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

Correlation

The correlation between VCRB and VPLS is 0.15, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

VCRB:

0.98

VPLS:

1.12

Sortino Ratio

VCRB:

1.30

VPLS:

1.53

Omega Ratio

VCRB:

1.15

VPLS:

1.19

Calmar Ratio

VCRB:

1.03

VPLS:

1.26

Martin Ratio

VCRB:

2.46

VPLS:

3.10

Ulcer Index

VCRB:

1.92%

VPLS:

1.70%

Daily Std Dev

VCRB:

5.33%

VPLS:

4.98%

Max Drawdown

VCRB:

-4.59%

VPLS:

-4.17%

Current Drawdown

VCRB:

-2.00%

VPLS:

-1.64%

Returns By Period

The year-to-date returns for both investments are quite close, with VCRB having a 1.79% return and VPLS slightly higher at 1.84%.


VCRB

YTD

1.79%

1M

-0.63%

6M

1.55%

1Y

5.08%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VPLS

YTD

1.84%

1M

-0.47%

6M

1.53%

1Y

5.49%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Core Bond ETF

Vanguard Core-Plus Bond ETF

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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 7777
Overall Rank
The Sharpe Ratio Rank of VCRB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VCRB is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VCRB is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VCRB is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VCRB is 6969
Martin Ratio Rank

VPLS
The Risk-Adjusted Performance Rank of VPLS is 8282
Overall Rank
The Sharpe Ratio Rank of VPLS is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VPLS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VPLS is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VPLS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VPLS is 7575
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 current VCRB Sharpe Ratio is 0.98, which is comparable to the VPLS Sharpe Ratio of 1.12. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VCRB vs. VPLS - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 4.35%, less than VPLS's 4.59% yield.


TTM20242023
VCRB
Vanguard Core Bond ETF
4.35%4.22%0.16%
VPLS
Vanguard Core-Plus Bond ETF
4.59%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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VCRB vs. VPLS - Volatility Comparison

Vanguard Core Bond ETF (VCRB) and Vanguard Core-Plus Bond ETF (VPLS) have volatilities of 1.43% and 1.44%, 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.


Loading data...