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VIITX vs. VBTLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIITX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Institutional Intermediate-Term Bond Fund (VIITX) 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, VIITX achieves a 0.56% return, which is significantly higher than VBTLX's 0.42% return. Over the past 10 years, VIITX has outperformed VBTLX with an annualized return of 2.13%, while VBTLX has yielded a comparatively lower 1.58% annualized return.


VIITX

1D
0.05%
1M
0.29%
YTD
0.56%
6M
0.76%
1Y
5.12%
3Y*
4.93%
5Y*
1.50%
10Y*
2.13%

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)

VIITX vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
0.56%7.23%3.67%5.31%-7.99%-1.02%6.17%6.44%0.87%2.00%
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 VIITX 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

0.94

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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2015

0.92

The correlation between VIITX and VBTLX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

VIITX vs. VBTLX — Risk / Return Rank

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

VIITX
VIITX Risk / Return Rank: 5050
Overall Rank
VIITX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIITX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VIITX Omega Ratio Rank: 5151
Omega Ratio Rank
VIITX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VIITX Martin Ratio Rank: 4141
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.

VIITX vs. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Intermediate-Term Bond Fund (VIITX) 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.


VIITXVBTLXDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.39

1.24

+0.15

Calmar ratioReturn relative to maximum drawdown

2.72

1.86

+0.86

Martin ratioReturn relative to average drawdown

8.89

5.58

+3.31

VIITX vs. VBTLX - Sharpe Ratio Comparison

The current VIITX Sharpe Ratio is 2.07, which is higher than the VBTLX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VIITX 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


VIITXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.36

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.04

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.32

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.76

0.00

Drawdowns

VIITX vs. VBTLX - Drawdown Comparison

The maximum VIITX drawdown since its inception was -11.86%, smaller than the maximum VBTLX drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VIITX and VBTLX.


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Drawdown Indicators


VIITXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-18.81%

+6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-2.89%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.32%

-6.00%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-11.86%

-18.14%

+6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-11.86%

-18.81%

+6.95%

Current Drawdown

Current decline from peak

-0.87%

-2.18%

+1.31%

Average Drawdown

Average peak-to-trough decline

-2.13%

-2.67%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.96%

-0.38%

Volatility

VIITX vs. VBTLX - Volatility Comparison

The current volatility for Vanguard Institutional Intermediate-Term Bond Fund (VIITX) is 0.87%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.38%. This indicates that VIITX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIITXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

1.38%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

2.80%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.49%

3.97%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.84%

6.01%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.06%

4.98%

-1.92%

VIITX vs. VBTLX - Expense Ratio Comparison

VIITX has a 0.02% expense ratio, which is lower than VBTLX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VIITX vs. VBTLX - Dividend Comparison

VIITX's dividend yield for the trailing twelve months is around 4.57%, 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%
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
4.57%4.51%4.71%3.61%2.14%2.20%2.87%2.69%2.62%2.04%2.95%0.57%

Frequently Asked Questions


With a correlation of 0.91, VIITX 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.

VBTLX has higher volatility (1.38%) compared to VIITX (0.87%). In terms of maximum drawdown, VIITX dropped -11.86% vs VBTLX's -18.81%.

VIITX currently has the higher Sharpe Ratio (2.07 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.

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