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VCRB vs. BOND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VCRB vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Bond ETF (VCRB) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.88%
3.67%
VCRB
BOND

Returns By Period

In the year-to-date period, VCRB achieves a 2.74% return, which is significantly lower than BOND's 2.98% return.


VCRB

YTD

2.74%

1M

-0.40%

6M

3.88%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

BOND

YTD

2.98%

1M

-0.69%

6M

3.67%

1Y

8.55%

5Y (annualized)

0.18%

10Y (annualized)

1.88%

Key characteristics


VCRBBOND
Daily Std Dev5.28%5.53%
Max Drawdown-3.42%-19.71%
Current Drawdown-2.96%-6.91%

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VCRB vs. BOND - Expense Ratio Comparison

VCRB has a 0.10% expense ratio, which is lower than BOND's 0.57% expense ratio.


BOND
PIMCO Active Bond ETF
Expense ratio chart for BOND: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for VCRB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.9

The correlation between VCRB and BOND is 0.93, 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

VCRB vs. BOND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) and PIMCO Active Bond ETF (BOND). 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.


Sharpe ratio
No data
VCRB
BOND

Chart placeholderNot enough data

Dividends

VCRB vs. BOND - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.47%, less than BOND's 5.57% yield.


TTM20232022202120202019201820172016201520142013
VCRB
Vanguard Core Bond ETF
3.47%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOND
PIMCO Active Bond ETF
5.57%4.78%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%2.82%

Drawdowns

VCRB vs. BOND - Drawdown Comparison

The maximum VCRB drawdown since its inception was -3.42%, smaller than the maximum BOND drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for VCRB and BOND. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.96%
-3.33%
VCRB
BOND

Volatility

VCRB vs. BOND - Volatility Comparison

Vanguard Core Bond ETF (VCRB) has a higher volatility of 1.53% compared to PIMCO Active Bond ETF (BOND) at 1.38%. This indicates that VCRB's price experiences larger fluctuations and is considered to be riskier than BOND 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
1.53%
1.38%
VCRB
BOND