VTBIX vs. VTSAX
Compare and contrast key facts about Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTBIX is managed by Vanguard. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTBIX or VTSAX.
Key characteristics
| VTBIX | VTSAX | |
|---|---|---|
| YTD Return | 1.25% | 26.07% |
| 1Y Return | 6.48% | 35.18% |
| 3Y Return (Ann) | -2.48% | 8.65% |
| 5Y Return (Ann) | -0.56% | 15.13% |
| Sharpe Ratio | 1.33 | 3.03 |
| Sortino Ratio | 1.96 | 4.04 |
| Omega Ratio | 1.24 | 1.56 |
| Calmar Ratio | 0.47 | 4.46 |
| Martin Ratio | 4.53 | 19.58 |
| Ulcer Index | 1.69% | 1.95% |
| Daily Std Dev | 5.75% | 12.63% |
| Max Drawdown | -19.61% | -55.34% |
| Current Drawdown | -10.22% | -0.45% |
Correlation
The correlation between VTBIX and VTSAX 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. VTSAX - Performance Comparison
In the year-to-date period, VTBIX achieves a 1.25% return, which is significantly lower than VTSAX's 26.07% 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. VTSAX - Expense Ratio Comparison
VTBIX has a 0.09% 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%.
Risk-Adjusted Performance
VTBIX vs. VTSAX - 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 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.
Dividends
VTBIX vs. VTSAX - Dividend Comparison
VTBIX's dividend yield for the trailing twelve months is around 3.60%, more than VTSAX's 1.25% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VTBIX vs. VTSAX - Drawdown Comparison
The maximum VTBIX drawdown since its inception was -19.61%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VTBIX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VTBIX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) is 1.70%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 3.94%. This indicates that VTBIX 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.