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

Correlation

The correlation between VCRB and TOTR is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

Loading data...

Key characteristics

Sharpe Ratio

VCRB:

0.98

TOTR:

0.92

Sortino Ratio

VCRB:

1.30

TOTR:

1.31

Omega Ratio

VCRB:

1.15

TOTR:

1.15

Calmar Ratio

VCRB:

1.03

TOTR:

0.40

Martin Ratio

VCRB:

2.46

TOTR:

2.73

Ulcer Index

VCRB:

1.92%

TOTR:

1.82%

Daily Std Dev

VCRB:

5.33%

TOTR:

5.64%

Max Drawdown

VCRB:

-4.59%

TOTR:

-19.63%

Current Drawdown

VCRB:

-2.00%

TOTR:

-7.49%

Returns By Period

In the year-to-date period, VCRB achieves a 1.79% return, which is significantly higher than TOTR's 1.66% return.


VCRB

YTD

1.79%

1M

-0.63%

6M

1.55%

1Y

5.08%

3Y*

N/A

5Y*

N/A

10Y*

N/A

TOTR

YTD

1.66%

1M

-0.21%

6M

1.43%

1Y

5.13%

3Y*

1.11%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Core Bond ETF

T. Rowe Price Total Return ETF

VCRB vs. TOTR - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VCRB vs. TOTR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VCRB
The Risk-Adjusted Performance Rank of VCRB is 7777
Overall Rank
The Sharpe Ratio Rank of VCRB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VCRB is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VCRB is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VCRB is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VCRB is 6969
Martin Ratio Rank

TOTR
The Risk-Adjusted Performance Rank of TOTR is 7171
Overall Rank
The Sharpe Ratio Rank of TOTR is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of TOTR is 7979
Sortino Ratio Rank
The Omega Ratio Rank of TOTR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of TOTR is 5252
Calmar Ratio Rank
The Martin Ratio Rank of TOTR is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VCRB Sharpe Ratio is 0.98, which is comparable to the TOTR Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VCRB and TOTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VCRB vs. TOTR - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 4.35%, less than TOTR's 4.72% yield.


TTM2024202320222021
VCRB
Vanguard Core Bond ETF
4.35%4.22%0.16%0.00%0.00%
TOTR
T. Rowe Price Total Return ETF
4.72%5.33%4.71%3.45%0.56%

Drawdowns

VCRB vs. TOTR - Drawdown Comparison

The maximum VCRB drawdown since its inception was -4.59%, 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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VCRB vs. TOTR - Volatility Comparison

The current volatility for Vanguard Core Bond ETF (VCRB) is 1.43%, while T. Rowe Price Total Return ETF (TOTR) has a volatility of 1.62%. 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.


Loading data...