VSBSX vs. BND
Compare and contrast key facts about Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) and Vanguard Total Bond Market ETF (BND).
VSBSX is managed by Vanguard. It was launched on Dec 28, 2009. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSBSX or BND.
Performance
VSBSX vs. BND - Performance Comparison
Returns By Period
In the year-to-date period, VSBSX achieves a 3.42% return, which is significantly higher than BND's 1.66% return. Over the past 10 years, VSBSX has underperformed BND with an annualized return of 1.14%, while BND has yielded a comparatively higher 1.39% annualized return.
VSBSX
3.42%
-0.20%
2.99%
4.97%
1.06%
1.14%
BND
1.66%
-0.79%
3.22%
6.06%
-0.33%
1.39%
Key characteristics
| VSBSX | BND | |
|---|---|---|
| Sharpe Ratio | 2.73 | 1.09 |
| Sortino Ratio | 4.28 | 1.59 |
| Omega Ratio | 1.60 | 1.19 |
| Calmar Ratio | 1.70 | 0.42 |
| Martin Ratio | 13.24 | 3.51 |
| Ulcer Index | 0.38% | 1.75% |
| Daily Std Dev | 1.82% | 5.65% |
| Max Drawdown | -6.54% | -18.84% |
| Current Drawdown | -0.82% | -9.11% |
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VSBSX vs. BND - Expense Ratio Comparison
VSBSX has a 0.07% expense ratio, which is higher than BND's 0.03% 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%.
Correlation
The correlation between VSBSX and BND is 0.70, 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.
Risk-Adjusted Performance
VSBSX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
VSBSX vs. BND - Dividend Comparison
VSBSX's dividend yield for the trailing twelve months is around 4.12%, more than BND's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
VSBSX vs. BND - Drawdown Comparison
The maximum VSBSX drawdown since its inception was -6.54%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VSBSX and BND. For additional features, visit the drawdowns tool.
Volatility
VSBSX vs. BND - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) is 0.35%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.52%. This indicates that VSBSX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.