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VCRB vs. VPAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCRB vs. VPAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Bond ETF (VCRB) and Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares (VPAIX). The values are adjusted to include any dividend payments, if applicable.

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VCRB vs. VPAIX - Yearly Performance Comparison


2026 (YTD)202520242023
VCRB
Vanguard Core Bond ETF
0.07%7.56%2.21%0.65%
VPAIX
Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares
-0.60%5.27%2.59%1.01%

Returns By Period

In the year-to-date period, VCRB achieves a 0.07% return, which is significantly higher than VPAIX's -0.60% return.


VCRB

1D
0.06%
1M
-1.38%
YTD
0.07%
6M
0.78%
1Y
4.39%
3Y*
5Y*
10Y*

VPAIX

1D
0.28%
1M
-2.19%
YTD
-0.60%
6M
1.54%
1Y
4.27%
3Y*
3.81%
5Y*
1.17%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCRB vs. VPAIX - Expense Ratio Comparison

VCRB has a 0.10% expense ratio, which is lower than VPAIX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VCRB vs. VPAIX — Risk / Return Rank

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

VCRB
VCRB Risk / Return Rank: 5353
Overall Rank
VCRB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VCRB Sortino Ratio Rank: 5252
Sortino Ratio Rank
VCRB Omega Ratio Rank: 4545
Omega Ratio Rank
VCRB Calmar Ratio Rank: 6363
Calmar Ratio Rank
VCRB Martin Ratio Rank: 4848
Martin Ratio Rank

VPAIX
VPAIX Risk / Return Rank: 4040
Overall Rank
VPAIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VPAIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
VPAIX Omega Ratio Rank: 6262
Omega Ratio Rank
VPAIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VPAIX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VCRB vs. VPAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) and Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares (VPAIX). 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.


VCRBVPAIXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.89

+0.13

Sortino ratio

Return per unit of downside risk

1.44

1.22

+0.22

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.66

1.06

+0.61

Martin ratio

Return relative to average drawdown

4.83

3.26

+1.58

VCRB vs. VPAIX - Sharpe Ratio Comparison

The current VCRB Sharpe Ratio is 1.02, which is comparable to the VPAIX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VCRB and VPAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VCRBVPAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.89

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.13

-0.18

Correlation

The correlation between VCRB and VPAIX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VCRB vs. VPAIX - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 4.59%, more than VPAIX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
VCRB
Vanguard Core Bond ETF
4.59%4.55%4.22%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPAIX
Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares
3.68%4.48%4.04%3.25%3.12%2.45%3.16%3.70%3.91%3.93%4.10%3.92%

Drawdowns

VCRB vs. VPAIX - Drawdown Comparison

The maximum VCRB drawdown since its inception was -4.59%, smaller than the maximum VPAIX drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for VCRB and VPAIX.


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Drawdown Indicators


VCRBVPAIXDifference

Max Drawdown

Largest peak-to-trough decline

-4.59%

-19.51%

+14.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-5.20%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-15.76%

Max Drawdown (10Y)

Largest decline over 10 years

-15.76%

Current Drawdown

Current decline from peak

-1.79%

-2.55%

+0.76%

Average Drawdown

Average peak-to-trough decline

-1.14%

-2.16%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.69%

-0.74%

Volatility

VCRB vs. VPAIX - Volatility Comparison

Vanguard Core Bond ETF (VCRB) has a higher volatility of 1.66% compared to Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares (VPAIX) at 1.21%. This indicates that VCRB's price experiences larger fluctuations and is considered to be riskier than VPAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCRBVPAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.21%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

1.84%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

5.32%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

4.45%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

4.39%

+0.43%