VTABX vs. VTSAX

Last updated Jun 4, 2026

VTABX (Vanguard Total International Bond Index Fund Admiral Shares) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VTABX is a Total Bond Market fund managed by Vanguard, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VTABX returned 1.82%/yr vs 15.12%/yr for VTSAX. At a correlation of -0.01, they often move in opposite directions. VTABX charges 0.11%/yr vs 0.04%/yr for VTSAX.

Performance

VTABX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTABX achieves a 0.66% return, which is significantly lower than VTSAX's 11.98% return. Over the past 10 years, VTABX has underperformed VTSAX with an annualized return of 1.82%, while VTSAX has yielded a comparatively higher 15.12% annualized return.

VTABX

• 1D: 0.05%
• 1M: 0.97%
• YTD: 0.66%
• 6M: 0.55%
• 1Y: 2.16%
• 3Y*: 4.16%
• 5Y*: 0.44%
• 10Y*: 1.82%

VTSAX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.98%
• 6M: 11.87%
• 1Y: 29.09%
• 3Y*: 22.34%
• 5Y*: 13.04%
• 10Y*: 15.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTABX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTABX Vanguard Total International Bond Index Fund Admiral Shares	0.66%	2.96%	3.92%	8.77%	-12.92%	-2.22%	4.54%	8.83%	2.97%	2.39%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.98%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between VTABX and VTSAX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013	-0.01

The correlation between VTABX and VTSAX shifts across timeframes, from -0.01 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

VTABX vs. VTSAX - Sectors Allocation Comparison

Sectors	VTABX	VTSAX
Technology	100.0%	33.3%
Real Estate	0.0%	2.4%
Financial Services	0.0%	11.9%
Industrials	0.0%	9.5%
Energy	0.0%	3.8%
Utilities	0.0%	2.7%
Communication Services	0.0%	10.1%
Healthcare	0.0%	9.1%
Basic Materials	-	2.0%
Consumer Cyclical	-	9.8%
Consumer Defensive	-	4.7%

Return for Risk

VTABX vs. VTSAX — Risk / Return Rank

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

VTABX

VTABX Risk / Return Rank: 8
VTABX Sharpe Ratio Rank: 9
VTABX Sortino Ratio Rank: 9
VTABX Omega Ratio Rank: 9
VTABX Calmar Ratio Rank: 8
VTABX Martin Ratio Rank: 7

VTSAX

VTSAX Risk / Return Rank: 71
VTSAX Sharpe Ratio Rank: 72
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

	VTABX	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	0.75	2.47	-1.72
Sortino ratio: Return per unit of downside risk	1.08	3.36	-2.28
Omega ratio: Gain probability vs. loss probability	1.14	1.44	-0.31
Calmar ratio: Return relative to maximum drawdown	0.78	3.37	-2.59
Martin ratio: Return relative to average drawdown	2.20	15.56	-13.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTABX vs. VTSAX - Sharpe Ratio Comparison

The current VTABX Sharpe Ratio is 0.75, which is lower than the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VTABX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VTABX	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	2.47	-1.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.76	-0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.82	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.47	+0.27

Drawdowns

VTABX vs. VTSAX - Drawdown Comparison

The maximum VTABX drawdown since its inception was -16.16%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VTABX and VTSAX.

Drawdown Indicators

	VTABX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-16.16%	-55.33%	+39.17%
Max Drawdown (1Y) Largest decline over 1 year	-2.90%	-8.92%	+6.02%
Max Drawdown (3Y) Largest decline over 3 years	-2.90%	-19.36%	+16.46%
Max Drawdown (5Y) Largest decline over 5 years	-15.81%	-25.36%	+9.55%
Max Drawdown (10Y) Largest decline over 10 years	-16.16%	-34.97%	+18.81%
Current Drawdown Current decline from peak	-1.20%	0.00%	-1.20%
Average Drawdown Average peak-to-trough decline	-3.05%	-9.01%	+5.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.03%	1.93%	-0.90%

Volatility

VTABX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) is 1.30%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 2.95%. This indicates that VTABX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTABX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.30%	2.95%	-1.65%
Volatility (6M) Calculated over the trailing 6-month period	2.57%	9.19%	-6.62%
Volatility (1Y) Calculated over the trailing 1-year period	3.03%	12.19%	-9.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.44%	17.36%	-12.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.61%	18.41%	-14.80%

VTABX vs. VTSAX - Expense Ratio Comparison

VTABX has a 0.11% expense ratio, which is higher than VTSAX's 0.04% 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%.

Dividends

VTABX vs. VTSAX - Dividend Comparison

VTABX's dividend yield for the trailing twelve months is around 4.45%, more than VTSAX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTABX Vanguard Total International Bond Index Fund Admiral Shares	4.45%	4.36%	4.33%	4.39%	1.48%	3.70%	1.08%	4.28%	3.00%	2.23%	1.80%	1.64%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VTABX and VTSAX in my portfolio?

VTABX and VTSAX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTABX or VTSAX?

VTSAX has higher volatility (2.95%) compared to VTABX (1.30%). In terms of maximum drawdown, VTABX dropped -16.16% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.47 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.