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VPLS vs. VTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VPLS and VTC is 0.20, 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.


Performance

VPLS vs. VTC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VPLS:

1.02

VTC:

0.67

Sortino Ratio

VPLS:

1.45

VTC:

0.97

Omega Ratio

VPLS:

1.18

VTC:

1.12

Calmar Ratio

VPLS:

1.19

VTC:

0.36

Martin Ratio

VPLS:

2.94

VTC:

2.02

Ulcer Index

VPLS:

1.70%

VTC:

2.09%

Daily Std Dev

VPLS:

4.97%

VTC:

6.26%

Max Drawdown

VPLS:

-4.17%

VTC:

-22.05%

Current Drawdown

VPLS:

-1.81%

VTC:

-7.18%

Returns By Period

In the year-to-date period, VPLS achieves a 1.67% return, which is significantly higher than VTC's 1.01% return.


VPLS

YTD

1.67%

1M

0.24%

6M

1.35%

1Y

5.04%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VTC

YTD

1.01%

1M

0.61%

6M

0.68%

1Y

4.15%

3Y*

2.77%

5Y*

-0.05%

10Y*

N/A

*Annualized

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Vanguard Core-Plus Bond ETF

Vanguard Total Corporate Bond ETF

VPLS vs. VTC - Expense Ratio Comparison

VPLS has a 0.20% expense ratio, which is higher than VTC's 0.04% 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%.


Risk-Adjusted Performance

VPLS vs. VTC — Risk-Adjusted Performance Rank

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

VPLS
The Risk-Adjusted Performance Rank of VPLS is 8080
Overall Rank
The Sharpe Ratio Rank of VPLS is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VPLS is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VPLS is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VPLS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VPLS is 7373
Martin Ratio Rank

VTC
The Risk-Adjusted Performance Rank of VTC is 5858
Overall Rank
The Sharpe Ratio Rank of VTC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VTC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VTC is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTC is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VTC is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VPLS vs. VTC - Risk-Adjusted Performance Comparison

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


The current VPLS Sharpe Ratio is 1.02, which is higher than the VTC Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of VPLS and VTC, 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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Dividends

VPLS vs. VTC - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 4.59%, which matches VTC's 4.63% yield.


TTM20242023202220212020201920182017
VPLS
Vanguard Core-Plus Bond ETF
4.59%4.52%0.18%0.00%0.00%0.00%0.00%0.00%0.00%
VTC
Vanguard Total Corporate Bond ETF
4.63%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%

Drawdowns

VPLS vs. VTC - Drawdown Comparison

The maximum VPLS drawdown since its inception was -4.17%, smaller than the maximum VTC drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for VPLS and VTC. For additional features, visit the drawdowns tool.


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Volatility

VPLS vs. VTC - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond ETF (VPLS) is 1.56%, while Vanguard Total Corporate Bond ETF (VTC) has a volatility of 1.80%. This indicates that VPLS experiences smaller price fluctuations and is considered to be less risky than VTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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