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VMBSX vs. VSCGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMBSX vs. VSCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mortgage-Backed Securities Index Fund Admiral Shares (VMBSX) and Vanguard LifeStrategy Conservative Growth Fund (VSCGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VMBSX achieves a 0.81% return, which is significantly lower than VSCGX's 5.65% return. Over the past 10 years, VMBSX has underperformed VSCGX with an annualized return of 1.87%, while VSCGX has yielded a comparatively higher 6.62% annualized return.


VMBSX

1D
0.00%
1M
0.46%
YTD
0.81%
6M
0.99%
1Y
6.98%
3Y*
4.69%
5Y*
0.55%
10Y*
1.87%

VSCGX

1D
0.17%
1M
2.69%
YTD
5.65%
6M
5.96%
1Y
14.61%
3Y*
12.39%
5Y*
5.61%
10Y*
6.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMBSX vs. VSCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMBSX
Vanguard Mortgage-Backed Securities Index Fund Admiral Shares
0.81%8.43%1.76%4.99%-11.56%-1.35%3.74%11.47%0.87%2.32%
VSCGX
Vanguard LifeStrategy Conservative Growth Fund
5.65%12.87%11.65%12.72%-15.00%6.04%11.51%15.69%-2.95%10.02%

Correlation

The correlation between VMBSX and VSCGX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

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

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.24

Over the past year, VMBSX and VSCGX have become more correlated (0.58) than their long-term average of 0.24, meaning their price movements have been converging.

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Return for Risk

VMBSX vs. VSCGX — Risk / Return Rank

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

VMBSX
VMBSX Risk / Return Rank: 4242
Overall Rank
VMBSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VMBSX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VMBSX Omega Ratio Rank: 4040
Omega Ratio Rank
VMBSX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VMBSX Martin Ratio Rank: 4141
Martin Ratio Rank

VSCGX
VSCGX Risk / Return Rank: 6565
Overall Rank
VSCGX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VSCGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VSCGX Omega Ratio Rank: 6969
Omega Ratio Rank
VSCGX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VSCGX Martin Ratio Rank: 6464
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.

VMBSX vs. VSCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mortgage-Backed Securities Index Fund Admiral Shares (VMBSX) and Vanguard LifeStrategy Conservative Growth Fund (VSCGX). 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.


VMBSXVSCGXDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.34

1.47

-0.12

Calmar ratioReturn relative to maximum drawdown

2.63

2.85

-0.22

Martin ratioReturn relative to average drawdown

8.86

12.45

-3.59

VMBSX vs. VSCGX - Sharpe Ratio Comparison

The current VMBSX Sharpe Ratio is 1.84, which is comparable to the VSCGX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VMBSX and VSCGX, 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


VMBSXVSCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.40

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.73

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.90

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.85

-0.27

Drawdowns

VMBSX vs. VSCGX - Drawdown Comparison

The maximum VMBSX drawdown since its inception was -17.44%, smaller than the maximum VSCGX drawdown of -30.62%. Use the drawdown chart below to compare losses from any high point for VMBSX and VSCGX.


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Drawdown Indicators


VMBSXVSCGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.44%

-30.62%

+13.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-5.19%

+2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-7.53%

-6.71%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-20.15%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-17.44%

-20.15%

+2.71%

Current Drawdown

Current decline from peak

-1.22%

0.00%

-1.22%

Average Drawdown

Average peak-to-trough decline

-2.48%

-3.00%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.18%

-0.39%

Volatility

VMBSX vs. VSCGX - Volatility Comparison

The current volatility for Vanguard Mortgage-Backed Securities Index Fund Admiral Shares (VMBSX) is 1.46%, while Vanguard LifeStrategy Conservative Growth Fund (VSCGX) has a volatility of 2.17%. This indicates that VMBSX experiences smaller price fluctuations and is considered to be less risky than VSCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMBSXVSCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

2.17%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

5.09%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

6.16%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

7.70%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

7.37%

-2.51%

VMBSX vs. VSCGX - Expense Ratio Comparison

VMBSX has a 0.07% expense ratio, which is lower than VSCGX's 0.12% 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

VMBSX vs. VSCGX - Dividend Comparison

VMBSX's dividend yield for the trailing twelve months is around 4.16%, less than VSCGX's 5.24% yield.


PositionTTM20252024202320222021202020192018201720162015
VMBSX
Vanguard Mortgage-Backed Securities Index Fund Admiral Shares
4.16%4.18%4.24%3.28%2.31%0.99%2.00%7.48%2.72%2.16%1.98%2.01%
VSCGX
Vanguard LifeStrategy Conservative Growth Fund
5.24%5.50%11.03%5.23%2.79%4.18%3.28%2.62%3.81%1.65%2.43%3.21%

Frequently Asked Questions


VMBSX and VSCGX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSCGX has higher volatility (2.17%) compared to VMBSX (1.46%). In terms of maximum drawdown, VMBSX dropped -17.44% vs VSCGX's -30.62%.

VSCGX currently has the higher Sharpe Ratio (2.40 vs 1.84), 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.

Portfolio Optimizer

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