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VFSUX vs. VBMPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFSUX vs. VBMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). The values are adjusted to include any dividend payments, if applicable.

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VFSUX vs. VBMPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
-0.19%6.87%5.08%6.17%-5.75%-0.62%5.26%5.85%0.98%2.13%
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
-0.28%7.18%1.27%5.75%-13.14%-1.95%7.75%8.74%-0.24%3.58%

Returns By Period

In the year-to-date period, VFSUX achieves a -0.19% return, which is significantly higher than VBMPX's -0.28% return. Over the past 10 years, VFSUX has outperformed VBMPX with an annualized return of 2.61%, while VBMPX has yielded a comparatively lower 1.62% annualized return.


VFSUX

1D
0.19%
1M
-1.04%
YTD
-0.19%
6M
0.87%
1Y
4.56%
3Y*
5.31%
5Y*
2.33%
10Y*
2.61%

VBMPX

1D
0.21%
1M
-1.63%
YTD
-0.28%
6M
0.40%
1Y
3.68%
3Y*
3.53%
5Y*
0.20%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFSUX vs. VBMPX - Expense Ratio Comparison

VFSUX has a 0.10% expense ratio, which is higher than VBMPX'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%.


Return for Risk

VFSUX vs. VBMPX — Risk / Return Rank

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

VFSUX
VFSUX Risk / Return Rank: 9292
Overall Rank
VFSUX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VFSUX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VFSUX Omega Ratio Rank: 9090
Omega Ratio Rank
VFSUX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VFSUX Martin Ratio Rank: 9393
Martin Ratio Rank

VBMPX
VBMPX Risk / Return Rank: 4646
Overall Rank
VBMPX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VBMPX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VBMPX Omega Ratio Rank: 3030
Omega Ratio Rank
VBMPX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VBMPX Martin Ratio Rank: 4646
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.

VFSUX vs. VBMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). 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.


VFSUXVBMPXDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.93

+0.91

Sortino ratio

Return per unit of downside risk

3.00

1.34

+1.66

Omega ratio

Gain probability vs. loss probability

1.41

1.16

+0.24

Calmar ratio

Return relative to maximum drawdown

2.97

1.67

+1.30

Martin ratio

Return relative to average drawdown

11.85

4.72

+7.13

VFSUX vs. VBMPX - Sharpe Ratio Comparison

The current VFSUX Sharpe Ratio is 1.84, which is higher than the VBMPX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VFSUX and VBMPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFSUXVBMPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.93

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.03

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.33

+0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.51

+0.83

Correlation

The correlation between VFSUX and VBMPX is 0.79, 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.


Dividends

VFSUX vs. VBMPX - Dividend Comparison

VFSUX's dividend yield for the trailing twelve months is around 4.29%, more than VBMPX's 3.62% yield.


TTM20252024202320222021202020192018201720162015
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
4.29%4.59%4.16%3.14%2.03%1.79%2.34%2.92%2.79%2.11%2.14%2.09%
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
3.62%3.88%3.69%3.11%2.61%1.81%2.41%2.75%2.58%2.58%2.55%2.85%

Drawdowns

VFSUX vs. VBMPX - Drawdown Comparison

The maximum VFSUX drawdown since its inception was -9.24%, smaller than the maximum VBMPX drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for VFSUX and VBMPX.


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Drawdown Indicators


VFSUXVBMPXDifference

Max Drawdown

Largest peak-to-trough decline

-9.24%

-18.90%

+9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-1.71%

-2.73%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-9.24%

-18.12%

+8.88%

Max Drawdown (10Y)

Largest decline over 10 years

-9.24%

-18.90%

+9.66%

Current Drawdown

Current decline from peak

-1.23%

-2.93%

+1.70%

Average Drawdown

Average peak-to-trough decline

-0.88%

-3.54%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.97%

-0.54%

Volatility

VFSUX vs. VBMPX - Volatility Comparison

The current volatility for Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) is 0.78%, while Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) has a volatility of 1.55%. This indicates that VFSUX experiences smaller price fluctuations and is considered to be less risky than VBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFSUXVBMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.55%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

2.59%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.53%

4.36%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.95%

5.99%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.47%

4.97%

-2.50%