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

Key characteristics


VCRBTOTR
YTD Return3.17%3.30%
Daily Std Dev5.33%5.99%
Max Drawdown-3.42%-19.63%
Current Drawdown-2.56%-8.24%

Correlation

-0.50.00.51.00.9

The correlation between VCRB and TOTR is 0.92, 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. TOTR - Performance Comparison

The year-to-date returns for both investments are quite close, with VCRB having a 3.17% return and TOTR slightly higher at 3.30%. 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
4.56%
4.76%
VCRB
TOTR

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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%

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.


VCRB
Sharpe ratio
No data
TOTR
Sharpe ratio
The chart of Sharpe ratio for TOTR, currently valued at 1.54, compared to the broader market-2.000.002.004.006.001.54
Sortino ratio
The chart of Sortino ratio for TOTR, currently valued at 2.28, compared to the broader market0.005.0010.002.28
Omega ratio
The chart of Omega ratio for TOTR, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for TOTR, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.56
Martin ratio
The chart of Martin ratio for TOTR, currently valued at 6.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.17

VCRB vs. TOTR - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

VCRB vs. TOTR - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.45%, less than TOTR's 5.23% yield.


TTM202320222021
VCRB
Vanguard Core Bond ETF
3.45%0.16%0.00%0.00%
TOTR
T. Rowe Price Total Return ETF
5.23%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
-2.56%
-2.47%
VCRB
TOTR

Volatility

VCRB vs. TOTR - Volatility Comparison

The current volatility for Vanguard Core Bond ETF (VCRB) is 1.62%, while T. Rowe Price Total Return ETF (TOTR) has a volatility of 1.94%. 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
1.62%
1.94%
VCRB
TOTR