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VGMS vs. VMSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGMS vs. VMSIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGMS achieves a 1.48% return, which is significantly higher than VMSIX's 1.14% return.


VGMS

1D
0.17%
1M
0.73%
YTD
1.48%
6M
1.55%
1Y
6.52%
3Y*
5Y*
10Y*

VMSIX

1D
-0.11%
1M
0.57%
YTD
1.14%
6M
1.47%
1Y
6.14%
3Y*
7.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGMS vs. VMSIX - Yearly Performance Comparison


Correlation

The correlation between VGMS and VMSIX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

0.83

The correlation between VGMS and VMSIX has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

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Return for Risk

VGMS vs. VMSIX — Risk / Return Rank

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

VGMS
VGMS Risk / Return Rank: 6666
Overall Rank
VGMS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGMS Sortino Ratio Rank: 7070
Sortino Ratio Rank
VGMS Omega Ratio Rank: 6969
Omega Ratio Rank
VGMS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VGMS Martin Ratio Rank: 6969
Martin Ratio Rank

VMSIX
VMSIX Risk / Return Rank: 7979
Overall Rank
VMSIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VMSIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VMSIX Omega Ratio Rank: 8686
Omega Ratio Rank
VMSIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VMSIX Martin Ratio Rank: 7676
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. VMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) and Vanguard Multi-Sector Income Bond Inv (VMSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGMSVMSIXDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.39

1.54

-0.16

Calmar ratioReturn relative to maximum drawdown

2.66

2.91

-0.25

Martin ratioReturn relative to average drawdown

12.04

13.30

-1.26

VGMS vs. VMSIX - Sharpe Ratio Comparison

The current VGMS Sharpe Ratio is 2.01, which is comparable to the VMSIX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of VGMS and VMSIX, 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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Drawdowns

VGMS vs. VMSIX - Drawdown Comparison

The maximum VGMS drawdown since its inception was -2.46%, smaller than the maximum VMSIX drawdown of -13.11%. Use the drawdown chart below to compare losses from any high point for VGMS and VMSIX.


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Drawdown Indicators


VGMSVMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-13.11%

+10.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-2.20%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

Current Drawdown

Current decline from peak

-0.18%

-0.22%

+0.04%

Average Drawdown

Average peak-to-trough decline

-0.30%

-3.04%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.48%

+0.06%

Volatility

VGMS vs. VMSIX - Volatility Comparison

Vanguard Multi-Sector Income Bond ETF (VGMS) has a higher volatility of 1.06% compared to Vanguard Multi-Sector Income Bond Inv (VMSIX) at 0.74%. This indicates that VGMS's price experiences larger fluctuations and is considered to be riskier than VMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGMSVMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.74%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

2.05%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

2.51%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.24%

4.67%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

4.67%

-1.43%

VGMS vs. VMSIX - Expense Ratio Comparison

VGMS has a 0.30% expense ratio, which is lower than VMSIX's 0.45% expense ratio.


Dividends

VGMS vs. VMSIX - Dividend Comparison

VGMS's dividend yield for the trailing twelve months is around 5.14%, less than VMSIX's 5.44% yield.


PositionTTM2025202420232022
VGMS
Vanguard Multi-Sector Income Bond ETF
5.14%2.94%0.00%0.00%0.00%
VMSIX
Vanguard Multi-Sector Income Bond Inv
5.44%5.56%6.37%5.43%3.66%

Frequently Asked Questions


VGMS and VMSIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGMS has higher volatility (1.06%) compared to VMSIX (0.74%). In terms of maximum drawdown, VGMS dropped -2.46% vs VMSIX's -13.11%.

VMSIX currently has the higher Sharpe Ratio (2.56 vs 2.01), 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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