VICSX vs. BND
Compare and contrast key facts about Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Vanguard Total Bond Market ETF (BND).
VICSX is managed by Vanguard. It was launched on Mar 2, 2010. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VICSX or BND.
Key characteristics
| VICSX | BND | |
|---|---|---|
| YTD Return | 3.46% | 1.59% |
| 1Y Return | 11.31% | 7.87% |
| 3Y Return (Ann) | -1.25% | -2.37% |
| 5Y Return (Ann) | 0.85% | -0.27% |
| 10Y Return (Ann) | 2.71% | 1.41% |
| Sharpe Ratio | 2.00 | 1.34 |
| Sortino Ratio | 3.03 | 1.98 |
| Omega Ratio | 1.37 | 1.24 |
| Calmar Ratio | 0.75 | 0.50 |
| Martin Ratio | 8.68 | 4.75 |
| Ulcer Index | 1.32% | 1.65% |
| Daily Std Dev | 5.71% | 5.84% |
| Max Drawdown | -21.03% | -18.84% |
| Current Drawdown | -5.74% | -9.17% |
Correlation
The correlation between VICSX and BND is 0.91, 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.
Performance
VICSX vs. BND - Performance Comparison
In the year-to-date period, VICSX achieves a 3.46% return, which is significantly higher than BND's 1.59% return. Over the past 10 years, VICSX has outperformed BND with an annualized return of 2.71%, while BND has yielded a comparatively lower 1.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VICSX vs. BND - Expense Ratio Comparison
VICSX has a 0.07% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VICSX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
VICSX vs. BND - Dividend Comparison
VICSX's dividend yield for the trailing twelve months is around 4.27%, more than BND's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | 4.27% | 3.70% | 3.00% | 2.20% | 2.56% | 3.36% | 3.62% | 3.22% | 3.30% | 3.36% | 3.20% | 3.26% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
VICSX vs. BND - Drawdown Comparison
The maximum VICSX drawdown since its inception was -21.03%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VICSX and BND. For additional features, visit the drawdowns tool.
Volatility
VICSX vs. BND - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) is 1.66%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.77%. This indicates that VICSX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.