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VSDB vs. BBBS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSDB vs. BBBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short Duration Bond ETF Shares (VSDB) and Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS). The values are adjusted to include any dividend payments, if applicable.

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VSDB vs. BBBS - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VSDB achieves a 0.31% return, which is significantly higher than BBBS's 0.13% return.


VSDB

1D
0.10%
1M
-0.57%
YTD
0.31%
6M
1.55%
1Y
3Y*
5Y*
10Y*

BBBS

1D
0.06%
1M
-0.64%
YTD
0.13%
6M
1.09%
1Y
4.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSDB vs. BBBS - Expense Ratio Comparison

VSDB has a 0.15% expense ratio, which is lower than BBBS's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VSDB vs. BBBS — Risk / Return Rank

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

VSDB

BBBS
BBBS Risk / Return Rank: 9393
Overall Rank
BBBS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BBBS Sortino Ratio Rank: 9595
Sortino Ratio Rank
BBBS Omega Ratio Rank: 9494
Omega Ratio Rank
BBBS Calmar Ratio Rank: 9191
Calmar Ratio Rank
BBBS Martin Ratio Rank: 9191
Martin Ratio Rank
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.

VSDB vs. BBBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short Duration Bond ETF Shares (VSDB) and Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VSDB vs. BBBS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VSDBBBBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

Sharpe Ratio (All Time)

Calculated using the full available price history

2.75

2.38

+0.37

Correlation

The correlation between VSDB and BBBS is 0.81, 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.


Dividends

VSDB vs. BBBS - Dividend Comparison

VSDB's dividend yield for the trailing twelve months is around 4.20%, less than BBBS's 4.58% yield.


Drawdowns

VSDB vs. BBBS - Drawdown Comparison

The maximum VSDB drawdown since its inception was -1.42%, roughly equal to the maximum BBBS drawdown of -1.45%. Use the drawdown chart below to compare losses from any high point for VSDB and BBBS.


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Drawdown Indicators


VSDBBBBSDifference

Max Drawdown

Largest peak-to-trough decline

-1.42%

-1.45%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.45%

Current Drawdown

Current decline from peak

-0.79%

-0.83%

+0.04%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.27%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

Volatility

VSDB vs. BBBS - Volatility Comparison


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Volatility by Period


VSDBBBBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

2.25%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

2.27%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

2.27%

-0.36%