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VGCIX vs. VBILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGCIX and VBILX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VGCIX vs. VBILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Credit Bond Fund Investor Shares (VGCIX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VGCIX:

1.45

VBILX:

1.07

Sortino Ratio

VGCIX:

2.14

VBILX:

1.60

Omega Ratio

VGCIX:

1.26

VBILX:

1.19

Calmar Ratio

VGCIX:

0.58

VBILX:

0.41

Martin Ratio

VGCIX:

5.82

VBILX:

2.67

Ulcer Index

VGCIX:

1.02%

VBILX:

2.20%

Daily Std Dev

VGCIX:

4.13%

VBILX:

5.55%

Max Drawdown

VGCIX:

-20.84%

VBILX:

-20.65%

Current Drawdown

VGCIX:

-4.41%

VBILX:

-8.46%

Returns By Period

In the year-to-date period, VGCIX achieves a 1.68% return, which is significantly lower than VBILX's 2.49% return.


VGCIX

YTD

1.68%

1M

1.39%

6M

1.12%

1Y

6.18%

5Y*

0.92%

10Y*

N/A

VBILX

YTD

2.49%

1M

0.69%

6M

1.66%

1Y

6.19%

5Y*

-0.87%

10Y*

1.63%

*Annualized

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VGCIX vs. VBILX - Expense Ratio Comparison

VGCIX has a 0.35% expense ratio, which is higher than VBILX's 0.07% expense ratio.


Risk-Adjusted Performance

VGCIX vs. VBILX — Risk-Adjusted Performance Rank

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

VGCIX
The Risk-Adjusted Performance Rank of VGCIX is 8585
Overall Rank
The Sharpe Ratio Rank of VGCIX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VGCIX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VGCIX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VGCIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VGCIX is 8989
Martin Ratio Rank

VBILX
The Risk-Adjusted Performance Rank of VBILX is 7575
Overall Rank
The Sharpe Ratio Rank of VBILX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VBILX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VBILX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VBILX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VBILX is 7171
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.

VGCIX vs. VBILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Credit Bond Fund Investor Shares (VGCIX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.


The current VGCIX Sharpe Ratio is 1.45, which is higher than the VBILX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of VGCIX and VBILX, 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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Dividends

VGCIX vs. VBILX - Dividend Comparison

VGCIX's dividend yield for the trailing twelve months is around 4.76%, more than VBILX's 3.54% yield.


TTM20242023202220212020201920182017201620152014
VGCIX
Vanguard Global Credit Bond Fund Investor Shares
4.76%4.54%4.39%2.61%3.05%4.55%6.78%0.35%0.00%0.00%0.00%0.00%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.54%3.80%3.09%2.36%1.93%2.23%2.74%2.87%2.65%2.66%2.74%2.84%

Drawdowns

VGCIX vs. VBILX - Drawdown Comparison

The maximum VGCIX drawdown since its inception was -20.84%, roughly equal to the maximum VBILX drawdown of -20.65%. Use the drawdown chart below to compare losses from any high point for VGCIX and VBILX. For additional features, visit the drawdowns tool.


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Volatility

VGCIX vs. VBILX - Volatility Comparison

The current volatility for Vanguard Global Credit Bond Fund Investor Shares (VGCIX) is 1.15%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.67%. This indicates that VGCIX experiences smaller price fluctuations and is considered to be less risky than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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