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VPLS vs. VGMS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPLS vs. VGMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core-Plus Bond ETF (VPLS) and Vanguard Multi-Sector Income Bond ETF (VGMS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPLS achieves a 0.64% return, which is significantly lower than VGMS's 1.06% return.


VPLS

1D
-0.21%
1M
0.35%
YTD
0.64%
6M
0.57%
1Y
5.91%
3Y*
5Y*
10Y*

VGMS

1D
-0.36%
1M
0.29%
YTD
1.06%
6M
1.35%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPLS vs. VGMS - Yearly Performance Comparison


Correlation

The correlation between VPLS and VGMS is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

0.82

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Return for Risk

VPLS vs. VGMS — Risk / Return Rank

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

VPLS
VPLS Risk / Return Rank: 4545
Overall Rank
VPLS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VPLS Sortino Ratio Rank: 4949
Sortino Ratio Rank
VPLS Omega Ratio Rank: 4545
Omega Ratio Rank
VPLS Calmar Ratio Rank: 4343
Calmar Ratio Rank
VPLS Martin Ratio Rank: 4343
Martin Ratio Rank

VGMS
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. VGMS - Risk-Adjusted Trends Comparison

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


VPLSVGMSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.18

Martin ratioReturn relative to average drawdown

7.10

VPLS vs. VGMS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VPLSVGMSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

2.11

-0.87

Drawdowns

VPLS vs. VGMS - Drawdown Comparison

The maximum VPLS drawdown since its inception was -4.17%, which is greater than VGMS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for VPLS and VGMS.


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Drawdown Indicators


VPLSVGMSDifference

Max Drawdown

Largest peak-to-trough decline

-4.17%

-2.46%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

Current Drawdown

Current decline from peak

-1.21%

-0.39%

-0.82%

Average Drawdown

Average peak-to-trough decline

-1.01%

-0.31%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

Volatility

VPLS vs. VGMS - Volatility Comparison


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Volatility by Period


VPLSVGMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

3.21%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.61%

3.21%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.61%

3.21%

+1.40%

VPLS vs. VGMS - Expense Ratio Comparison

VPLS has a 0.20% expense ratio, which is lower than VGMS's 0.30% expense ratio.


Dividends

VPLS vs. VGMS - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 4.76%, less than VGMS's 5.16% yield.


PositionTTM202520242023
VGMS
Vanguard Multi-Sector Income Bond ETF
5.16%2.94%0.00%0.00%
VPLS
Vanguard Core-Plus Bond ETF
4.76%4.78%4.52%0.18%

Frequently Asked Questions


VPLS and VGMS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VPLS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VPLS is cheaper with a 0.20% expense ratio, compared with 0.30% for VGMS.

VGMS has the higher dividend yield at 5.16%, compared with 4.76% for VPLS.

VPLS is categorized as Intermediate Core-Plus Bond, while VGMS is Multisector Bonds. Their fees differ too: 0.20% for VPLS and 0.30% for VGMS.

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