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VCPIX vs. VCORX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VCPIXVCORX
YTD Return2.62%1.96%
1Y Return8.13%7.23%
3Y Return (Ann)-1.48%-2.18%
Sharpe Ratio1.711.51
Sortino Ratio2.532.26
Omega Ratio1.311.27
Calmar Ratio0.750.56
Martin Ratio6.785.51
Ulcer Index1.40%1.56%
Daily Std Dev5.54%5.69%
Max Drawdown-17.33%-19.06%
Current Drawdown-5.12%-8.73%

Correlation

-0.50.00.51.01.0

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.

Performance

VCPIX vs. VCORX - Performance Comparison

In the year-to-date period, VCPIX achieves a 2.62% return, which is significantly higher than VCORX's 1.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.86%
2.62%
VCPIX
VCORX

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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.


VCPIX
Vanguard Core-Plus Bond Fund Investor Shares
Expense ratio chart for VCPIX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VCORX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

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.


VCPIX
Sharpe ratio
The chart of Sharpe ratio for VCPIX, currently valued at 1.71, compared to the broader market0.002.004.001.71
Sortino ratio
The chart of Sortino ratio for VCPIX, currently valued at 2.53, compared to the broader market0.005.0010.002.53
Omega ratio
The chart of Omega ratio for VCPIX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for VCPIX, currently valued at 0.75, compared to the broader market0.005.0010.0015.0020.0025.000.75
Martin ratio
The chart of Martin ratio for VCPIX, currently valued at 6.78, compared to the broader market0.0020.0040.0060.0080.00100.006.78
VCORX
Sharpe ratio
The chart of Sharpe ratio for VCORX, currently valued at 1.51, compared to the broader market0.002.004.001.51
Sortino ratio
The chart of Sortino ratio for VCORX, currently valued at 2.26, compared to the broader market0.005.0010.002.26
Omega ratio
The chart of Omega ratio for VCORX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VCORX, currently valued at 0.62, compared to the broader market0.005.0010.0015.0020.0025.000.62
Martin ratio
The chart of Martin ratio for VCORX, currently valued at 5.51, compared to the broader market0.0020.0040.0060.0080.00100.005.51

VCPIX vs. VCORX - Sharpe Ratio Comparison

The current VCPIX Sharpe Ratio is 1.71, which is comparable to the VCORX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VCPIX and VCORX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.71
1.51
VCPIX
VCORX

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.


TTM20232022202120202019201820172016
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.


-10.00%-8.00%-6.00%-4.00%-2.00%JuneJulyAugustSeptemberOctoberNovember
-5.12%
-7.17%
VCPIX
VCORX

Volatility

VCPIX vs. VCORX - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) is 1.47%, while Vanguard Core Bond Fund Investor Shares (VCORX) has a volatility of 1.65%. 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.


1.00%1.20%1.40%1.60%1.80%JuneJulyAugustSeptemberOctoberNovember
1.47%
1.65%
VCPIX
VCORX