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

Performance

VCRB vs. VTI - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.39%
12.42%
VCRB
VTI

Returns By Period

In the year-to-date period, VCRB achieves a 2.58% return, which is significantly lower than VTI's 24.70% return.


VCRB

YTD

2.58%

1M

-1.31%

6M

3.26%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VTI

YTD

24.70%

1M

1.36%

6M

12.03%

1Y

32.16%

5Y (annualized)

15.00%

10Y (annualized)

12.63%

Key characteristics


VCRBVTI
Daily Std Dev5.29%12.52%
Max Drawdown-3.42%-55.45%
Current Drawdown-3.11%-1.58%

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VCRB vs. VTI - Expense Ratio Comparison

VCRB has a 0.10% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VCRB
Vanguard Core Bond ETF
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%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.2

The correlation between VCRB and VTI is 0.20, 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.

Risk-Adjusted Performance

VCRB vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) and Vanguard Total Stock Market ETF (VTI). 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
No data
VCRB
VTI

Chart placeholderNot enough data

Dividends

VCRB vs. VTI - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.47%, more than VTI's 1.28% yield.


TTM20232022202120202019201820172016201520142013
VCRB
Vanguard Core Bond ETF
3.47%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.28%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VCRB vs. VTI - Drawdown Comparison

The maximum VCRB drawdown since its inception was -3.42%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VCRB and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.11%
-1.58%
VCRB
VTI

Volatility

VCRB vs. VTI - Volatility Comparison

The current volatility for Vanguard Core Bond ETF (VCRB) is 1.49%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that VCRB experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.49%
4.28%
VCRB
VTI