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VTBNX vs. VBILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTBNX vs. VBILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market II Index Fund (VTBNX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTBNX achieves a 0.33% return, which is significantly higher than VBILX's -0.05% return. Over the past 10 years, VTBNX has underperformed VBILX with an annualized return of 1.55%, while VBILX has yielded a comparatively higher 1.91% 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%

VBILX

1D
0.00%
1M
0.37%
YTD
-0.05%
6M
-0.26%
1Y
5.07%
3Y*
4.38%
5Y*
0.30%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTBNX vs. VBILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
-0.05%8.57%1.54%6.09%-13.59%-2.36%9.82%10.20%-0.15%3.86%

Correlation

The correlation between VTBNX and VBILX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2016

0.96

The correlation between VTBNX and VBILX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

VTBNX vs. VBILX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTBNX
VTBNX Risk / Return Rank: 2222
Overall Rank
VTBNX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VTBNX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VTBNX Omega Ratio Rank: 2020
Omega Ratio Rank
VTBNX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VTBNX Martin Ratio Rank: 2121
Martin Ratio Rank

VBILX
VBILX Risk / Return Rank: 1818
Overall Rank
VBILX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VBILX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VBILX Omega Ratio Rank: 1717
Omega Ratio Rank
VBILX Calmar Ratio Rank: 1717
Calmar Ratio Rank
VBILX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTBNX vs. VBILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund (VTBNX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.


VTBNXVBILXDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

1.85

1.49

+0.37

Martin ratioReturn relative to average drawdown

5.53

4.50

+1.03

VTBNX vs. VBILX - Sharpe Ratio Comparison

The current VTBNX Sharpe Ratio is 1.34, which is comparable to the VBILX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of VTBNX and VBILX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTBNXVBILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.23

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.05

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.36

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.67

-0.30

Drawdowns

VTBNX vs. VBILX - Drawdown Comparison

The maximum VTBNX drawdown since its inception was -18.71%, roughly equal to the maximum VBILX drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for VTBNX and VBILX.


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Drawdown Indicators


VTBNXVBILXDifference

Max Drawdown

Largest peak-to-trough decline

-18.71%

-19.26%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-3.43%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

-6.05%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.05%

-19.15%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-18.71%

-19.26%

+0.55%

Current Drawdown

Current decline from peak

-2.21%

-1.84%

-0.37%

Average Drawdown

Average peak-to-trough decline

-4.87%

-3.16%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.13%

-0.18%

Volatility

VTBNX vs. VBILX - Volatility Comparison

The current volatility for Vanguard Total Bond Market II Index Fund (VTBNX) is 1.33%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.44%. This indicates that VTBNX experiences smaller price fluctuations and is considered to be less risky than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTBNXVBILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.44%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

3.00%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

4.16%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

6.39%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

5.36%

-0.43%

VTBNX vs. VBILX - Expense Ratio Comparison

VTBNX has a 0.02% expense ratio, which is lower than VBILX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VTBNX vs. VBILX - Dividend Comparison

VTBNX's dividend yield for the trailing twelve months is around 4.06%, less than VBILX's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
4.21%4.01%3.80%3.09%1.99%3.39%2.94%2.73%2.87%2.73%3.06%3.09%
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%0.00%

Frequently Asked Questions


With a correlation of 0.96, VTBNX and VBILX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VBILX has higher volatility (1.44%) compared to VTBNX (1.33%). In terms of maximum drawdown, VTBNX dropped -18.71% vs VBILX's -19.26%.

VTBNX currently has the higher Sharpe Ratio (1.34 vs 1.23), 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.

Portfolio Optimizer

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