VTBIX vs. VOO
Compare and contrast key facts about Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and Vanguard S&P 500 ETF (VOO).
VTBIX is managed by Vanguard. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTBIX or VOO.
Key characteristics
| VTBIX | VOO | |
|---|---|---|
| YTD Return | 1.25% | 26.94% |
| 1Y Return | 6.48% | 35.06% |
| 3Y Return (Ann) | -2.48% | 10.23% |
| 5Y Return (Ann) | -0.56% | 15.77% |
| Sharpe Ratio | 1.33 | 3.08 |
| Sortino Ratio | 1.96 | 4.09 |
| Omega Ratio | 1.24 | 1.58 |
| Calmar Ratio | 0.47 | 4.46 |
| Martin Ratio | 4.53 | 20.36 |
| Ulcer Index | 1.69% | 1.85% |
| Daily Std Dev | 5.75% | 12.23% |
| Max Drawdown | -19.61% | -33.99% |
| Current Drawdown | -10.22% | -0.25% |
Correlation
The correlation between VTBIX and VOO is -0.07. 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. VOO - Performance Comparison
In the year-to-date period, VTBIX achieves a 1.25% return, which is significantly lower than VOO's 26.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTBIX vs. VOO - Expense Ratio Comparison
VTBIX has a 0.09% expense ratio, which is higher than VOO's 0.03% 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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
VTBIX's dividend yield for the trailing twelve months is around 3.60%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTBIX Vanguard Total Bond Market II Index Fund Investor Shares | 3.60% | 3.04% | 2.37% | 1.76% | 2.18% | 2.72% | 2.51% | 2.43% | 2.38% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VTBIX vs. VOO - Drawdown Comparison
The maximum VTBIX drawdown since its inception was -19.61%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTBIX and VOO. For additional features, visit the drawdowns tool.
Volatility
VTBIX vs. VOO - Volatility Comparison
The current volatility for Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) is 1.70%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that VTBIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.