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VSCGX vs. VBTLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VSCGXVBTLX
YTD Return9.03%2.22%
1Y Return17.70%8.98%
3Y Return (Ann)1.15%-2.42%
5Y Return (Ann)4.72%-0.02%
10Y Return (Ann)5.05%1.46%
Sharpe Ratio2.761.38
Sortino Ratio4.152.04
Omega Ratio1.521.25
Calmar Ratio1.390.50
Martin Ratio17.434.90
Ulcer Index0.97%1.64%
Daily Std Dev6.12%5.82%
Max Drawdown-30.62%-19.05%
Current Drawdown-0.50%-8.51%

Correlation

-0.50.00.51.00.1

The correlation between VSCGX and VBTLX is 0.06, 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

VSCGX vs. VBTLX - Performance Comparison

In the year-to-date period, VSCGX achieves a 9.03% return, which is significantly higher than VBTLX's 2.22% return. Over the past 10 years, VSCGX has outperformed VBTLX with an annualized return of 5.05%, while VBTLX has yielded a comparatively lower 1.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
230.30%
89.53%
VSCGX
VBTLX

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VSCGX vs. VBTLX - Expense Ratio Comparison

VSCGX has a 0.12% expense ratio, which is higher than VBTLX's 0.05% 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%.


VSCGX
Vanguard LifeStrategy Conservative Growth Fund
Expense ratio chart for VSCGX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VSCGX vs. VBTLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Conservative Growth Fund (VSCGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.


VSCGX
Sharpe ratio
The chart of Sharpe ratio for VSCGX, currently valued at 2.76, compared to the broader market0.002.004.002.76
Sortino ratio
The chart of Sortino ratio for VSCGX, currently valued at 4.15, compared to the broader market0.005.0010.004.15
Omega ratio
The chart of Omega ratio for VSCGX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for VSCGX, currently valued at 1.39, compared to the broader market0.005.0010.0015.0020.001.39
Martin ratio
The chart of Martin ratio for VSCGX, currently valued at 17.43, compared to the broader market0.0020.0040.0060.0080.00100.0017.43
VBTLX
Sharpe ratio
The chart of Sharpe ratio for VBTLX, currently valued at 1.38, compared to the broader market0.002.004.001.38
Sortino ratio
The chart of Sortino ratio for VBTLX, currently valued at 2.04, compared to the broader market0.005.0010.002.04
Omega ratio
The chart of Omega ratio for VBTLX, currently valued at 1.25, compared to the broader market1.002.003.004.001.25
Calmar ratio
The chart of Calmar ratio for VBTLX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.50
Martin ratio
The chart of Martin ratio for VBTLX, currently valued at 4.90, compared to the broader market0.0020.0040.0060.0080.00100.004.90

VSCGX vs. VBTLX - Sharpe Ratio Comparison

The current VSCGX Sharpe Ratio is 2.76, which is higher than the VBTLX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VSCGX and VBTLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.76
1.38
VSCGX
VBTLX

Dividends

VSCGX vs. VBTLX - Dividend Comparison

VSCGX's dividend yield for the trailing twelve months is around 3.06%, less than VBTLX's 3.58% yield.


TTM20232022202120202019201820172016201520142013
VSCGX
Vanguard LifeStrategy Conservative Growth Fund
3.06%2.93%2.05%1.98%1.73%2.58%2.70%2.21%2.22%2.19%2.16%1.96%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.58%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%2.56%

Drawdowns

VSCGX vs. VBTLX - Drawdown Comparison

The maximum VSCGX drawdown since its inception was -30.62%, which is greater than VBTLX's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for VSCGX and VBTLX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.50%
-8.51%
VSCGX
VBTLX

Volatility

VSCGX vs. VBTLX - Volatility Comparison

The current volatility for Vanguard LifeStrategy Conservative Growth Fund (VSCGX) is 1.53%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.66%. This indicates that VSCGX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctoberNovember
1.53%
1.66%
VSCGX
VBTLX