PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VGSTX vs. VBINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VGSTX vs. VBINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard STAR Fund (VGSTX) and Vanguard Balanced Index Fund (VBINX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.29%
9.36%
VGSTX
VBINX

Returns By Period

In the year-to-date period, VGSTX achieves a 10.19% return, which is significantly lower than VBINX's 15.16% return. Over the past 10 years, VGSTX has underperformed VBINX with an annualized return of 7.43%, while VBINX has yielded a comparatively higher 8.12% annualized return.


VGSTX

YTD

10.19%

1M

-0.51%

6M

4.66%

1Y

16.99%

5Y (annualized)

7.72%

10Y (annualized)

7.43%

VBINX

YTD

15.16%

1M

0.76%

6M

8.66%

1Y

21.62%

5Y (annualized)

8.74%

10Y (annualized)

8.12%

Key characteristics


VGSTXVBINX
Sharpe Ratio1.932.61
Sortino Ratio2.753.69
Omega Ratio1.351.49
Calmar Ratio1.452.66
Martin Ratio11.9816.41
Ulcer Index1.40%1.31%
Daily Std Dev8.68%8.20%
Max Drawdown-38.62%-35.97%
Current Drawdown-1.55%-1.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGSTX vs. VBINX - Expense Ratio Comparison

VGSTX has a 0.31% expense ratio, which is higher than VBINX's 0.18% expense ratio.


VGSTX
Vanguard STAR Fund
Expense ratio chart for VGSTX: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%
Expense ratio chart for VBINX: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Correlation

-0.50.00.51.01.0

The correlation between VGSTX and VBINX is 0.96, 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.

Risk-Adjusted Performance

VGSTX vs. VBINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard STAR Fund (VGSTX) and Vanguard Balanced Index Fund (VBINX). 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 VGSTX, currently valued at 1.93, compared to the broader market-1.000.001.002.003.004.005.001.932.61
The chart of Sortino ratio for VGSTX, currently valued at 2.75, compared to the broader market0.005.0010.002.753.69
The chart of Omega ratio for VGSTX, currently valued at 1.35, compared to the broader market1.002.003.004.001.351.49
The chart of Calmar ratio for VGSTX, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.0025.001.452.66
The chart of Martin ratio for VGSTX, currently valued at 11.98, compared to the broader market0.0020.0040.0060.0080.00100.0011.9816.41
VGSTX
VBINX

The current VGSTX Sharpe Ratio is 1.93, which is comparable to the VBINX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of VGSTX and VBINX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.93
2.61
VGSTX
VBINX

Dividends

VGSTX vs. VBINX - Dividend Comparison

VGSTX's dividend yield for the trailing twelve months is around 2.22%, more than VBINX's 1.93% yield.


TTM20232022202120202019201820172016201520142013
VGSTX
Vanguard STAR Fund
2.22%2.21%2.08%1.36%1.42%2.11%2.52%1.85%2.08%2.09%2.18%1.82%
VBINX
Vanguard Balanced Index Fund
1.93%1.93%1.80%1.27%1.55%2.02%2.19%1.83%1.97%1.95%1.79%1.70%

Drawdowns

VGSTX vs. VBINX - Drawdown Comparison

The maximum VGSTX drawdown since its inception was -38.62%, which is greater than VBINX's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VGSTX and VBINX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.55%
-1.12%
VGSTX
VBINX

Volatility

VGSTX vs. VBINX - Volatility Comparison

The current volatility for Vanguard STAR Fund (VGSTX) is 2.32%, while Vanguard Balanced Index Fund (VBINX) has a volatility of 2.59%. This indicates that VGSTX experiences smaller price fluctuations and is considered to be less risky than VBINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
2.32%
2.59%
VGSTX
VBINX