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

Performance

VSCGX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Conservative Growth Fund (VSCGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
3.27%
VSCGX
VBTLX

Returns By Period

In the year-to-date period, VSCGX achieves a 8.18% return, which is significantly higher than VBTLX's 1.37% return. Over the past 10 years, VSCGX has outperformed VBTLX with an annualized return of 4.89%, while VBTLX has yielded a comparatively lower 1.34% annualized return.


VSCGX

YTD

8.18%

1M

-0.23%

6M

5.58%

1Y

13.47%

5Y (annualized)

4.46%

10Y (annualized)

4.89%

VBTLX

YTD

1.37%

1M

-0.73%

6M

3.27%

1Y

6.22%

5Y (annualized)

-0.35%

10Y (annualized)

1.34%

Key characteristics


VSCGXVBTLX
Sharpe Ratio2.301.10
Sortino Ratio3.391.64
Omega Ratio1.421.20
Calmar Ratio1.410.42
Martin Ratio13.633.52
Ulcer Index1.00%1.77%
Daily Std Dev5.94%5.64%
Max Drawdown-30.62%-19.05%
Current Drawdown-1.28%-9.27%

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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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for VSCGX, currently valued at 2.30, compared to the broader market-1.000.001.002.003.004.005.002.301.10
The chart of Sortino ratio for VSCGX, currently valued at 3.39, compared to the broader market0.005.0010.003.391.64
The chart of Omega ratio for VSCGX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.20
The chart of Calmar ratio for VSCGX, currently valued at 1.41, compared to the broader market0.005.0010.0015.0020.0025.001.410.42
The chart of Martin ratio for VSCGX, currently valued at 13.63, compared to the broader market0.0020.0040.0060.0080.00100.0013.633.52
VSCGX
VBTLX

The current VSCGX Sharpe Ratio is 2.30, which is higher than the VBTLX Sharpe Ratio of 1.10. 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.30
1.10
VSCGX
VBTLX

Dividends

VSCGX vs. VBTLX - Dividend Comparison

VSCGX's dividend yield for the trailing twelve months is around 3.08%, less than VBTLX's 3.60% yield.


TTM20232022202120202019201820172016201520142013
VSCGX
Vanguard LifeStrategy Conservative Growth Fund
3.08%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
3.60%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
-1.28%
-9.27%
VSCGX
VBTLX

Volatility

VSCGX vs. VBTLX - Volatility Comparison

Vanguard LifeStrategy Conservative Growth Fund (VSCGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 1.52% and 1.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctoberNovember
1.52%
1.47%
VSCGX
VBTLX