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

Performance

VCRB vs. VCOBX - Performance Comparison

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

0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.76%
3.43%
VCRB
VCOBX

Returns By Period

In the year-to-date period, VCRB achieves a 2.74% return, which is significantly higher than VCOBX's 2.16% return.


VCRB

YTD

2.74%

1M

-0.40%

6M

3.88%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VCOBX

YTD

2.16%

1M

-0.73%

6M

3.49%

1Y

6.91%

5Y (annualized)

0.19%

10Y (annualized)

N/A

Key characteristics


VCRBVCOBX
Daily Std Dev5.28%5.46%
Max Drawdown-3.42%-18.91%
Current Drawdown-2.96%-8.30%

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VCRB vs. VCOBX - Expense Ratio Comparison

Both VCRB and VCOBX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VCRB
Vanguard Core Bond ETF
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%
Expense ratio chart for VCOBX: 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

-0.50.00.51.01.0

The correlation between VCRB and VCOBX is 0.97, 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. VCOBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) and Vanguard Core Bond Fund Admiral Shares (VCOBX). 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
VCOBX

Chart placeholderNot enough data

Dividends

VCRB vs. VCOBX - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.47%, less than VCOBX's 4.61% yield.


TTM20232022202120202019201820172016
VCRB
Vanguard Core Bond ETF
3.47%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCOBX
Vanguard Core Bond Fund Admiral Shares
4.61%4.10%3.02%1.22%1.80%3.09%3.11%2.20%1.68%

Drawdowns

VCRB vs. VCOBX - Drawdown Comparison

The maximum VCRB drawdown since its inception was -3.42%, smaller than the maximum VCOBX drawdown of -18.91%. Use the drawdown chart below to compare losses from any high point for VCRB and VCOBX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.96%
-3.31%
VCRB
VCOBX

Volatility

VCRB vs. VCOBX - Volatility Comparison

Vanguard Core Bond ETF (VCRB) has a higher volatility of 1.53% compared to Vanguard Core Bond Fund Admiral Shares (VCOBX) at 1.45%. This indicates that VCRB's price experiences larger fluctuations and is considered to be riskier than VCOBX 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%
1.45%
VCRB
VCOBX