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VMVIX vs. VBTLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMVIX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Value Index Fund (VMVIX) 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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VMVIX vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMVIX
Vanguard Mid-Cap Value Index Fund
2.87%11.22%13.48%10.00%-8.00%28.60%2.33%27.85%-12.57%16.91%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.49%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Returns By Period

In the year-to-date period, VMVIX achieves a 2.87% return, which is significantly higher than VBTLX's -0.49% return. Over the past 10 years, VMVIX has outperformed VBTLX with an annualized return of 9.82%, while VBTLX has yielded a comparatively lower 1.60% annualized return.


VMVIX

1D
-0.35%
1M
-6.11%
YTD
2.87%
6M
4.99%
1Y
15.27%
3Y*
12.77%
5Y*
8.26%
10Y*
9.82%

VBTLX

1D
0.52%
1M
-2.23%
YTD
-0.49%
6M
0.50%
1Y
3.77%
3Y*
3.44%
5Y*
0.23%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMVIX vs. VBTLX - Expense Ratio Comparison

VMVIX has a 0.19% expense ratio, which is higher than VBTLX's 0.05% 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

VMVIX vs. VBTLX — Risk / Return Rank

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

VMVIX
VMVIX Risk / Return Rank: 5454
Overall Rank
VMVIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VMVIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VMVIX Omega Ratio Rank: 5353
Omega Ratio Rank
VMVIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VMVIX Martin Ratio Rank: 5959
Martin Ratio Rank

VBTLX
VBTLX Risk / Return Rank: 5656
Overall Rank
VBTLX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 4040
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 5252
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.

VMVIX vs. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund (VMVIX) 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.


VMVIXVBTLXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.00

+0.01

Sortino ratio

Return per unit of downside risk

1.48

1.44

+0.03

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.20

1.78

-0.58

Martin ratio

Return relative to average drawdown

5.63

5.08

+0.54

VMVIX vs. VBTLX - Sharpe Ratio Comparison

The current VMVIX Sharpe Ratio is 1.01, which is comparable to the VBTLX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VMVIX and VBTLX, 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


VMVIXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.00

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.04

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.32

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.76

-0.35

Correlation

The correlation between VMVIX and VBTLX is -0.20. 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.


Dividends

VMVIX vs. VBTLX - Dividend Comparison

VMVIX's dividend yield for the trailing twelve months is around 1.90%, less than VBTLX's 3.61% yield.


TTM20252024202320222021202020192018201720162015
VMVIX
Vanguard Mid-Cap Value Index Fund
1.90%1.42%1.99%2.15%2.15%1.67%2.26%1.95%2.60%1.75%1.81%1.91%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.61%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%

Drawdowns

VMVIX vs. VBTLX - Drawdown Comparison

The maximum VMVIX drawdown since its inception was -61.61%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VMVIX and VBTLX.


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Drawdown Indicators


VMVIXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-61.61%

-18.81%

-42.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-2.73%

-9.70%

Max Drawdown (5Y)

Largest decline over 5 years

-19.81%

-18.14%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

-18.81%

-24.27%

Current Drawdown

Current decline from peak

-6.20%

-3.06%

-3.14%

Average Drawdown

Average peak-to-trough decline

-8.52%

-2.67%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

0.96%

+1.69%

Volatility

VMVIX vs. VBTLX - Volatility Comparison

Vanguard Mid-Cap Value Index Fund (VMVIX) has a higher volatility of 3.82% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.55%. This indicates that VMVIX's price experiences larger fluctuations and is considered to be riskier 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


VMVIXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

1.55%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

2.59%

+6.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

4.37%

+11.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

5.98%

+10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

4.97%

+13.83%