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VICSX vs. VBILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VICSX vs. VBILX - Performance Comparison

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

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VICSX vs. VBILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
-0.94%9.36%3.66%8.88%-14.09%-1.56%9.52%13.99%-1.73%5.47%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
-0.94%8.57%1.54%6.09%-13.59%-2.36%9.82%10.20%-0.15%3.86%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VICSX at -0.94% and VBILX at -0.94%. Over the past 10 years, VICSX has outperformed VBILX with an annualized return of 3.05%, while VBILX has yielded a comparatively lower 1.94% annualized return.


VICSX

1D
0.54%
1M
-2.45%
YTD
-0.94%
6M
0.27%
1Y
5.56%
3Y*
5.58%
5Y*
1.50%
10Y*
3.05%

VBILX

1D
0.48%
1M
-2.72%
YTD
-0.94%
6M
0.18%
1Y
4.23%
3Y*
3.80%
5Y*
0.40%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VICSX vs. VBILX - Expense Ratio Comparison

Both VICSX and VBILX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VICSX vs. VBILX — Risk / Return Rank

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

VICSX
VICSX Risk / Return Rank: 7575
Overall Rank
VICSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VICSX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VICSX Omega Ratio Rank: 6565
Omega Ratio Rank
VICSX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VICSX Martin Ratio Rank: 7777
Martin Ratio Rank

VBILX
VBILX Risk / Return Rank: 6060
Overall Rank
VBILX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VBILX Sortino Ratio Rank: 6161
Sortino Ratio Rank
VBILX Omega Ratio Rank: 4444
Omega Ratio Rank
VBILX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VBILX Martin Ratio Rank: 6060
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.

VICSX vs. VBILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.


VICSXVBILXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.05

+0.27

Sortino ratio

Return per unit of downside risk

1.86

1.53

+0.33

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

2.04

1.70

+0.34

Martin ratio

Return relative to average drawdown

7.46

5.69

+1.77

VICSX vs. VBILX - Sharpe Ratio Comparison

The current VICSX Sharpe Ratio is 1.32, which is comparable to the VBILX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VICSX and VBILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VICSXVBILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.05

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.06

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.36

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.67

+0.17

Correlation

The correlation between VICSX and VBILX is 0.95, 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

VICSX vs. VBILX - Dividend Comparison

VICSX's dividend yield for the trailing twelve months is around 4.32%, more than VBILX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.32%4.59%4.77%3.70%3.00%2.76%2.77%3.35%3.62%3.22%3.03%3.36%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.79%4.01%3.80%3.09%1.99%3.39%2.94%2.73%2.87%2.73%3.06%3.09%

Drawdowns

VICSX vs. VBILX - Drawdown Comparison

The maximum VICSX drawdown since its inception was -20.53%, which is greater than VBILX's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for VICSX and VBILX.


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Drawdown Indicators


VICSXVBILXDifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-19.26%

-1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-3.18%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.53%

-19.15%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

-19.26%

-1.27%

Current Drawdown

Current decline from peak

-2.45%

-2.72%

+0.27%

Average Drawdown

Average peak-to-trough decline

-3.18%

-3.16%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.95%

-0.11%

Volatility

VICSX vs. VBILX - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) has a higher volatility of 1.81% compared to Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) at 1.64%. This indicates that VICSX's price experiences larger fluctuations and is considered to be riskier than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VICSXVBILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

1.64%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.74%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

4.59%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.14%

6.36%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.33%

5.35%

-0.02%