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

Correlation

The correlation between VCRB and VPLS is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

VCRB vs. VPLS - Performance Comparison

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

2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
5.81%
6.21%
VCRB
VPLS

Key characteristics

Sharpe Ratio

VCRB:

1.46

VPLS:

1.58

Sortino Ratio

VCRB:

2.13

VPLS:

2.29

Omega Ratio

VCRB:

1.25

VPLS:

1.28

Calmar Ratio

VCRB:

1.69

VPLS:

1.88

Martin Ratio

VCRB:

4.13

VPLS:

4.69

Ulcer Index

VCRB:

1.87%

VPLS:

1.67%

Daily Std Dev

VCRB:

5.32%

VPLS:

4.96%

Max Drawdown

VCRB:

-4.59%

VPLS:

-4.17%

Current Drawdown

VCRB:

-0.99%

VPLS:

-0.74%

Returns By Period

The year-to-date returns for both stocks are quite close, with VCRB having a 2.85% return and VPLS slightly lower at 2.77%.


VCRB

YTD

2.85%

1M

0.70%

6M

2.14%

1Y

8.04%

5Y*

N/A

10Y*

N/A

VPLS

YTD

2.77%

1M

0.62%

6M

2.09%

1Y

8.03%

5Y*

N/A

10Y*

N/A

*Annualized

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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%.


Expense ratio chart for VPLS: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VPLS: 0.20%
Expense ratio chart for VCRB: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCRB: 0.10%

Risk-Adjusted Performance

VCRB vs. VPLS — 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 8888
Overall Rank
The Sharpe Ratio Rank of VCRB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VCRB is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VCRB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VCRB is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VCRB is 8181
Martin Ratio Rank

VPLS
The Risk-Adjusted Performance Rank of VPLS is 8989
Overall Rank
The Sharpe Ratio Rank of VPLS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of VPLS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VPLS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VPLS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of VPLS is 8383
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. 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.


The chart of Sharpe ratio for VCRB, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.00
VCRB: 1.46
VPLS: 1.58
The chart of Sortino ratio for VCRB, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.00
VCRB: 2.13
VPLS: 2.29
The chart of Omega ratio for VCRB, currently valued at 1.25, compared to the broader market0.501.001.502.002.50
VCRB: 1.25
VPLS: 1.28
The chart of Calmar ratio for VCRB, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.0012.00
VCRB: 1.69
VPLS: 1.88
The chart of Martin ratio for VCRB, currently valued at 4.13, compared to the broader market0.0020.0040.0060.00
VCRB: 4.13
VPLS: 4.69

The current VCRB Sharpe Ratio is 1.46, which is comparable to the VPLS Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of VCRB and VPLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.401.60Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
1.46
1.58
VCRB
VPLS

Dividends

VCRB vs. VPLS - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 4.24%, less than VPLS's 4.51% yield.


TTM20242023
VCRB
Vanguard Core Bond ETF
4.24%4.22%0.16%
VPLS
Vanguard Core-Plus Bond ETF
4.51%4.52%0.18%

Drawdowns

VCRB vs. VPLS - Drawdown Comparison

The maximum VCRB drawdown since its inception was -4.59%, which is greater than VPLS's maximum drawdown of -4.17%. Use the drawdown chart below to compare losses from any high point for VCRB and VPLS. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.99%
-0.74%
VCRB
VPLS

Volatility

VCRB vs. VPLS - Volatility Comparison

Vanguard Core Bond ETF (VCRB) and Vanguard Core-Plus Bond ETF (VPLS) have volatilities of 2.40% and 2.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%2.40%NovemberDecember2025FebruaryMarchApril
2.40%
2.36%
VCRB
VPLS