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VTABX vs. VSTBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTABX vs. VSTBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX). The values are adjusted to include any dividend payments, if applicable.

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VTABX vs. VSTBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
-0.45%2.96%3.92%8.77%-12.92%-2.22%4.54%8.83%2.97%2.39%
VSTBX
Vanguard Short-Term Corporate Bond Index Fund Institutional Shares
0.10%6.75%5.37%6.17%-5.73%-0.41%5.07%9.68%0.92%2.48%

Returns By Period

In the year-to-date period, VTABX achieves a -0.45% return, which is significantly lower than VSTBX's 0.10% return. Over the past 10 years, VTABX has underperformed VSTBX with an annualized return of 1.79%, while VSTBX has yielded a comparatively higher 3.03% annualized return.


VTABX

1D
0.37%
1M
-1.99%
YTD
-0.45%
6M
0.01%
1Y
2.44%
3Y*
3.81%
5Y*
0.15%
10Y*
1.79%

VSTBX

1D
0.19%
1M
-0.68%
YTD
0.10%
6M
1.15%
1Y
4.78%
3Y*
5.52%
5Y*
2.44%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTABX vs. VSTBX - Expense Ratio Comparison

VTABX has a 0.11% expense ratio, which is higher than VSTBX'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%.


Return for Risk

VTABX vs. VSTBX — Risk / Return Rank

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

VTABX
VTABX Risk / Return Rank: 3535
Overall Rank
VTABX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTABX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VTABX Omega Ratio Rank: 3030
Omega Ratio Rank
VTABX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VTABX Martin Ratio Rank: 3636
Martin Ratio Rank

VSTBX
VSTBX Risk / Return Rank: 9696
Overall Rank
VSTBX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VSTBX Sortino Ratio Rank: 9797
Sortino Ratio Rank
VSTBX Omega Ratio Rank: 9595
Omega Ratio Rank
VSTBX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VSTBX Martin Ratio Rank: 9696
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.

VTABX vs. VSTBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX). 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.


VTABXVSTBXDifference

Sharpe ratio

Return per unit of total volatility

0.89

2.47

-1.58

Sortino ratio

Return per unit of downside risk

1.23

3.67

-2.44

Omega ratio

Gain probability vs. loss probability

1.16

1.51

-0.35

Calmar ratio

Return relative to maximum drawdown

0.94

3.75

-2.81

Martin ratio

Return relative to average drawdown

3.89

14.63

-10.74

VTABX vs. VSTBX - Sharpe Ratio Comparison

The current VTABX Sharpe Ratio is 0.89, which is lower than the VSTBX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VTABX and VSTBX, 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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Sharpe Ratios by Period


VTABXVSTBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

2.47

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.91

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

1.28

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.46

-0.73

Correlation

The correlation between VTABX and VSTBX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VTABX vs. VSTBX - Dividend Comparison

VTABX's dividend yield for the trailing twelve months is around 4.21%, more than VSTBX's 4.04% yield.


TTM20252024202320222021202020192018201720162015
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.21%4.36%4.33%4.39%1.48%3.70%1.08%4.28%3.00%2.23%1.80%1.64%
VSTBX
Vanguard Short-Term Corporate Bond Index Fund Institutional Shares
4.04%4.34%4.29%3.09%2.00%1.80%2.27%5.40%2.67%2.27%1.96%2.25%

Drawdowns

VTABX vs. VSTBX - Drawdown Comparison

The maximum VTABX drawdown since its inception was -16.16%, which is greater than VSTBX's maximum drawdown of -9.34%. Use the drawdown chart below to compare losses from any high point for VTABX and VSTBX.


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Drawdown Indicators


VTABXVSTBXDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-9.34%

-6.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-1.31%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-9.34%

-6.47%

Max Drawdown (10Y)

Largest decline over 10 years

-16.16%

-9.34%

-6.82%

Current Drawdown

Current decline from peak

-2.29%

-0.86%

-1.43%

Average Drawdown

Average peak-to-trough decline

-3.06%

-0.96%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.34%

+0.36%

Volatility

VTABX vs. VSTBX - Volatility Comparison

Vanguard Total International Bond Index Fund Admiral Shares (VTABX) has a higher volatility of 1.46% compared to Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX) at 0.78%. This indicates that VTABX's price experiences larger fluctuations and is considered to be riskier than VSTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTABXVSTBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.78%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

1.17%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

1.98%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

2.70%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

2.37%

+1.21%