VTBIX vs. SPSK
Compare and contrast key facts about Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and SP Funds Dow Jones Global Sukuk ETF (SPSK).
VTBIX is managed by Vanguard. SPSK is a passively managed fund by SP Funds that tracks the performance of the Dow Jones Sukuk Total Return (No Coupon Reinvestment). It was launched on Dec 30, 2019.
Performance
VTBIX vs. SPSK - Performance Comparison
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VTBIX vs. SPSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VTBIX Vanguard Total Bond Market II Index Fund Investor Shares | -0.40% | 7.11% | 1.25% | 5.03% | -13.18% | -1.88% | 7.47% | 0.04% |
SPSK SP Funds Dow Jones Global Sukuk ETF | -1.10% | 6.16% | 2.95% | 3.95% | -7.75% | -1.30% | 3.67% | 0.02% |
Returns By Period
In the year-to-date period, VTBIX achieves a -0.40% return, which is significantly higher than SPSK's -1.10% return.
VTBIX
- 1D
- 0.21%
- 1M
- -1.65%
- YTD
- -0.40%
- 6M
- 0.38%
- 1Y
- 3.55%
- 3Y*
- 3.21%
- 5Y*
- 0.02%
- 10Y*
- 1.47%
SPSK
- 1D
- 0.00%
- 1M
- -1.63%
- YTD
- -1.10%
- 6M
- -0.62%
- 1Y
- 3.16%
- 3Y*
- 3.54%
- 5Y*
- 0.77%
- 10Y*
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VTBIX vs. SPSK - Expense Ratio Comparison
VTBIX has a 0.09% expense ratio, which is lower than SPSK's 0.50% expense ratio.
Return for Risk
VTBIX vs. SPSK — Risk / Return Rank
VTBIX
SPSK
VTBIX vs. SPSK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and SP Funds Dow Jones Global Sukuk ETF (SPSK). 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.
| VTBIX | SPSK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.76 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.09 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.17 | +0.45 |
Martin ratioReturn relative to average drawdown | 4.54 | 4.65 | -0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTBIX | SPSK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.76 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.15 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.17 | +0.09 |
Correlation
The correlation between VTBIX and SPSK is 0.45, 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
VTBIX vs. SPSK - Dividend Comparison
VTBIX's dividend yield for the trailing twelve months is around 3.61%, less than SPSK's 4.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTBIX Vanguard Total Bond Market II Index Fund Investor Shares | 3.61% | 3.88% | 3.70% | 2.53% | 2.47% | 1.75% | 3.20% | 2.72% | 2.51% | 2.43% | 2.48% | 2.64% |
SPSK SP Funds Dow Jones Global Sukuk ETF | 4.04% | 3.63% | 3.53% | 2.95% | 2.22% | 2.56% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTBIX vs. SPSK - Drawdown Comparison
The maximum VTBIX drawdown since its inception was -18.72%, which is greater than SPSK's maximum drawdown of -12.83%. Use the drawdown chart below to compare losses from any high point for VTBIX and SPSK.
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Drawdown Indicators
| VTBIX | SPSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.72% | -12.83% | -5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -2.85% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -18.11% | -12.45% | -5.66% |
Max Drawdown (10Y)Largest decline over 10 years | -18.72% | — | — |
Current DrawdownCurrent decline from peak | -3.67% | -2.14% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -3.90% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.72% | +0.23% |
Volatility
VTBIX vs. SPSK - Volatility Comparison
Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) has a higher volatility of 1.52% compared to SP Funds Dow Jones Global Sukuk ETF (SPSK) at 1.42%. This indicates that VTBIX's price experiences larger fluctuations and is considered to be riskier than SPSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTBIX | SPSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.42% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.54% | 2.44% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 4.20% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 5.34% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.91% | 5.51% | -0.60% |