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VICBX vs. VBTLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VICBX vs. VBTLX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VICBX achieves a 0.39% return, which is significantly lower than VBTLX's 0.42% return. Over the past 10 years, VICBX has outperformed VBTLX with an annualized return of 3.21%, while VBTLX has yielded a comparatively lower 1.58% annualized return.


VICBX

1D
0.00%
1M
0.56%
YTD
0.39%
6M
0.32%
1Y
6.40%
3Y*
6.25%
5Y*
1.42%
10Y*
3.21%

VBTLX

1D
0.00%
1M
0.55%
YTD
0.42%
6M
0.35%
1Y
5.34%
3Y*
4.05%
5Y*
0.21%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VICBX vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VICBX
Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares
0.39%9.37%3.67%8.87%-14.06%-1.50%9.57%15.96%-1.72%5.50%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.42%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Correlation

The correlation between VICBX and VBTLX is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.92

The correlation between VICBX and VBTLX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

VICBX vs. VBTLX — Risk / Return Rank

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

VICBX
VICBX Risk / Return Rank: 3434
Overall Rank
VICBX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VICBX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VICBX Omega Ratio Rank: 3333
Omega Ratio Rank
VICBX Calmar Ratio Rank: 3535
Calmar Ratio Rank
VICBX Martin Ratio Rank: 3333
Martin Ratio Rank

VBTLX
VBTLX Risk / Return Rank: 2323
Overall Rank
VBTLX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 2121
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 2121
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.

VICBX vs. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.


VICBXVBTLXDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.36

+0.32

Sortino ratio

Return per unit of downside risk

2.47

2.04

+0.43

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

2.22

1.86

+0.36

Martin ratio

Return relative to average drawdown

7.44

5.58

+1.86

VICBX vs. VBTLX - Sharpe Ratio Comparison

The current VICBX Sharpe Ratio is 1.68, which is comparable to the VBTLX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VICBX and VBTLX, 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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Sharpe Ratios by Period


VICBXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.36

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.04

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.32

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.76

+0.12

Drawdowns

VICBX vs. VBTLX - Drawdown Comparison

The maximum VICBX drawdown since its inception was -20.55%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VICBX and VBTLX.


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Drawdown Indicators


VICBXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-20.55%

-18.81%

-1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-2.89%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-5.98%

-6.00%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

-18.14%

-2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-20.55%

-18.81%

-1.74%

Current Drawdown

Current decline from peak

-1.14%

-2.18%

+1.04%

Average Drawdown

Average peak-to-trough decline

-3.14%

-2.67%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.96%

-0.08%

Volatility

VICBX vs. VBTLX - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 1.39% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VICBXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.38%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.80%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

3.97%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

6.01%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

4.98%

+0.36%

VICBX vs. VBTLX - Expense Ratio Comparison

Both VICBX and VBTLX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VICBX vs. VBTLX - Dividend Comparison

VICBX's dividend yield for the trailing twelve months is around 4.79%, more than VBTLX's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.98%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%
VICBX
Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares
4.79%4.61%4.79%3.72%3.02%2.82%2.79%5.01%3.64%3.23%3.32%3.39%

Frequently Asked Questions


With a correlation of 0.91, VICBX and VBTLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VICBX has higher volatility (1.39%) compared to VBTLX (1.38%). In terms of maximum drawdown, VICBX dropped -20.55% vs VBTLX's -18.81%.

VICBX currently has the higher Sharpe Ratio (1.68 vs 1.36), 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.

Portfolio Optimizer

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