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

Performance

VCRB vs. TOTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Bond ETF (VCRB) and T. Rowe Price Total Return ETF (TOTR). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.26%
3.58%
VCRB
TOTR

Returns By Period

In the year-to-date period, VCRB achieves a 2.58% return, which is significantly lower than TOTR's 2.76% return.


VCRB

YTD

2.58%

1M

-1.31%

6M

3.26%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

TOTR

YTD

2.76%

1M

-1.24%

6M

3.58%

1Y

7.63%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


VCRBTOTR
Daily Std Dev5.29%5.82%
Max Drawdown-3.42%-19.63%
Current Drawdown-3.11%-8.72%

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VCRB vs. TOTR - Expense Ratio Comparison

VCRB has a 0.10% expense ratio, which is lower than TOTR's 0.31% expense ratio.


TOTR
T. Rowe Price Total Return ETF
Expense ratio chart for TOTR: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%
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 TOTR is 0.91, 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. TOTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) and T. Rowe Price Total Return ETF (TOTR). 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
TOTR

Chart placeholderNot enough data

Dividends

VCRB vs. TOTR - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.47%, less than TOTR's 5.25% yield.


TTM202320222021
VCRB
Vanguard Core Bond ETF
3.47%0.16%0.00%0.00%
TOTR
T. Rowe Price Total Return ETF
5.25%4.71%3.45%0.56%

Drawdowns

VCRB vs. TOTR - Drawdown Comparison

The maximum VCRB drawdown since its inception was -3.42%, smaller than the maximum TOTR drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for VCRB and TOTR. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.11%
-2.98%
VCRB
TOTR

Volatility

VCRB vs. TOTR - Volatility Comparison

The current volatility for Vanguard Core Bond ETF (VCRB) is 1.49%, while T. Rowe Price Total Return ETF (TOTR) has a volatility of 1.81%. This indicates that VCRB experiences smaller price fluctuations and is considered to be less risky than TOTR 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%2.00%JuneJulyAugustSeptemberOctoberNovember
1.49%
1.81%
VCRB
TOTR