PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VPLS vs. VCRB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VPLSVCRB
YTD Return3.09%2.48%
Daily Std Dev5.19%5.34%
Max Drawdown-3.05%-3.42%
Current Drawdown-2.79%-3.21%

Correlation

-0.50.00.51.01.0

The correlation between VPLS and VCRB is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VPLS vs. VCRB - Performance Comparison

In the year-to-date period, VPLS achieves a 3.09% return, which is significantly higher than VCRB's 2.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.16%
2.93%
VPLS
VCRB

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VPLS vs. VCRB - Expense Ratio Comparison

VPLS has a 0.20% expense ratio, which is higher than VCRB's 0.10% 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%.


VPLS
Vanguard Core-Plus Bond ETF
Expense ratio chart for VPLS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VCRB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VPLS vs. VCRB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond ETF (VPLS) and Vanguard Core Bond ETF (VCRB). 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.


VPLS
Sharpe ratio
No data

VPLS vs. VCRB - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

VPLS vs. VCRB - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 3.85%, more than VCRB's 3.48% yield.


TTM2023
VPLS
Vanguard Core-Plus Bond ETF
3.85%0.18%
VCRB
Vanguard Core Bond ETF
3.48%0.16%

Drawdowns

VPLS vs. VCRB - Drawdown Comparison

The maximum VPLS drawdown since its inception was -3.05%, smaller than the maximum VCRB drawdown of -3.42%. Use the drawdown chart below to compare losses from any high point for VPLS and VCRB. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.79%
-3.21%
VPLS
VCRB

Volatility

VPLS vs. VCRB - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond ETF (VPLS) is 1.52%, while Vanguard Core Bond ETF (VCRB) has a volatility of 1.70%. This indicates that VPLS experiences smaller price fluctuations and is considered to be less risky than VCRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%JuneJulyAugustSeptemberOctoberNovember
1.52%
1.70%
VPLS
VCRB