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

Key characteristics


VCRBBOND
YTD Return3.02%3.34%
Daily Std Dev5.32%5.65%
Max Drawdown-3.42%-19.71%
Current Drawdown-2.70%-6.58%

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.

Performance

VCRB vs. BOND - Performance Comparison

In the year-to-date period, VCRB achieves a 3.02% return, which is significantly lower than BOND's 3.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.19%
3.77%
VCRB
BOND

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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%

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.


VCRB
Sharpe ratio
No data
BOND
Sharpe ratio
The chart of Sharpe ratio for BOND, currently valued at 1.93, compared to the broader market-2.000.002.004.006.001.93
Sortino ratio
The chart of Sortino ratio for BOND, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for BOND, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for BOND, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.69
Martin ratio
The chart of Martin ratio for BOND, currently valued at 8.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.04

VCRB vs. BOND - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

VCRB vs. BOND - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.46%, less than BOND's 5.55% yield.


TTM20232022202120202019201820172016201520142013
VCRB
Vanguard Core Bond ETF
3.46%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
5.55%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
-2.70%
-2.99%
VCRB
BOND

Volatility

VCRB vs. BOND - Volatility Comparison

Vanguard Core Bond ETF (VCRB) and PIMCO Active Bond ETF (BOND) have volatilities of 1.62% and 1.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%JuneJulyAugustSeptemberOctoberNovember
1.62%
1.56%
VCRB
BOND