VTBIX vs. IJR
Compare and contrast key facts about Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and iShares Core S&P Small-Cap ETF (IJR).
VTBIX is managed by Vanguard. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTBIX or IJR.
Key characteristics
| VTBIX | IJR | |
|---|---|---|
| YTD Return | 2.11% | 16.06% |
| 1Y Return | 8.81% | 39.21% |
| 3Y Return (Ann) | -2.50% | 2.70% |
| 5Y Return (Ann) | -0.30% | 10.50% |
| Sharpe Ratio | 1.36 | 1.82 |
| Sortino Ratio | 1.98 | 2.68 |
| Omega Ratio | 1.24 | 1.32 |
| Calmar Ratio | 0.47 | 1.67 |
| Martin Ratio | 4.77 | 10.61 |
| Ulcer Index | 1.65% | 3.52% |
| Daily Std Dev | 5.79% | 20.57% |
| Max Drawdown | -19.61% | -58.15% |
| Current Drawdown | -9.45% | -0.12% |
Correlation
The correlation between VTBIX and IJR is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
VTBIX vs. IJR - Performance Comparison
In the year-to-date period, VTBIX achieves a 2.11% return, which is significantly lower than IJR's 16.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTBIX vs. IJR - Expense Ratio Comparison
VTBIX has a 0.09% expense ratio, which is higher than IJR's 0.07% 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%.
Risk-Adjusted Performance
VTBIX vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and iShares Core S&P Small-Cap ETF (IJR). 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.
Dividends
VTBIX vs. IJR - Dividend Comparison
VTBIX's dividend yield for the trailing twelve months is around 3.57%, more than IJR's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTBIX Vanguard Total Bond Market II Index Fund Investor Shares | 3.57% | 3.04% | 2.37% | 1.76% | 2.18% | 2.72% | 2.51% | 2.43% | 2.38% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.22% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
VTBIX vs. IJR - Drawdown Comparison
The maximum VTBIX drawdown since its inception was -19.61%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for VTBIX and IJR. For additional features, visit the drawdowns tool.
Volatility
VTBIX vs. IJR - Volatility Comparison
The current volatility for Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) is 1.71%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.32%. This indicates that VTBIX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.