By Period
In the year-to-date period, VCPIX achieves a 2.74% return, which is significantly higher than VCORX's 1.96% return.
VCPIX
2.74%
-0.53%
3.72%
7.61%
N/A
N/A
VCORX
1.96%
-0.74%
3.43%
6.74%
0.07%
N/A
Key characteristics
| VCPIX | VCORX | |
|---|---|---|
| Sharpe Ratio | 1.44 | 1.23 |
| Sortino Ratio | 2.11 | 1.81 |
| Omega Ratio | 1.26 | 1.21 |
| Calmar Ratio | 0.64 | 0.46 |
| Martin Ratio | 5.26 | 4.10 |
| Ulcer Index | 1.47% | 1.64% |
| Daily Std Dev | 5.36% | 5.50% |
| Max Drawdown | -17.33% | -19.06% |
| Current Drawdown | -5.01% | -8.73% |
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VCPIX vs. VCORX - Expense Ratio Comparison
VCPIX has a 0.30% expense ratio, which is higher than VCORX's 0.20% expense ratio.
Correlation
The correlation between VCPIX and VCORX is 0.98, 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.
Risk-Adjusted Performance
VCPIX vs. VCORX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) and Vanguard Core Bond Fund Investor Shares (VCORX). 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
VCPIX vs. VCORX - Dividend Comparison
VCPIX's dividend yield for the trailing twelve months is around 4.73%, more than VCORX's 4.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VCPIX Vanguard Core-Plus Bond Fund Investor Shares | 4.73% | 4.48% | 3.16% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCORX Vanguard Core Bond Fund Investor Shares | 4.51% | 3.99% | 2.91% | 1.11% | 1.65% | 2.92% | 2.99% | 2.09% | 1.59% |
Drawdowns
VCPIX vs. VCORX - Drawdown Comparison
The maximum VCPIX drawdown since its inception was -17.33%, smaller than the maximum VCORX drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for VCPIX and VCORX. For additional features, visit the drawdowns tool.
Volatility
VCPIX vs. VCORX - Volatility Comparison
The current volatility for Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) is 1.32%, while Vanguard Core Bond Fund Investor Shares (VCORX) has a volatility of 1.56%. This indicates that VCPIX experiences smaller price fluctuations and is considered to be less risky than VCORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.