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VICSX vs. VBILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

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.

40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
78.00%
47.33%
VICSX
VBILX

Key characteristics

Sharpe Ratio

VICSX:

0.65

VBILX:

0.31

Sortino Ratio

VICSX:

0.94

VBILX:

0.48

Omega Ratio

VICSX:

1.11

VBILX:

1.06

Calmar Ratio

VICSX:

0.29

VBILX:

0.13

Martin Ratio

VICSX:

2.19

VBILX:

0.86

Ulcer Index

VICSX:

1.54%

VBILX:

2.05%

Daily Std Dev

VICSX:

5.22%

VBILX:

5.64%

Max Drawdown

VICSX:

-21.03%

VBILX:

-18.96%

Current Drawdown

VICSX:

-6.26%

VBILX:

-9.01%

Returns By Period

In the year-to-date period, VICSX achieves a 2.89% return, which is significantly higher than VBILX's 1.28% return. Over the past 10 years, VICSX has outperformed VBILX with an annualized return of 2.67%, while VBILX has yielded a comparatively lower 1.75% annualized return.


VICSX

YTD

2.89%

1M

-0.50%

6M

2.18%

1Y

3.45%

5Y*

0.65%

10Y*

2.67%

VBILX

YTD

1.28%

1M

-0.27%

6M

1.51%

1Y

1.87%

5Y*

0.06%

10Y*

1.75%

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


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%.


VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
Expense ratio chart for VICSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VBILX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VICSX vs. VBILX - 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 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.


Sharpe ratio
The chart of Sharpe ratio for VICSX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.000.650.31
The chart of Sortino ratio for VICSX, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.940.48
The chart of Omega ratio for VICSX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.06
The chart of Calmar ratio for VICSX, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.0014.000.290.13
The chart of Martin ratio for VICSX, currently valued at 2.19, compared to the broader market0.0020.0040.0060.002.190.86
VICSX
VBILX

The current VICSX Sharpe Ratio is 0.65, which is higher than the VBILX Sharpe Ratio of 0.31. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.65
0.31
VICSX
VBILX

Dividends

VICSX vs. VBILX - Dividend Comparison

VICSX's dividend yield for the trailing twelve months is around 3.63%, less than VBILX's 3.75% yield.


TTM20232022202120202019201820172016201520142013
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
3.63%3.70%3.00%2.20%2.56%3.36%3.62%3.22%3.30%3.36%3.20%3.26%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
3.75%3.09%2.39%3.38%2.93%2.73%2.87%2.65%2.66%2.74%2.84%3.08%

Drawdowns

VICSX vs. VBILX - Drawdown Comparison

The maximum VICSX drawdown since its inception was -21.03%, which is greater than VBILX's maximum drawdown of -18.96%. Use the drawdown chart below to compare losses from any high point for VICSX and VBILX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-6.26%
-9.01%
VICSX
VBILX

Volatility

VICSX vs. VBILX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) is 1.52%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.68%. This indicates that VICSX experiences smaller price fluctuations and is considered to be less risky than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.52%
1.68%
VICSX
VBILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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