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VIVIX vs. VBIRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIVIXVBIRX
YTD Return21.73%3.32%
1Y Return34.48%6.35%
3Y Return (Ann)9.96%0.51%
5Y Return (Ann)11.80%1.23%
10Y Return (Ann)10.69%1.50%
Sharpe Ratio3.232.07
Sortino Ratio4.533.30
Omega Ratio1.591.43
Calmar Ratio4.881.15
Martin Ratio20.9710.53
Ulcer Index1.59%0.57%
Daily Std Dev10.35%2.92%
Max Drawdown-59.30%-8.91%
Current Drawdown0.00%-1.26%

Correlation

-0.50.00.51.0-0.2

The correlation between VIVIX and VBIRX is -0.21. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

VIVIX vs. VBIRX - Performance Comparison

In the year-to-date period, VIVIX achieves a 21.73% return, which is significantly higher than VBIRX's 3.32% return. Over the past 10 years, VIVIX has outperformed VBIRX with an annualized return of 10.69%, while VBIRX has yielded a comparatively lower 1.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.98%
3.38%
VIVIX
VBIRX

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VIVIX vs. VBIRX - Expense Ratio Comparison

VIVIX has a 0.04% expense ratio, which is lower than VBIRX's 0.07% 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%.


VBIRX
Vanguard Short-Term Bond Index Fund Admiral Shares
Expense ratio chart for VBIRX: 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 VIVIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VIVIX vs. VBIRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Institutional Shares (VIVIX) and Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX). 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.


VIVIX
Sharpe ratio
The chart of Sharpe ratio for VIVIX, currently valued at 3.23, compared to the broader market0.002.004.003.23
Sortino ratio
The chart of Sortino ratio for VIVIX, currently valued at 4.53, compared to the broader market0.005.0010.004.53
Omega ratio
The chart of Omega ratio for VIVIX, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for VIVIX, currently valued at 4.88, compared to the broader market0.005.0010.0015.0020.0025.004.88
Martin ratio
The chart of Martin ratio for VIVIX, currently valued at 20.97, compared to the broader market0.0020.0040.0060.0080.00100.0020.97
VBIRX
Sharpe ratio
The chart of Sharpe ratio for VBIRX, currently valued at 2.07, compared to the broader market0.002.004.002.07
Sortino ratio
The chart of Sortino ratio for VBIRX, currently valued at 3.29, compared to the broader market0.005.0010.003.30
Omega ratio
The chart of Omega ratio for VBIRX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for VBIRX, currently valued at 1.15, compared to the broader market0.005.0010.0015.0020.0025.001.15
Martin ratio
The chart of Martin ratio for VBIRX, currently valued at 10.53, compared to the broader market0.0020.0040.0060.0080.00100.0010.53

VIVIX vs. VBIRX - Sharpe Ratio Comparison

The current VIVIX Sharpe Ratio is 3.23, which is higher than the VBIRX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of VIVIX and VBIRX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.23
2.07
VIVIX
VBIRX

Dividends

VIVIX vs. VBIRX - Dividend Comparison

VIVIX's dividend yield for the trailing twelve months is around 2.22%, less than VBIRX's 3.24% yield.


TTM20232022202120202019201820172016201520142013
VIVIX
Vanguard Value Index Fund Institutional Shares
2.22%2.46%2.52%2.14%2.56%2.50%2.73%2.30%2.46%2.61%2.23%2.22%
VBIRX
Vanguard Short-Term Bond Index Fund Admiral Shares
3.24%2.41%1.44%1.17%1.78%2.23%2.04%1.53%1.48%1.32%1.20%1.21%

Drawdowns

VIVIX vs. VBIRX - Drawdown Comparison

The maximum VIVIX drawdown since its inception was -59.30%, which is greater than VBIRX's maximum drawdown of -8.91%. Use the drawdown chart below to compare losses from any high point for VIVIX and VBIRX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.26%
VIVIX
VBIRX

Volatility

VIVIX vs. VBIRX - Volatility Comparison

Vanguard Value Index Fund Institutional Shares (VIVIX) has a higher volatility of 3.71% compared to Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) at 0.59%. This indicates that VIVIX's price experiences larger fluctuations and is considered to be riskier than VBIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.71%
0.59%
VIVIX
VBIRX