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VFIDX vs. VBLAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFIDX and VBLAX is 0.88, 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.


-0.50.00.51.00.9

Performance

VFIDX vs. VBLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.11%
-5.13%
VFIDX
VBLAX

Key characteristics

Sharpe Ratio

VFIDX:

0.81

VBLAX:

-0.11

Sortino Ratio

VFIDX:

1.20

VBLAX:

-0.08

Omega Ratio

VFIDX:

1.14

VBLAX:

0.99

Calmar Ratio

VFIDX:

0.33

VBLAX:

-0.04

Martin Ratio

VFIDX:

2.38

VBLAX:

-0.26

Ulcer Index

VFIDX:

1.89%

VBLAX:

5.05%

Daily Std Dev

VFIDX:

5.53%

VBLAX:

11.30%

Max Drawdown

VFIDX:

-22.52%

VBLAX:

-40.12%

Current Drawdown

VFIDX:

-8.09%

VBLAX:

-31.53%

Returns By Period

In the year-to-date period, VFIDX achieves a -0.23% return, which is significantly higher than VBLAX's -0.48% return.


VFIDX

YTD

-0.23%

1M

-0.17%

6M

1.55%

1Y

4.49%

5Y*

-0.02%

10Y*

1.67%

VBLAX

YTD

-0.48%

1M

-1.70%

6M

-2.03%

1Y

-0.75%

5Y*

-4.27%

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.


VFIDX vs. VBLAX - Expense Ratio Comparison

VFIDX has a 0.10% expense ratio, which is higher than VBLAX's 0.07% 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%.


VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
Expense ratio chart for VFIDX: 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 VBLAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VFIDX vs. VBLAX — Risk-Adjusted Performance Rank

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

VFIDX
The Risk-Adjusted Performance Rank of VFIDX is 3333
Overall Rank
The Sharpe Ratio Rank of VFIDX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIDX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VFIDX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VFIDX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VFIDX is 3131
Martin Ratio Rank

VBLAX
The Risk-Adjusted Performance Rank of VBLAX is 44
Overall Rank
The Sharpe Ratio Rank of VBLAX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of VBLAX is 44
Sortino Ratio Rank
The Omega Ratio Rank of VBLAX is 44
Omega Ratio Rank
The Calmar Ratio Rank of VBLAX is 44
Calmar Ratio Rank
The Martin Ratio Rank of VBLAX is 44
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.

VFIDX vs. VBLAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX). 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 VFIDX, currently valued at 0.81, compared to the broader market-1.000.001.002.003.004.000.81-0.11
The chart of Sortino ratio for VFIDX, currently valued at 1.20, compared to the broader market0.005.0010.001.20-0.08
The chart of Omega ratio for VFIDX, currently valued at 1.14, compared to the broader market1.002.003.004.001.140.99
The chart of Calmar ratio for VFIDX, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.000.33-0.04
The chart of Martin ratio for VFIDX, currently valued at 2.38, compared to the broader market0.0020.0040.0060.0080.002.38-0.26
VFIDX
VBLAX

The current VFIDX Sharpe Ratio is 0.81, which is higher than the VBLAX Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of VFIDX and VBLAX, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.81
-0.11
VFIDX
VBLAX

Dividends

VFIDX vs. VBLAX - Dividend Comparison

VFIDX's dividend yield for the trailing twelve months is around 4.66%, which matches VBLAX's 4.63% yield.


TTM20242023202220212020201920182017201620152014
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.66%4.65%3.89%3.21%2.36%2.59%3.12%3.32%2.91%2.98%3.21%3.26%
VBLAX
Vanguard Long-Term Bond Index Fund Admiral Shares
4.63%4.61%4.08%3.99%2.85%2.95%3.08%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VFIDX vs. VBLAX - Drawdown Comparison

The maximum VFIDX drawdown since its inception was -22.52%, smaller than the maximum VBLAX drawdown of -40.12%. Use the drawdown chart below to compare losses from any high point for VFIDX and VBLAX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-8.09%
-31.53%
VFIDX
VBLAX

Volatility

VFIDX vs. VBLAX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) is 1.73%, while Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) has a volatility of 3.01%. This indicates that VFIDX experiences smaller price fluctuations and is considered to be less risky than VBLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
1.73%
3.01%
VFIDX
VBLAX
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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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