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VPLS vs. HBB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPLS vs. HBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core-Plus Bond ETF (VPLS) and Hamilton Beach Brands Holding Company (HBB). The values are adjusted to include any dividend payments, if applicable.

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VPLS vs. HBB - Yearly Performance Comparison


2026 (YTD)202520242023
VPLS
Vanguard Core-Plus Bond ETF
0.02%7.86%2.72%2.82%
HBB
Hamilton Beach Brands Holding Company
15.93%0.52%-1.60%10.56%

Returns By Period

In the year-to-date period, VPLS achieves a 0.02% return, which is significantly lower than HBB's 15.93% return.


VPLS

1D
0.43%
1M
-1.81%
YTD
0.02%
6M
1.10%
1Y
4.90%
3Y*
5Y*
10Y*

HBB

1D
3.84%
1M
0.16%
YTD
15.93%
6M
33.71%
1Y
0.35%
3Y*
26.30%
5Y*
3.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VPLS vs. HBB — Risk / Return Rank

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

VPLS
VPLS Risk / Return Rank: 6767
Overall Rank
VPLS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VPLS Sortino Ratio Rank: 6666
Sortino Ratio Rank
VPLS Omega Ratio Rank: 5959
Omega Ratio Rank
VPLS Calmar Ratio Rank: 7676
Calmar Ratio Rank
VPLS Martin Ratio Rank: 6464
Martin Ratio Rank

HBB
HBB Risk / Return Rank: 4141
Overall Rank
HBB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
HBB Sortino Ratio Rank: 4141
Sortino Ratio Rank
HBB Omega Ratio Rank: 4242
Omega Ratio Rank
HBB Calmar Ratio Rank: 4141
Calmar Ratio Rank
HBB Martin Ratio Rank: 4141
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.

VPLS vs. HBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond ETF (VPLS) and Hamilton Beach Brands Holding Company (HBB). 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.


VPLSHBBDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.01

+1.15

Sortino ratio

Return per unit of downside risk

1.61

0.47

+1.14

Omega ratio

Gain probability vs. loss probability

1.21

1.07

+0.14

Calmar ratio

Return relative to maximum drawdown

1.89

0.01

+1.89

Martin ratio

Return relative to average drawdown

5.99

0.01

+5.98

VPLS vs. HBB - Sharpe Ratio Comparison

The current VPLS Sharpe Ratio is 1.16, which is higher than the HBB Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of VPLS and HBB, 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


VPLSHBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.01

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

-0.05

+1.31

Correlation

The correlation between VPLS and HBB is 0.12, 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.


Dividends

VPLS vs. HBB - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 4.77%, more than HBB's 2.53% yield.


TTM202520242023202220212020201920182017
VPLS
Vanguard Core-Plus Bond ETF
4.77%4.78%4.52%0.18%0.00%0.00%0.00%0.00%0.00%0.00%
HBB
Hamilton Beach Brands Holding Company
2.53%2.89%2.70%2.49%3.35%2.75%2.11%1.86%1.45%0.33%

Drawdowns

VPLS vs. HBB - Drawdown Comparison

The maximum VPLS drawdown since its inception was -4.17%, smaller than the maximum HBB drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for VPLS and HBB.


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Drawdown Indicators


VPLSHBBDifference

Max Drawdown

Largest peak-to-trough decline

-4.17%

-81.89%

+77.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-34.70%

+31.98%

Max Drawdown (5Y)

Largest decline over 5 years

-62.68%

Current Drawdown

Current decline from peak

-1.81%

-41.46%

+39.65%

Average Drawdown

Average peak-to-trough decline

-0.98%

-50.88%

+49.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

18.99%

-18.13%

Volatility

VPLS vs. HBB - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond ETF (VPLS) is 1.74%, while Hamilton Beach Brands Holding Company (HBB) has a volatility of 21.06%. This indicates that VPLS experiences smaller price fluctuations and is considered to be less risky than HBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPLSHBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

21.06%

-19.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

35.78%

-33.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

63.13%

-58.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

53.86%

-49.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

58.17%

-53.50%