VTBNX vs. BKTSX
VTBNX (Vanguard Total Bond Market II Index Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both mutual funds - VTBNX is a Total Bond Market fund managed by Vanguard, while BKTSX is a Large Cap Blend Equities fund tracking the Russell 3000 Index. Over the past 10 years, VTBNX returned 1.55%/yr vs 15.13%/yr for BKTSX. At a correlation of -0.03, they often move in opposite directions. Both charge a 0.02% expense ratio.
Performance
VTBNX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, VTBNX achieves a 0.33% return, which is significantly lower than BKTSX's 11.73% return. Over the past 10 years, VTBNX has underperformed BKTSX with an annualized return of 1.55%, while BKTSX has yielded a comparatively higher 15.13% annualized return.
VTBNX
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- 0.33%
- 6M
- 0.25%
- 1Y
- 5.21%
- 3Y*
- 4.01%
- 5Y*
- 0.20%
- 10Y*
- 1.55%
BKTSX
- 1D
- 0.23%
- 1M
- 5.68%
- YTD
- 11.73%
- 6M
- 11.61%
- 1Y
- 28.67%
- 3Y*
- 22.30%
- 5Y*
- 13.12%
- 10Y*
- 15.13%
VTBNX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTBNX Vanguard Total Bond Market II Index Fund | 0.33% | 7.18% | 1.32% | 5.68% | -13.12% | -1.82% | 7.39% | 8.71% | -0.27% | 3.62% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.73% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between VTBNX and BKTSX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2016 | -0.03 |
The correlation between VTBNX and BKTSX shifts across timeframes, from -0.03 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VTBNX vs. BKTSX — Risk / Return Rank
VTBNX
BKTSX
VTBNX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund (VTBNX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| VTBNX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.44 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.34 | -1.49 |
| Martin ratioReturn relative to average drawdown | 5.53 | 15.37 | -9.84 |
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
| VTBNX | BKTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 2.44 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.76 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.82 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.83 | -0.45 |
Drawdowns
VTBNX vs. BKTSX - Drawdown Comparison
The maximum VTBNX drawdown since its inception was -18.71%, smaller than the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for VTBNX and BKTSX.
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Drawdown Indicators
| VTBNX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.71% | -34.97% | +16.26% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -8.87% | +6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -5.97% | -19.29% | +13.32% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -24.98% | +6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -18.71% | -34.97% | +16.26% |
Current DrawdownCurrent decline from peak | -2.21% | 0.00% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -4.53% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 1.93% | -0.98% |
Volatility
VTBNX vs. BKTSX - Volatility Comparison
The current volatility for Vanguard Total Bond Market II Index Fund (VTBNX) is 1.33%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 2.94%. This indicates that VTBNX experiences smaller price fluctuations and is considered to be less risky than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTBNX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 2.94% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 9.13% | -6.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 12.15% | -8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.96% | 17.36% | -11.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.93% | 18.41% | -13.48% |
VTBNX vs. BKTSX - Expense Ratio Comparison
Both VTBNX and BKTSX have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VTBNX vs. BKTSX - Dividend Comparison
VTBNX's dividend yield for the trailing twelve months is around 4.06%, more than BKTSX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.04% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% |
VTBNX Vanguard Total Bond Market II Index Fund | 4.06% | 3.95% | 3.77% | 3.13% | 2.54% | 1.82% | 3.12% | 2.79% | 2.56% | 2.52% | 2.55% |
Frequently Asked Questions
VTBNX and BKTSX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKTSX has higher volatility (2.94%) compared to VTBNX (1.33%). In terms of maximum drawdown, VTBNX dropped -18.71% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (2.44 vs 1.34), 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.
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