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

Key characteristics


VCRBVPLS
YTD Return2.48%3.09%
Daily Std Dev5.34%5.19%
Max Drawdown-3.42%-3.05%
Current Drawdown-3.21%-2.79%

Correlation

-0.50.00.51.01.0

The correlation between VCRB and VPLS 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.

Performance

VCRB vs. VPLS - Performance Comparison

In the year-to-date period, VCRB achieves a 2.48% return, which is significantly lower than VPLS's 3.09% return. 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
3.63%
3.78%
VCRB
VPLS

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VCRB vs. VPLS - Expense Ratio Comparison

VCRB has a 0.10% expense ratio, which is lower than VPLS's 0.20% 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%.


VPLS
Vanguard Core-Plus Bond ETF
Expense ratio chart for VPLS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
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. VPLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) and Vanguard Core-Plus Bond ETF (VPLS). 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

VCRB vs. VPLS - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

VCRB vs. VPLS - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.48%, less than VPLS's 3.85% yield.


TTM2023
VCRB
Vanguard Core Bond ETF
3.48%0.16%
VPLS
Vanguard Core-Plus Bond ETF
3.85%0.18%

Drawdowns

VCRB vs. VPLS - Drawdown Comparison

The maximum VCRB drawdown since its inception was -3.42%, which is greater than VPLS's maximum drawdown of -3.05%. Use the drawdown chart below to compare losses from any high point for VCRB and VPLS. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.21%
-2.79%
VCRB
VPLS

Volatility

VCRB vs. VPLS - Volatility Comparison

Vanguard Core Bond ETF (VCRB) has a higher volatility of 1.70% compared to Vanguard Core-Plus Bond ETF (VPLS) at 1.52%. This indicates that VCRB's price experiences larger fluctuations and is considered to be riskier than VPLS 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
1.70%
1.52%
VCRB
VPLS