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

Correlation

The correlation between VCRB and VPLS is 0.96, 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.


-0.50.00.51.01.0

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.

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
0.42%
0.75%
VCRB
VPLS

Key characteristics

Sharpe Ratio

VCRB:

0.46

VPLS:

0.68

Sortino Ratio

VCRB:

0.67

VPLS:

0.96

Omega Ratio

VCRB:

1.08

VPLS:

1.12

Calmar Ratio

VCRB:

0.60

VPLS:

0.90

Martin Ratio

VCRB:

1.31

VPLS:

2.02

Ulcer Index

VCRB:

1.82%

VPLS:

1.61%

Daily Std Dev

VCRB:

5.23%

VPLS:

4.81%

Max Drawdown

VCRB:

-4.02%

VPLS:

-3.64%

Current Drawdown

VCRB:

-3.90%

VPLS:

-3.52%

Returns By Period

In the year-to-date period, VCRB achieves a -0.46% return, which is significantly lower than VPLS's -0.39% return.


VCRB

YTD

-0.46%

1M

-2.14%

6M

0.42%

1Y

2.56%

5Y*

N/A

10Y*

N/A

VPLS

YTD

-0.39%

1M

-2.06%

6M

0.76%

1Y

3.18%

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.


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 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 2525
Overall Rank
The Sharpe Ratio Rank of VCRB is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VCRB is 2323
Sortino Ratio Rank
The Omega Ratio Rank of VCRB is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VCRB is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VCRB is 2222
Martin Ratio Rank

VPLS
The Risk-Adjusted Performance Rank of VPLS is 3434
Overall Rank
The Sharpe Ratio Rank of VPLS is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VPLS is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VPLS is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VPLS is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VPLS is 3030
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.


Sharpe ratio
The chart of Sharpe ratio for VCRB, currently valued at 0.46, compared to the broader market0.002.004.000.460.68
The chart of Sortino ratio for VCRB, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.670.96
The chart of Omega ratio for VCRB, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.12
The chart of Calmar ratio for VCRB, currently valued at 0.60, compared to the broader market0.005.0010.0015.000.600.90
The chart of Martin ratio for VCRB, currently valued at 1.31, compared to the broader market0.0020.0040.0060.0080.00100.001.312.02
VCRB
VPLS

The current VCRB Sharpe Ratio is 0.46, which is lower than the VPLS Sharpe Ratio of 0.68. 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 Ratio0.300.400.500.600.700.800.90Thu 19Sat 21Mon 23Wed 25Fri 27Dec 29Tue 31Thu 02Sat 04Mon 06Wed 08
0.46
0.68
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 4.54% yield.


TTM20242023
VCRB
Vanguard Core Bond ETF
4.24%4.22%0.16%
VPLS
Vanguard Core-Plus Bond ETF
4.54%4.52%0.18%

Drawdowns

VCRB vs. VPLS - Drawdown Comparison

The maximum VCRB drawdown since its inception was -4.02%, which is greater than VPLS's maximum drawdown of -3.64%. Use the drawdown chart below to compare losses from any high point for VCRB and VPLS. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.90%
-3.52%
VCRB
VPLS

Volatility

VCRB vs. VPLS - Volatility Comparison

Vanguard Core Bond ETF (VCRB) has a higher volatility of 1.16% compared to Vanguard Core-Plus Bond ETF (VPLS) at 1.10%. 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%AugustSeptemberOctoberNovemberDecember2025
1.16%
1.10%
VCRB
VPLS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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