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VGMS vs. BINC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGMS vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Multi-Sector Income Bond ETF (VGMS) and iShares Flexible Income Active ETF (BINC). The values are adjusted to include any dividend payments, if applicable.

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VGMS vs. BINC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VGMS achieves a -0.28% return, which is significantly higher than BINC's -0.78% return.


VGMS

1D
0.79%
1M
-1.38%
YTD
-0.28%
6M
1.27%
1Y
3Y*
5Y*
10Y*

BINC

1D
0.33%
1M
-2.11%
YTD
-0.78%
6M
0.65%
1Y
5.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGMS vs. BINC - Expense Ratio Comparison

VGMS has a 0.30% expense ratio, which is lower than BINC's 0.40% expense ratio.


Return for Risk

VGMS vs. BINC — Risk / Return Rank

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

VGMS

BINC
BINC Risk / Return Rank: 8484
Overall Rank
BINC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8787
Sortino Ratio Rank
BINC Omega Ratio Rank: 9191
Omega Ratio Rank
BINC Calmar Ratio Rank: 7676
Calmar Ratio Rank
BINC Martin Ratio Rank: 7979
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.

VGMS vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) and iShares Flexible Income Active ETF (BINC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VGMS vs. BINC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGMSBINCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

2.28

-0.20

Correlation

The correlation between VGMS and BINC is 0.83, 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

VGMS vs. BINC - Dividend Comparison

VGMS's dividend yield for the trailing twelve months is around 3.83%, less than BINC's 5.91% yield.


TTM202520242023
VGMS
Vanguard Multi-Sector Income Bond ETF
3.83%2.94%0.00%0.00%
BINC
iShares Flexible Income Active ETF
5.91%5.86%6.14%3.13%

Drawdowns

VGMS vs. BINC - Drawdown Comparison

The maximum VGMS drawdown since its inception was -2.46%, smaller than the maximum BINC drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for VGMS and BINC.


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Drawdown Indicators


VGMSBINCDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-2.69%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

Current Drawdown

Current decline from peak

-1.51%

-2.14%

+0.63%

Average Drawdown

Average peak-to-trough decline

-0.27%

-0.33%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

Volatility

VGMS vs. BINC - Volatility Comparison


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Volatility by Period


VGMSBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

2.94%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.12%

3.03%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.12%

3.03%

+0.09%