VMBSX vs. FTSL
Compare and contrast key facts about Vanguard Mortgage-Backed Securities Index Fund Admiral Shares (VMBSX) and First Trust Senior Loan Fund (FTSL).
VMBSX is managed by Vanguard. It was launched on Dec 3, 2009. FTSL is an actively managed fund by First Trust. It was launched on May 1, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMBSX or FTSL.
Correlation
The correlation between VMBSX and FTSL is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VMBSX vs. FTSL - Performance Comparison
Key characteristics
VMBSX:
0.80
FTSL:
4.30
VMBSX:
1.17
FTSL:
6.48
VMBSX:
1.14
FTSL:
2.17
VMBSX:
0.37
FTSL:
7.46
VMBSX:
2.10
FTSL:
50.71
VMBSX:
2.13%
FTSL:
0.16%
VMBSX:
5.59%
FTSL:
1.89%
VMBSX:
-17.47%
FTSL:
-22.67%
VMBSX:
-6.25%
FTSL:
-0.04%
Returns By Period
In the year-to-date period, VMBSX achieves a 1.12% return, which is significantly higher than FTSL's 0.65% return. Over the past 10 years, VMBSX has underperformed FTSL with an annualized return of 0.84%, while FTSL has yielded a comparatively higher 4.14% annualized return.
VMBSX
1.12%
1.12%
-1.04%
4.81%
-0.74%
0.84%
FTSL
0.65%
0.19%
4.03%
8.06%
4.85%
4.14%
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VMBSX vs. FTSL - Expense Ratio Comparison
VMBSX has a 0.07% expense ratio, which is lower than FTSL's 0.86% expense ratio.
Risk-Adjusted Performance
VMBSX vs. FTSL — Risk-Adjusted Performance Rank
VMBSX
FTSL
VMBSX vs. FTSL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mortgage-Backed Securities Index Fund Admiral Shares (VMBSX) and First Trust Senior Loan Fund (FTSL). 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.
Dividends
VMBSX vs. FTSL - Dividend Comparison
VMBSX's dividend yield for the trailing twelve months is around 3.94%, less than FTSL's 7.47% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMBSX Vanguard Mortgage-Backed Securities Index Fund Admiral Shares | 3.94% | 3.93% | 3.29% | 2.32% | 0.99% | 1.80% | 2.75% | 2.73% | 2.16% | 1.80% | 1.56% | 1.59% |
FTSL First Trust Senior Loan Fund | 6.82% | 7.56% | 7.59% | 4.77% | 3.18% | 3.48% | 4.45% | 4.29% | 3.64% | 3.70% | 3.95% | 3.75% |
Drawdowns
VMBSX vs. FTSL - Drawdown Comparison
The maximum VMBSX drawdown since its inception was -17.47%, smaller than the maximum FTSL drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for VMBSX and FTSL. For additional features, visit the drawdowns tool.
Volatility
VMBSX vs. FTSL - Volatility Comparison
Vanguard Mortgage-Backed Securities Index Fund Admiral Shares (VMBSX) has a higher volatility of 1.31% compared to First Trust Senior Loan Fund (FTSL) at 0.23%. This indicates that VMBSX's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.