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VEXAX vs. VBTLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEXAX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEXAX achieves a 14.93% return, which is significantly higher than VBTLX's 0.42% return. Over the past 10 years, VEXAX has outperformed VBTLX with an annualized return of 12.19%, while VBTLX has yielded a comparatively lower 1.58% annualized return.


VEXAX

1D
1.07%
1M
5.80%
YTD
14.93%
6M
13.66%
1Y
30.14%
3Y*
20.14%
5Y*
6.91%
10Y*
12.19%

VBTLX

1D
0.00%
1M
0.55%
YTD
0.42%
6M
0.35%
1Y
5.34%
3Y*
4.05%
5Y*
0.21%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEXAX vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
14.93%11.42%15.47%26.95%-26.46%12.45%32.22%28.03%-9.37%18.11%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.42%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Correlation

The correlation between VEXAX and VBTLX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2001

-0.17

The correlation between VEXAX and VBTLX shifts across timeframes, from -0.17 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VEXAX vs. VBTLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEXAX
VEXAX Risk / Return Rank: 4747
Overall Rank
VEXAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VEXAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VEXAX Omega Ratio Rank: 3636
Omega Ratio Rank
VEXAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VEXAX Martin Ratio Rank: 5555
Martin Ratio Rank

VBTLX
VBTLX Risk / Return Rank: 2323
Overall Rank
VBTLX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 2121
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEXAX vs. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.


VEXAXVBTLXDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.32

1.24

+0.08

Calmar ratioReturn relative to maximum drawdown

3.13

1.86

+1.28

Martin ratioReturn relative to average drawdown

11.08

5.58

+5.50

VEXAX vs. VBTLX - Sharpe Ratio Comparison

The current VEXAX Sharpe Ratio is 1.87, which is higher than the VBTLX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VEXAX and VBTLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VEXAXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.36

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.04

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.32

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.76

-0.39

Drawdowns

VEXAX vs. VBTLX - Drawdown Comparison

The maximum VEXAX drawdown since its inception was -58.08%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VEXAX and VBTLX.


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Drawdown Indicators


VEXAXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-58.08%

-18.81%

-39.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-2.89%

-7.36%

Max Drawdown (3Y)

Largest decline over 3 years

-26.84%

-6.00%

-20.84%

Max Drawdown (5Y)

Largest decline over 5 years

-36.33%

-18.14%

-18.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

-18.81%

-22.81%

Current Drawdown

Current decline from peak

0.00%

-2.18%

+2.18%

Average Drawdown

Average peak-to-trough decline

-12.18%

-2.67%

-9.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

0.96%

+1.93%

Volatility

VEXAX vs. VBTLX - Volatility Comparison

Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a higher volatility of 4.69% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.38%. This indicates that VEXAX's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEXAXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

1.38%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

2.80%

+9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

3.97%

+13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

6.01%

+16.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

4.98%

+17.38%

VEXAX vs. VBTLX - Expense Ratio Comparison

VEXAX has a 0.06% expense ratio, which is higher than VBTLX's 0.04% 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%.


Dividends

VEXAX vs. VBTLX - Dividend Comparison

VEXAX's dividend yield for the trailing twelve months is around 1.01%, less than VBTLX's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.98%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
1.01%1.14%1.09%1.25%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%

Frequently Asked Questions


VEXAX and VBTLX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEXAX has higher volatility (4.69%) compared to VBTLX (1.38%). In terms of maximum drawdown, VEXAX dropped -58.08% vs VBTLX's -18.81%.

VEXAX currently has the higher Sharpe Ratio (1.87 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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