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VLCIX vs. SMARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VLCIX vs. SMARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX) and Brandes Separately Managed Account Reserve Trust (SMARX). The values are adjusted to include any dividend payments, if applicable.

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VLCIX vs. SMARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLCIX
Vanguard Long-Term Corporate Bond Index Fund Institutional Shares
-0.93%7.27%-1.43%11.06%-25.75%-1.24%13.74%23.18%-6.86%12.42%
SMARX
Brandes Separately Managed Account Reserve Trust
-0.18%6.91%3.73%9.76%-11.77%0.76%6.55%7.77%-1.13%4.75%

Returns By Period

In the year-to-date period, VLCIX achieves a -0.93% return, which is significantly lower than SMARX's -0.18% return. Over the past 10 years, VLCIX has underperformed SMARX with an annualized return of 2.58%, while SMARX has yielded a comparatively higher 3.35% annualized return.


VLCIX

1D
0.53%
1M
-2.55%
YTD
-0.93%
6M
-1.70%
1Y
3.27%
3Y*
3.22%
5Y*
-1.59%
10Y*
2.58%

SMARX

1D
0.13%
1M
-1.62%
YTD
-0.18%
6M
0.37%
1Y
3.86%
3Y*
5.23%
5Y*
1.94%
10Y*
3.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VLCIX vs. SMARX - Expense Ratio Comparison

VLCIX has a 0.05% expense ratio, which is higher than SMARX's 0.00% 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%.


Return for Risk

VLCIX vs. SMARX — Risk / Return Rank

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

VLCIX
VLCIX Risk / Return Rank: 1515
Overall Rank
VLCIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VLCIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
VLCIX Omega Ratio Rank: 1010
Omega Ratio Rank
VLCIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VLCIX Martin Ratio Rank: 1616
Martin Ratio Rank

SMARX
SMARX Risk / Return Rank: 5050
Overall Rank
SMARX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SMARX Sortino Ratio Rank: 4646
Sortino Ratio Rank
SMARX Omega Ratio Rank: 3535
Omega Ratio Rank
SMARX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SMARX Martin Ratio Rank: 5151
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.

VLCIX vs. SMARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX) and Brandes Separately Managed Account Reserve Trust (SMARX). 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.


VLCIXSMARXDifference

Sharpe ratio

Return per unit of total volatility

0.42

1.04

-0.61

Sortino ratio

Return per unit of downside risk

0.62

1.48

-0.86

Omega ratio

Gain probability vs. loss probability

1.08

1.19

-0.11

Calmar ratio

Return relative to maximum drawdown

0.81

1.79

-0.98

Martin ratio

Return relative to average drawdown

1.88

5.69

-3.81

VLCIX vs. SMARX - Sharpe Ratio Comparison

The current VLCIX Sharpe Ratio is 0.42, which is lower than the SMARX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VLCIX and SMARX, 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


VLCIXSMARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.04

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.38

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.77

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.41

+0.03

Correlation

The correlation between VLCIX and SMARX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VLCIX vs. SMARX - Dividend Comparison

VLCIX's dividend yield for the trailing twelve months is around 5.15%, more than SMARX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
VLCIX
Vanguard Long-Term Corporate Bond Index Fund Institutional Shares
5.15%5.50%5.60%4.67%4.43%2.95%3.17%3.83%4.58%4.03%4.39%4.73%
SMARX
Brandes Separately Managed Account Reserve Trust
4.70%5.02%4.07%3.85%3.53%2.57%3.35%4.19%4.55%4.20%4.87%5.24%

Drawdowns

VLCIX vs. SMARX - Drawdown Comparison

The maximum VLCIX drawdown since its inception was -34.56%, smaller than the maximum SMARX drawdown of -47.07%. Use the drawdown chart below to compare losses from any high point for VLCIX and SMARX.


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Drawdown Indicators


VLCIXSMARXDifference

Max Drawdown

Largest peak-to-trough decline

-34.56%

-47.07%

+12.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-2.63%

-2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

-16.20%

-18.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-16.20%

-18.36%

Current Drawdown

Current decline from peak

-15.57%

-1.86%

-13.71%

Average Drawdown

Average peak-to-trough decline

-7.97%

-7.02%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

0.83%

+1.43%

Volatility

VLCIX vs. SMARX - Volatility Comparison

Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX) has a higher volatility of 3.49% compared to Brandes Separately Managed Account Reserve Trust (SMARX) at 1.66%. This indicates that VLCIX's price experiences larger fluctuations and is considered to be riskier than SMARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLCIXSMARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

1.66%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

2.55%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

4.03%

+4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.88%

5.12%

+6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.60%

4.37%

+6.23%